Related papers: Stochastic Optimization Approaches for an Operatin…
Solving combinatorial optimization problems involve satisfying a set of hard constraints while optimizing some objectives. In this context, exact or approximate methods can be used. While exact methods guarantee the optimal solution, they…
BACKGROUND: Analytical techniques are being implemented with increasing frequency to improve the management of surgical departments and to ensure that decisions are well-informed. Often these analytical techniques rely on the validity of…
Staff scheduling is a universal problem that can be encountered in many organizations, such as call centers, educational institution, industry, hospital, and any other public services. It is one of the most important aspects of workforce…
We consider the problem of scheduling appointments for a finite customer population to a service facility with customer no-shows, to minimize the sum of customer waiting time and server overtime costs. Since appointments need to be…
In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical…
In the smart hospital, optimizing prescription order fulfilment processes in outpatient pharmacies is crucial. A promising device, automated drug dispensing systems (ADDSs), has emerged to streamline these processes. These systems involve…
This paper addresses the problem of computing a scheduling policy that minimizes the total expected completion time of a set of $N$ jobs with stochastic processing times on $m$ parallel identical machines. When all processing times follow…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized…
Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…
Shape-constrained optimization arises in a wide range of problems including distributionally robust optimization (DRO) that has surging popularity in recent years. In the DRO literature, these problems are usually solved via reduction into…
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…
In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand and uncertain future demand. Prior to having full knowledge…
We investigate a stochastic program with expected value constraints, addressing the problem in a general context through Distributionally Robust Optimization (DRO) approach using Wasserstein distances, where the ambiguity set depends on the…
We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…
Modern signal processing (SP) methods rely very heavily on probability and statistics to solve challenging SP problems. SP methods are now expected to deal with ever more complex models, requiring ever more sophisticated computational…
In recent years, with the rapidly aging population, alleviating the pressure on medical staff has become a critical issue. To improve the work efficiency of medical staff and reduce the risk of infection, we consider the multi-trip…
We investigate computational and mechanism design aspects of scarce resource allocation, where the primary rationing mechanism is through waiting times. Specifically we consider allocating medical treatments to a population of patients.…