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We allocate surgery blocks to operating rooms (ORs) under random surgery durations. Given unknown distribution of the duration of each block, we investigate distributionally robust (DR) variants of two types of stochastic programming models using a moment-based ambiguous set. We minimize the total cost of opening ORs and allocating surgery blocks, while constraining OR overtime via chance constraints...
In this paper, we formulate a two-stage distributionally robust (DR) model for the optimal power flow (OPF) problem in the presence of uncertainties from wind power generation and load-based reserves. Assuming ambiguous distributions of the random variables, we minimize the costs of generation, reserves, and the worst-case expected value of the penalty cost of violating constraints. We consider a...
We study appointment scheduling under random service duration with unknown distributions. Given a sequence of appointments arriving at a single server, we assign their planned arrival time to minimize the expected total waiting time, while using a chance constraint to restrict the probability of server overtime. We consider a distributionally robust formulation based on an ambiguity set that uses...
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