Shanshan Wang In this paper, we study a data-driven stochastic vehicle routing problem (VRP) with deadlines and endogenous uncertainty, where the travel time depends on the routing decisions, which is motivated by a real-world food delivery problem. We use the non-parametric approaches, including k-nearest neighbor (kNN) and kernel density estimation, to estimate the decision-dependent probability distribution of … Read more
We study assignment problem with chance constraints (CAP) and its distributionally robust counterpart (DR-CAP). We present a technique for estimating big-M in such a formulation that takes advantage of the ambiguity set. We consider a 0-1 bilinear knapsack set to develop valid inequalities for CAP and DR-CAP. This is generalized to the joint chance constraint … Read more
We study the chance-constrained bin packing problem, with an application to hospital operating room planning. The bin packing problem allocates items of random size that follow a discrete distribution to a set of bins with limited capacity, while minimizing the total cost. The bin capacity constraints are satisfied with a given probability. We investigate a … Read more