A Multi-Stage Stochastic Integer Programming Model for Surgery Planning
نویسندگان
چکیده
We propose a multi-stage stochastic mixed integer programming formulation for the assignment of surgeries to operating rooms (ORs) over a finite planning horizon. We consider the demand for surgery and the duration of surgery to be random variables. The objective is to minimize three competing criteria: expected cost of surgery cancellations, postponements, and OR overtime. We discuss properties of the model and an implementation of the progressive hedging algorithm to find near optimal surgery schedules. We conduct numerical experiments using data from a large hospital to identify managerial insights related to surgery planning and the avoidance of surgery cancellations. Finally, we compare the progressive hedging algorithm to an easy to implement heuristic for practical problem instances to estimate the value of the stochastic solution.
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