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- articleNovember 2015
A Progressive Hedging Approach for Surgery Planning Under Uncertainty
INFORMS Journal on Computing (INFORMS-IJOC), Volume 27, Issue 4Pages 755–772https://doi.org/10.1287/ijoc.2015.0658We propose a multistage stochastic mixed-integer programming formulation for the assignment of surgeries to operating rooms over a finite planning horizon. We consider the demand for and the duration of surgery to be random variables. The objective is ...
- articleSeptember 2011
Progressive hedging-based metaheuristics for stochastic network design
We consider the stochastic fixed-charge capacitated multicommodity network design (S-CMND) problem with uncertain demand. We propose a two-stage stochastic programming formulation, where design decisions make up the first stage, while recourse decisions ...
- articleFebruary 1991
Scenarios and Policy Aggregation in Optimization Under Uncertainty
A common approach in coping with multiperiod optimization problems under uncertainty where statistical information is not really enough to support a stochastic programming model, has been to set up and analyze a number of scenarios. The aim then is to ...