This paper studies the integrated scheduling of consultation and treatment appointments for chemotherapy patients, while taking into account the stochastic duration of injection. Patients may require one or both types...
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This paper studies the integrated scheduling of consultation and treatment appointments for chemotherapy patients, while taking into account the stochastic duration of injection. Patients may require one or both types of consultation and treatment appointments. The objective is to minimize the clinic's overtime and the waiting time of patients in the clinic. To formulate the problem, we develop two two-stage stochastic programming models. We also propose a sample average approximation algorithm as the solution method. To improve the efficiency of our solution approach, we devise a specialized algorithm that quickly evaluates a given first-stage solution for a large set of scenarios, without solving the second-stage models. Several computational experiments are carried out to evaluate the performance of proposed models and algorithms.
Quick commerce has recently become the most important issue in the logistics industry due to intensifying competition for a faster delivery. A fulfillment service that integrates various logistics processes has emerge...
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Quick commerce has recently become the most important issue in the logistics industry due to intensifying competition for a faster delivery. A fulfillment service that integrates various logistics processes has emerged to conduct delivery service as quickly as possible. With a need for facilities that can serve a fulfillment service near the customer, a Micro Fulfillment Center (MFC) is suggested as a solution. MFC refers to a small fulfillment center located in the city center and functions as an advanced base for quick commerce services. However, quick commerce services, including the operation of MFC, are suffering from high costs and operational inefficiency. In this situation, the integration of online and offline distribution networks in the omnichannel logistics system is showing a new possibility for Quick commerce service. for instance, the waste cost resulting from the failures of demand forecasting can be alleviated by the integration of both networks, especially for perishable goods. Accordingly, this study aims to determine the optimal MFC location for Quick commerce service to serve an online order in an omnichannel system that deals with perishable goods, and to identify operational benefits that can be led by the connection between MFCs and Retail stores. This study has introduced a two-stage stochastic optimization model to deal with demand uncertainty. we developed two optimization models to explain the integration between MFCs and offline stores. In addition, we conduct a numerical analysis based on real-world data including actual retail stores and modifications of online demand to verify the models we introduce. The case study is executed in Gangdong-gu, Songpa-gu in Seoul, Korea. Rep of. The results say that the connection of the different channels can be significantly beneficial in operating costs.
We study two-stage short-term staffing adjustments for the upcoming nursing shift. Our proposed adjustments are first used at the beginning of each 4-hour nursing shift, shift t, for the upcoming shift, shift t + 1. T...
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We study two-stage short-term staffing adjustments for the upcoming nursing shift. Our proposed adjustments are first used at the beginning of each 4-hour nursing shift, shift t, for the upcoming shift, shift t + 1. Then, after observing actual patient demand for nursing at the start of shift t + 1, we make our final staffing adjustments to meet the patient demand. We model six different adjustment options for the two-stage stochastic programming model, five options available as first-stage decisions and one option available as the second-stage decision. We develop a two-stage stochastic integer programming model, which minimizes total nurse staffing costs and the cost of adjustments to the original schedules, while ensuring the coverage of nursing demand. Our experimental results, using the data from an urban Children's Hospital, indicate that the developed stochastic nurse schedule adjustment model can deliver cost savings up to 18% for the medical units, compared to alternative no short-term adjustment scheduling models. The proposed stochastic adjustments model successfully keeps average understaffing percentages under 2% throughout the staffing horizon.
Missing data is a common issue for many practical data-driven stochastic programming problems. The state-of-the-art approaches first estimate the missing data values and then separately solve the corre-sponding stocha...
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Missing data is a common issue for many practical data-driven stochastic programming problems. The state-of-the-art approaches first estimate the missing data values and then separately solve the corre-sponding stochastic programming. Accurate estimation of missing values is typically inaccessible as it requires enormous data and sophisticated statistical methods. Therefore, this paper proposes an inte-grated approach, a distributionally robust optimization (DRO) framework, that simultaneously tackles the missing data problem and data-driven stochastic optimization by hedging against the uncertainties of the missing values. This paper adds to the DRO literature by considering the practical scenario where the data can be incomplete and partially observable;it particularly focuses on data distributions with finite sup-port. We construct several classes of ambiguity sets for our DRO model utilizing the incomplete data sets, maximum likelihood estimation method, and different metrics. We prove the statistical consistency and finite sample guarantees of the corresponding models and provide tractable reformulations of our model for different scenarios. We perform computational studies on the multi-item inventory control problem and portfolio optimization using synthetic and real-world data. We validate that our method outperforms the traditional estimate-then-optimized approaches.(c) 2022 Elsevier B.V. All rights reserved.
This paper studies a variant of the lot sizing problem that arises in the context of disaster management. In this problem, a fixed budget has to be allocated efficiently over multiple time periods to procure large qua...
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This paper studies a variant of the lot sizing problem that arises in the context of disaster management. In this problem, a fixed budget has to be allocated efficiently over multiple time periods to procure large quantities of a staple food that will be stored and later delivered to people affected by disaster strikes whose numbers are unknown in advance. Starting from the deterministic model where perfect infor-mation is assumed, different formulations to address the uncertainties are constructed: classical robust optimisation, risk-minimisation stochastic programming, and adjustable robust optimisation. Experiments conducted using data from West Java, Indonesia allow us to discuss the advantages and drawbacks of each method. Our methods constitute a toolbox to support decision makers with making procurement decisions and answering managerial questions such as which annual budget is fair and safe, or when storage peaks are likely to occur.& COPY;2023 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license ( http://***/licenses/by/4.0/ )
The uncertainty in infusion durations and non-homogeneous care level needs of patients are the critical factors that lead to difficulties in chemotherapy scheduling. We study the problem of scheduling patient appointm...
