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In this paper, we propose a new approach to reduce the total running time (RT) of the progressive hedging algorithm (PHA) for solving multistage stochastic programs (MSPs) defined on a scenario tree. Instead of using the conventional scenario decomposition scheme, we apply a multi-scenario decomposition scheme and partition the scenario set in order to(More)
We consider a chance-constrained two-stage stochastic scheduling problem for multi-skill call centers with uncertainty on arrival rate and absenteeism. We first determine an initial schedule based on an imperfect forecast on arrival rate and absenteeism. Then, this schedule is corrected applying recourse actions when the forecast becomes more accurate in(More)
We consider a two-stage stochastic staffing problem for multi-skill call centers. The objective is to minimize the total cost of agents under a chance constraint, defined over the randomness of the arrival rates, to meet all the expected service level targets. First, we determine an initial staffing based on an imperfect forecast. Then, this staffing is(More)
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