Distributionally robust resource planning under binomial demand intakes
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ejor.2022.08.019
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Sanjay Mehrotra & David Papp, 2013. "A cutting surface algorithm for semi-infinite convex programming with an application to moment robust optimization," Papers 1306.3437, arXiv.org, revised Aug 2014.
- Holte, Matias & Mannino, Carlo, 2013. "The implementor/adversary algorithm for the cyclic and robust scheduling problem in health-care," European Journal of Operational Research, Elsevier, vol. 226(3), pages 551-559.
- Mallik Angalakudati & Siddharth Balwani & Jorge Calzada & Bikram Chatterjee & Georgia Perakis & Nicolas Raad & Joline Uichanco, 2014. "Business Analytics for Flexible Resource Allocation Under Random Emergencies," Management Science, INFORMS, vol. 60(6), pages 1552-1573, June.
- Rossi, Roberto & Prestwich, Steven & Tarim, S. Armagan & Hnich, Brahim, 2014. "Confidence-based optimisation for the newsvendor problem under binomial, Poisson and exponential demand," European Journal of Operational Research, Elsevier, vol. 239(3), pages 674-684.
- Robert B. Fetter, 1961. "A Linear Programming Model for Long Range Capacity Planning," Management Science, INFORMS, vol. 7(4), pages 372-378, July.
- Aharon Ben-Tal & Dick den Hertog & Anja De Waegenaere & Bertrand Melenberg & Gijs Rennen, 2013.
"Robust Solutions of Optimization Problems Affected by Uncertain Probabilities,"
Management Science, INFORMS, vol. 59(2), pages 341-357, April.
- Ben-Tal, A. & den Hertog, D. & De Waegenaere, A.M.B. & Melenberg, B. & Rennen, G., 2011. "Robust Solutions of Optimization Problems Affected by Uncertain Probabilities," Discussion Paper 2011-061, Tilburg University, Center for Economic Research.
- Fanwen Meng & Jin Qi & Meilin Zhang & James Ang & Singfat Chu & Melvyn Sim, 2015. "A Robust Optimization Model for Managing Elective Admission in a Public Hospital," Operations Research, INFORMS, vol. 63(6), pages 1452-1467, December.
- Charles C. Holt & Franco Modigliani & Herbert A. Simon, 1955. "A Linear Decision Rule for Production and Employment Scheduling," Management Science, INFORMS, vol. 2(1), pages 1-30, October.
- S. Liao & Christian van Delft & J.-P. Vial, 2013. "Distributionally robust workforce scheduling in call centres with uncertain arrival rates," Post-Print hal-01069123, HAL.
- Laurent El Ghaoui & Maksim Oks & Francois Oustry, 2003. "Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach," Operations Research, INFORMS, vol. 51(4), pages 543-556, August.
- Dori Hulst & Dick Hertog & Wim Nuijten, 2017. "Robust shift generation in workforce planning," Computational Management Science, Springer, vol. 14(1), pages 115-134, January.
- Lotfi, Somayyeh & Zenios, Stavros A., 2018. "Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances," European Journal of Operational Research, Elsevier, vol. 269(2), pages 556-576.
- Fred Hanssmann & Sidney W. Hess, 1960. "A Linear Programming Approach to Production and Employment Scheduling," Management Science, INFORMS, vol. 0(1), pages 46-51, January.
- Luo, Fengqiao & Mehrotra, Sanjay, 2019. "Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models," European Journal of Operational Research, Elsevier, vol. 278(1), pages 20-35.
- Georg Pflug & David Wozabal, 2007. "Ambiguity in portfolio selection," Quantitative Finance, Taylor & Francis Journals, vol. 7(4), pages 435-442.
- Michael Samudra & Carla Van Riet & Erik Demeulemeester & Brecht Cardoen & Nancy Vansteenkiste & Frank E. Rademakers, 2016. "Scheduling operating rooms: achievements, challenges and pitfalls," Journal of Scheduling, Springer, vol. 19(5), pages 493-525, October.
- İhsan Yanıkoğlu & Dick den Hertog, 2013. "Safe Approximations of Ambiguous Chance Constraints Using Historical Data," INFORMS Journal on Computing, INFORMS, vol. 25(4), pages 666-681, November.
- Henry Lam, 2019. "Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization," Operations Research, INFORMS, vol. 67(4), pages 1090-1105, July.
