Lecture Presentation Files

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Topic 7

Xpress Example Files

Deterministic approximation

Stochastic model, 8 scenarios

Stochastic model, 36 scenarios

Model used for EVPI with 8 scenarios

Model used for EVPI with 8 scenarios

Course References

Course Description

Text: Stochastic Programming, by Peter Kall and Stein Wallace

"Optimal Allocation of Surgery Blocks to Operating Rooms Under Uncertainty", by Denton, Miller, Balasubramanian, and Huschka.

EDF ROADEF Challenge website