Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times

Karmel S. Shehadeh, Amy E.M. Cohn, Ruiwei Jiang

Research output: Contribution to journalArticlepeer-review

6 Scopus citations


We study a stochastic outpatient appointment scheduling problem (SOASP) in which we need to design a schedule and an adaptive rescheduling (i.e., resequencing or declining) policy for a set of patients. Each patient has a known type and associated probability distributions of random service duration and random arrival time. Finding a provably optimal solution to this problem requires solving a multistage stochastic mixed-integer program (MSMIP) with a schedule optimization problem solved at each stage, determining the optimal rescheduling policy over the various random service durations and arrival times. In recognition that this MSMIP is intractable, we first consider a two-stage model (TSM) that relaxes the nonanticipativity constraints of MSMIP and so yields a lower bound. Second, we derive a set of valid inequalities to strengthen and improve the solvability of the TSM formulation. Third, we obtain an upper bound for the MSMIP by solving the TSM under the feasible (and easily implementable) appointment order (AO) policy, which requires that patients are served in the order of their scheduled appointments, independent of their actual arrival times. Fourth, we propose a Monte Carlo approach to evaluate the relative gap between the MSMIP upper and lower bounds. Finally, in a series of numerical experiments, we show that these two bounds are very close in a wide range of SOASP instances, demonstrating the near-optimality of the AO policy. We also identify parameter settings that result in a large gap in between these two bounds. Accordingly, we propose an alternative policy based on neighbor-swapping. We demonstrate that this alternative policy leads to a much tighter upper bound and significantly shrinks the gap.

Original languageEnglish (US)
Pages (from-to)89-111
Number of pages23
JournalNaval Research Logistics
Issue number1
StatePublished - Feb 2021


  • appointment scheduling
  • mixed-integer programming
  • Monte Carlo optimization
  • OR in health services
  • stochastic arrival
  • stochastic programming

ASJC Scopus subject areas

  • Modeling and Simulation
  • Ocean Engineering
  • Management Science and Operations Research


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