- Bastian, Nathaniel D. & Lunday, Brian J. & Fisher, Christopher B. & Hall, Andrew O., 2020. "Models and methods for workforce planning under uncertainty: Optimizing U.S. Army cyber branch readiness and manning," Omega, Elsevier, vol. 92(C).
- X Zhu & H D Sherali, 2009. "Two-stage workforce planning under demand fluctuations and uncertainty," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(1), pages 94-103, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
- L. Jeff Hong & Zhiyuan Huang & Henry Lam, 2021. "Learning-Based Robust Optimization: Procedures and Statistical Guarantees," Management Science, INFORMS, vol. 67(6), pages 3447-3467, June.
- Shubhechyya Ghosal & Wolfram Wiesemann, 2020. "The Distributionally Robust Chance-Constrained Vehicle Routing Problem," Operations Research, INFORMS, vol. 68(3), pages 716-732, May.
- Wang, Yu & Zhang, Yu & Tang, Jiafu, 2019. "A distributionally robust optimization approach for surgery block allocation," European Journal of Operational Research, Elsevier, vol. 273(2), pages 740-753.
- Luo, Fengqiao & Mehrotra, Sanjay, 2019. "Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models," European Journal of Operational Research, Elsevier, vol. 278(1), pages 20-35.
- Shanshan Wang & Erick Delage, 2024. "A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems," INFORMS Journal on Computing, INFORMS, vol. 36(3), pages 849-867, May.
- Guanglin Xu & Samuel Burer, 2018. "A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming," Computational Management Science, Springer, vol. 15(1), pages 111-134, January.
- Mengshi Lu & Zuo‐Jun Max Shen, 2021. "A Review of Robust Operations Management under Model Uncertainty," Production and Operations Management, Production and Operations Management Society, vol. 30(6), pages 1927-1943, June.
- Bart P. G. Van Parys & Peyman Mohajerin Esfahani & Daniel Kuhn, 2021. "From Data to Decisions: Distributionally Robust Optimization Is Optimal," Management Science, INFORMS, vol. 67(6), pages 3387-3402, June.
- Viet Anh Nguyen & Fan Zhang & Shanshan Wang & Jose Blanchet & Erick Delage & Yinyu Ye, 2021. "Robustifying Conditional Portfolio Decisions via Optimal Transport," Papers 2103.16451, arXiv.org, revised Apr 2024.
- Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust decision-making under risk and ambiguity," Papers 2104.12573, arXiv.org, revised Oct 2021.
- Pengyu Qian & Zizhuo Wang & Zaiwen Wen, 2015. "A Composite Risk Measure Framework for Decision Making under Uncertainty," Papers 1501.01126, arXiv.org.
- Dey, Shibshankar & Kim, Cheolmin & Mehrotra, Sanjay, 2024. "An algorithm for stochastic convex-concave fractional programs with applications to production efficiency and equitable resource allocation," European Journal of Operational Research, Elsevier, vol. 315(3), pages 980-990.
- Vishal Gupta, 2019. "Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization," Management Science, INFORMS, vol. 65(9), pages 4242-4260, September.
- Ran Ji & Miguel A. Lejeune, 2021. "Data-Driven Optimization of Reward-Risk Ratio Measures," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1120-1137, July.
- Steffen Rebennack, 2022. "Data-driven stochastic optimization for distributional ambiguity with integrated confidence region," Journal of Global Optimization, Springer, vol. 84(2), pages 255-293, October.
- Zhi Chen & Melvyn Sim & Peng Xiong, 2020. "Robust Stochastic Optimization Made Easy with RSOME," Management Science, INFORMS, vol. 66(8), pages 3329-3339, August.
- Meysam Cheramin & Jianqiang Cheng & Ruiwei Jiang & Kai Pan, 2022. "Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1768-1794, May.
- Corominas, Albert & Lusa, Amaia & Olivella, Jordi, 2012. "A detailed workforce planning model including non-linear dependence of capacity on the size of the staff and cash management," European Journal of Operational Research, Elsevier, vol. 216(2), pages 445-458.
- Wolfram Wiesemann & Daniel Kuhn & Melvyn Sim, 2014. "Distributionally Robust Convex Optimization," Operations Research, INFORMS, vol. 62(6), pages 1358-1376, December.
More about this item
Keywords
Uncertainty modelling; Distributionally robust optimisation; Heuristics; Resource planning;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:306:y:2023:i:1:p:227-242. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.