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INFORMS Nashville – 2016

433

WC18

106A-MCC

DMA Healthcare

Contributed Session

Chair: Kaiye Yu, Tsinghua University, Room 615,Shunde Building,

Tsinghua University, Beijing, BJ100084, China,

yky15@mails.tsinghua.edu.cn

1 - Optimal Reimbursement Schemes For Maternity Care Safety

And Quality

Cheng Zhu, McGill University, 701-801 Sherbrooke Est, Montreal,

QC, H2L 0B7, Canada,

cheng.zhu@mail.mcgill.ca

,

Beste Kucukyazici

The amount of unnecessary C-Sections, which expose proven higher postpartum

complications of mothers and newborns as well as heavy economic burden, has

been increasing constantly and this growth raises great concerns for the policy

makers. This research focuses on optimizing payment mechanisms to reimburse

obstetricians, in order to reduce unnecessary C-sections while retain it for those

who need it, resulting in enhanced birth quality with alleviated economic burden

for overall health care system. The optimal reimbursement schemes are further

verified empirically with large datasets.

2 - Using Policy Flight Simulator To Evaluate Scalability Of Evidence

Based Practices

Zhongyuan Yu, Research Assistant Professor, Stevens Institute of

Technology, Hoboken, NJ, 07030, United States,

zyu7@stevens.edu

, William B Rouse, Michael Pennock, Kara Pepe

Numerous evidence-based practices have demonstrated reduced medical costs,

improved patient experiences and better quality of life. However, concern from

stakeholders in health system seems to be holding back adoption. Policy flight

simulator is proposed to find out what affects scalability of these practices, and

assess what needs to be adjusted in order to increase confidence of senior

administrators to expand these practices. Policy flight simulators fuse aspects of

traditional scientific analysis, engineering, social science, and visualization to

provide decision makers an immersive experience to increase comfort level with

simulation-based data-driven decision making processes.

4 - Modeling And Assessment Of The Risk Of Colorectal Polyp

Kaiye Yu, Tsinghua University, Room 615,Shunde Building,

Tsinghua University, Beijing, BJ100084, China,

yky15@mails.tsinghua.edu.cn

, Jie Xing, Wenying Zhou,

Shutian Zhang, Xiaolei Xie, Nan Kong

Most colorectal cancer (CRC) arise from polyps. We identify colorectal polyps risk

factors and develop risk stratification model using machine learning approaches.

The individualized risk assessment tool could offer decision support to both

clinicians and patients.

WC19

106B-MCC

Open-Source Tools for Operations Research

Sponsored: Computing

Sponsored Session

Chair: Matthew J Saltzman, Clemson University, Clemson University,

Clemson, SC, 29634, United States,

mjs@clemson.edu

1 - New Developments In Pyomo

William E Hart, Sandia National Laboratory,

wehart@sandia.gov

Pyomo is a Python-based open-source software package that supports a diverse

set of optimization capabilities for formulating, solving, and analyzing

optimization models. In this presentation, we describe new capabilities in Pyomo,

including support for new versions of Python, installation with conda, and

updates for modeling capabilities (bilevel, sp, dae, etc). This talk will also highlight

new documentation resources for users.

2 - Jmarkov: An Integrated Java Framework For Stochastic Modeling

Daniel F Silva, Georgia Institute of Technology, Atlanta, GA,

United States,

dfsi3@gatech.edu

, Julio C Goez, Juan F Perez,

German Riano

jMarkov allows users to define stochastic models from the basic rules underlying

the system dynamics and then solve the models to obtain performance measures.

It is composed of four modules: (i) the main module supports Markov Chain

models with a finite state space; (ii) jQBD enables the modeling of Quasi-Birth-

and-Death processes; (iii) jMDP offers the capabilities to model and solve Markov

Decision Processes; and (iv) jPhase supports the manipulation and inclusion of

phase-type variables. In addition, jMarkov is highly extensible, allowing the users

to introduce new modeling abstractions and solvers. In this talk we give an

overview of jMarkov, as well as some examples.

