Robert H. Storer
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A sample gradient-based algorithm for a multiple-OR and PACU surgery scheduling problem Open
In this article, we study a surgery scheduling problem in multiple Operating Rooms (ORs) constrained by the Post-Anesthesia Care Unit (PACU) capacity within the block-booking framework. With surgery sequences predetermined in each OR, a Di…
Computing semiparametric bounds on the expected payments of insurance instruments via column generation Open
It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use co…
Computing semiparametric bounds on the expected payments of insurance\n instruments via column generation Open
It has been recently shown that numerical semiparametric bounds on the\nexpected payoff of fi- nancial or actuarial instruments can be computed using\nsemidefinite programming. However, this approach has practical limitations.\nHere we use…