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The uncertainty in infusion durations and non-homogeneous care level needs of patients are the critical factors that lead to difficulties in chemotherapy scheduling. We study the problem of scheduling patient appointments and assigning patients to nurses under uncertainty in infusion durations for a given day. We consider instantaneous nurse workload, represented in terms of total patient acuity levels, and chair availability while scheduling patients. We formulate a two-stage stochastic mixed-integer programming model with the objective of minimizing expected weighted sum of excess patient acuity, waiting time and nurse overtime. We propose a scenario bundling-based decomposition algorithm to find near-optimal schedules. We use data of a major university hospital to generate managerial insights related to the impact of acuity consideration, and number of nurses and chairs on the performance measures. We compare the schedules obtained by the algorithm with the baseline schedules and those found by applying several relevant scheduling heuristics. Finally, we assess the value of stochastic solution.(c) 2022 Elsevier B.V. All rights reserved.
Uncertainty in classical stochastic programming models is often described solely by independent random parameters, ignoring their dependence on multidimensional features. We describe a novel contextual chance-constrai...
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Uncertainty in classical stochastic programming models is often described solely by independent random parameters, ignoring their dependence on multidimensional features. We describe a novel contextual chance-constrained programming formulation that incorporates features, and argue that solutions that do not take them into account may not be implementable. Our formulation cannot be solved exactly in most cases, and we propose a tractable and fully data-driven approximate model that relies on weighted sums of random variables. We obtain a stochastic lower bound for the optimal value and feasibility results that include convergence to the true feasible set as the number of data points increases, as well as the minimal number of data points needed to obtain a feasible solution with high probability. We illustrate our findings in a vaccine allocation problem and compare the results with a naive sample average approximation approach.
A sandstorm is one of the extreme weather events causing extensive damage to overhead transmission lines (OTLs). Due to potential postsandstorm insulator flashover, OTLs face high failure probabilities, and implementi...
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A sandstorm is one of the extreme weather events causing extensive damage to overhead transmission lines (OTLs). Due to potential postsandstorm insulator flashover, OTLs face high failure probabilities, and implementing in-time maintenance on OTLs is crucial to mitigate postsandstorm losses. Aiming at determining an optimal maintenance sequence of targeted OTLs, this article proposes a decision-dependent stochastic approach for the joint operation and maintenance of OTLs. First, considering the inherent dependency of the uncertain availability of OTLs on maintenance decisions, the multiperiod maintenance process of OTLs is modeled as a stochastic process with decision-dependent uncertainty (DDU). Second, a two-stage stochastic model with DDU is formulated, where the maintenance sequence and unit commitment decisions are made in the first stage and the second stage comprises scenariowise operation. Then, to tackle the coupling relation between decisions and DDU, a unique modeling transformation technique is adopted to convert the established decision-dependent stochastic model into a computationally efficient form. Case studies verify the effectiveness of the proposed method for postsandstorm maintenance scheduling.
Co-designing energy systems across multiple energy carriers is increasingly attracting attention of researchers and policy makers, since it is a prominent means of increasing the overall efficiency of the energy secto...
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Co-designing energy systems across multiple energy carriers is increasingly attracting attention of researchers and policy makers, since it is a prominent means of increasing the overall efficiency of the energy sector. Special attention is attributed to the so-called energy hubs, i.e., clusters of energy communities featuring electricity, gas, heat, hydrogen, and also water generation and consumption facilities. Managing an energy hub entails dealing with multiple sources of uncertainty, such as renewable generation, energy demands, wholesale market prices, etc. Such uncertainties call for sophisticated decision-making techniques, with mathematical optimization being the predominant family of decision-making methods proposed in the literature of recent years. In this paper, we summarize, review, and categorize research studies that have applied mathematical optimization approaches towards making operational and planning decisions for energy hubs. Relevant methods include robust optimization, information gap decision theory, stochastic programming, and chance-constrained optimization. The results of the review indicate the increasing adoption of robust and, more recently, hybrid methods to deal with the multi-dimensional uncertainties of energy hubs.
Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alt...
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Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps to estimate the value function and policy gradient updates. Due to the fact that the updates exhibit correlated noise and biased gradient updates, only the asymptotic behavior of actor-critic is known by connecting its behavior to dynamical systems. This work puts forth a new variant of actor-critic that employs Monte Carlo rollouts during the policy search updates, which results in controllable bias that depends on the number of critic evaluations. As a result, we are able to provide for the first time the convergence rate of actor-critic algorithms when the policy search step employs policy gradient, agnostic to the choice of policy evaluation technique. In particular, we establish conditions under which the sample complexity is comparable to stochastic gradient method for non-convex problems or slower as a result of the critic estimation error, which is the main complexity bottleneck. These results hold in continuous state and action spaces with linear function approximation for the value function. We then specialize these conceptual results to the case where the critic is estimated by Temporal Difference, Gradient Temporal Difference, and Accelerated Gradient Temporal Difference. These learning rates are then corroborated on a navigation problem involving an obstacle and the pendulum problem which provide insight into the interplay between optimization and generalization in reinforcement learning.
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