Browsing by Author Fabian Bastin
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We study a solution approach for a staffing problem in multi-skill call centers. The objective is to find a minimal-cost staffing solution while meeting a target level for the quality of service to customers. We consider a common situation in which the arrival rates are unobserved random variables for which preliminary forecasts are available in a first stage when making the initial staffing decision. In a second stage, more accurate forecasts are obtained and the staffing may have to be modified at a cost, to meet the constraints. This leads to a challenging two-stage stochastic optimization problem in which the quantities involved in the (nonlinear) constraints can only be estimated... |
We consider a multistage stochastic discrete program in which constraints on any stage might involve expectations that cannot be computed easily and are approximated by simulation. We study a sample average approximation (SAA) approach that uses nested sampling, in which at each stage, a number of scenarios are examined and a number of simulation replications are performed for each scenario to estimate the next-stage constraints. This approach provides an approximate solution to the multistage problem. To establish the consistency of the SAA approach, we first consider a two-stage problem and show that in the second-stage problem, given a scenario, the optimal values and solutions of ... |
