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Appointment Scheduling with Limited Distributional Information

Author

Listed:
  • Ho-Yin Mak

    (Department of Industrial Engineering and Logistics Management, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong)

  • Ying Rong

    (Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai 200052, China)

  • Jiawei Zhang

    (Department of Information, Operations, and Management Sciences, Stern School of Business, New York University, New York, New York 10012)

Abstract

In this paper, we develop distribution-free models that solve the appointment sequencing and scheduling problem by assuming only moments information of job durations. We show that our min--max appointment scheduling models, which minimize the worst-case expected waiting and overtime costs out of all probability distributions with the given marginal moments, can be exactly formulated as tractable conic programs. These formulations are obtained by exploiting hidden convexity of the problem. In the special case where only the first two marginal moments are given, the problem can be reformulated as a second-order cone program. Based on the structural properties of this formulation, under a mild condition, we derive the optimal time allowances in closed form and prove that it is optimal to sequence jobs in increasing order of job duration variance. We also prove similar results regarding the optimal time allowances and sequence for the case where only means and supports of job durations are known. This paper was accepted by Dimitris Bertsimas, optimization .

Suggested Citation

  • Ho-Yin Mak & Ying Rong & Jiawei Zhang, 2015. "Appointment Scheduling with Limited Distributional Information," Management Science, INFORMS, vol. 61(2), pages 316-334, February.
    • Handle: RePEc:inm:ormnsc:v:61:y:2015:i:2:p:316-334
    DOI: 10.1287/mnsc.2013.1881
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    References listed on IDEAS

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