Many dynamic decision problems involving uncertainty can be appropriately modeled as multi-stage stochastic programs. However, most practical instances are so large and/or complex that it is impossible to solve them on a single computer, especially due to memory limitations. Extending the work...

Strong relaxations are critical for solving deterministic mixed-integer programs. As solving stochastic mixed-integer programs (SMIPs) is even harder, it is likely that strong relaxations will also prove essential for SMIPs. We consider general two-stage SMIPs with recourse, where integer...

In the United States, end-stage liver disease patients join a waiting list and then make accept/reject decisions for transplantation as deceased-donor organs are offered to them over time. These decisions are largely influenced by the patient’s prospect for future offers, which can be...

We consider the partitioning of care types into wings from the perspective of a hospital administrator, who wishes to optimize the use of a fixed number of beds that provide services for heterogeneous care types. Patients of each care type request admission to the hospital stochastically, and if...