WC20

106C-MCC

Understanding the US Index Futures Stock Market

using Research

Invited: Tutorial

Invited Session

Chair: William T. Ziemba, University of British Columbia, 1, Vancouver,

BC, 2, Canada,

wtzimi@mac.com

1 - Understanding The US Index Futures Stock Market

Using Research

William T. Ziemba, University of Bristish Columbia, Vancouver,

BC, 2, Canada,

wtzimi@mac.com

I begin with five views or camps of beliefs concerning the US stock market. There

are efficient markets where prices are correct except for transactions costs, risk

premium where excess returns can be made only by bearing additional risk,

efficient markets is hogwash, great investors exist but you cannot tell who they

are in advance and the study of anomalies and other research. Edges arise from

cash flows, institutional practices and behavioral biases. These include the turn of

the year effect, the turn of the month effect, presidential election effects and

mispriced options. I describe the effects and explain why they exist and then

discuss their use in trading considering operational risks, the effect of volatility,

prediction of stock market crashes, slippage, risk management, and optimal

betting sizing. I won the 2015 futures trading contest of the Battle of the Quants

in New York and have been able to obtain very good risk adjusted returns during

July 2013 to May 2016 in the Alpha Z Futures Fund.

WC21

107A-MCC

Healthcare Operations and Capacity Planning

Sponsored: Health Applications

Sponsored Session

Chair: Sukriye Nilay Argon, University of North Carolina, Hanes Hall

CB# 3260, Chapel Hill, NC, 27599, United States,

nilay@unc.edu

Co-Chair: Serhan Ziya, University of North Carolina, 356 Hanes Hall,

CB#3260, Chapel Hill, NC, 27599, United States,

ziya@unc.edu

1 - Admission, Routing And Early Discharge Decisions In A

Hospital Setting

Lerzan E Ormeci, Koc University,

lormeci@ku.edu.tr,

Nermin Kurt,

Amin Khoshkenar

We consider the problem of bed management in a hospital. The patients stay at

the hospital for a random length of time to recover after a surgery. Hence, the

operation schedule has a long-term effect on the occupancy levels, which

significantly affect the quality of care for the patients. To control the occupancy

levels, hospital management has a number of options: 1) New patients may be

rejected at high levels of occupancy, 2) Patients operated by a certain department

may stay in the ward of another department, 3) Patients staying at the hospital

may be discharged early. In this study, we analyze the effects of these decisions on

the hospital performance by modeling the system via Markov decision processes.

2 - Ambulance Redeployment And Dispatching Under Uncertainty

With Personnel Workload Limitations

Shakiba Enayati, North Carolina State University, Raleigh, NC,

United States,

senayat@ncsu.edu,

Osman Ozaltin,

Maria Esther Mayorga

Emergency Medical Services managers are concerned with providing maximum

possible coverage in a service area. Redeployment refers to dynamic relocation of

idle ambulances to compensate for the coverage loss due to busy ambulances.

Unsystematic redeployments, however, impose superfluous workload on the

personnel. We propose a two-stage stochastic programming model to redeploy

and dispatch ambulances to maximize expected coverage. Our model includes

personnel workload restrictions in a shift. We develop a decomposition algorithm

to determine an upper bound and apply a branch and bound algorithm to find the

optimal solution. We evaluate the performance using a largescale real dataset.

3 - An Optimization Approach For Coordinating Clinic And Surgery

Appointments To Meet Access Delay Service Levels

Esmaeil Keyvanshokooh, University of Michigan, Ann Arbor, Ann

Arbor, MI, United States,

keyvan@umich.edu

, Mark P. Van Oyen

Providing timely access to surgery is crucial for patients with high acuity diseases

like cancer. In this paper, we present an optimization approach for coordinating

clinic and surgery appointments to meet access delay service levels in Colorectal

surgery (CRS). The methodology is applied to historical patient data for CRS to

show its better performance than the current scheduling policy.

WC21