Johan Van Leeuwaarden

Robust Appointment Scheduling for General Convex Uncertainty Sets

  • Judith Brugman
  • Dick den Hertog
  • Johan Van Leeuwaarden
    • Categories Applications - OR and Management Sciences, Robust Optimization, Scheduling Tags , , , , ,

    The Appointment Scheduling Problem (ASP) involves scheduling a finite number of customers with uncertain service times, served consecutively by a single server, with the goal of minimizing the weighted costs of waiting time, idle time, and overtime. Previous studies employing stochastic programming were limited to small instances or constrained by restrictive assumptions. We introduce a … Read more

    Tight tail probability bounds for distribution-free decision making

  • Ruud C.M. Brekelmans
  • Dick den Hertog
  • Wouter Van Eekelen
  • Ernst Roos
  • Johan Van Leeuwaarden
    • Categories Robust Optimization, Stochastic Programming Tags , , ,

    Chebyshev’s inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the unboundedness of the underlying support and are not considered realistic in many applications. We provide alternative tight lower … Read more