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in a Real Word Hospital

PII: S0360-8352(16)30050-X

DOI: http://dx.doi.org/10.1016/j.cie.2016.02.023

Reference: CAIE 4270

Revised Date: 1 February 2016

Accepted Date: 24 February 2016

Please cite this article as: Bagheri, M., Devin, A.G., Izanloo, A., A Two-Stage Stochastic Programming Approach

for Nurse Scheduling Problem in a Real Word Hospital, Computers & Industrial Engineering (2016), doi: http://

dx.doi.org/10.1016/j.cie.2016.02.023

This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers

we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and

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Mohsen Bagheri1, Ali Gholinejad Devin*2, Azra Izanloo*3

1

Department of Industrial Engineering

Sadjad University of technology, Mashhad, Iran

M_Bagheri@sadjad.ac.ir

2

Department of Industrial Engineering

Sadjad University of technology, Mashhad, Iran

Al.Gh130@sadjad.ac.ir

3

MSc in Medical Education

Research and Education Department, Razavi Hospital, Mashhad, Iran

A.izanloo@yahoo.com

1

A Two-Stage Stochastic Programming Approach

for Nurse Scheduling Problem in a Real Word

Hospital

ABSTRACT

Given its complexity and relevance in healthcare, the well-known Nurse Scheduling Problem (NSP) has

been the subject of several researches and different approaches have been used for its solution. The

importance of this problem comes from its critical role in healthcare processes as NSP assigns nurses to

daily shifts while respecting both the preferences of the nurses and the objectives of hospital. Most

models in NSP literature have dealt with this problem in a deterministic environment, while in the real-

world applications of NSP, the vagueness of information about management objectives and nurse

preferences are sources of uncertainties that need to be managed so as to provide a qualified schedule. In

this study, we propose a stochastic optimization model for the Department of Heart Surgery in Razavi

Hospital, which accounts for uncertainties in the demand and stay period of patients over time. Sample

Average Approximation (SAA) method is used to obtain an optimal schedule for minimizing the regular

and overtime assignment costs, with the numerical experiments demonstrating the convergence of

statistical bounds and moderate sample size for a given numerical experiment. The results confirm the

validity of the model.

Recourse action

1 Introduction:

The NSP is a well-known combinatorial optimization problem that has encouraged many researchers

to develop exact and (meta-) heuristic approaches to obtain a qualified solution. The NSP involves

constructing a schedule for nursing staff and assigning nurses to different shifts based on individual and

system preferences within the framework of government regulations.

Given its various constraints, objectives and many possible combinations, NSP is a complex

problem. In the NSP, the nurse manager creates a schedule based on nurse preferences and/or scheduling

requirements. Here, the problem is finding a schedule that both supports the preferences of nurses and

satisfies the individual and system preferences as well as government regulations.

Since there are a plethora of constraints and many possible solutions for NSP, different approaches

such as optimization, artificial intelligence and heuristic and meta-heuristic approaches have been used to

solve it. In the following, an overview of literature is presented.

In the early 1970s, (Warner, 1967) presented a multiple-choice programming in which each nurse

described a group of variables each of which serving as a possible schedule for that nurse in the planning

horizon. (Millar & Kiragu, 1998) provided a mathematical model for minimizing nurse assignment costs

in both cyclic and non-cyclic types for NSP.

2

(Venkataraman & Brusco, 1996) presented a mixed-integer liner programming for evaluating nurse

preference and management regulations. (Ozkarahan, 1989) proposed a flexible decision support system

that sought to satisfy the preferences of both hospitals and nurses. (Jaumard, et al, 1998) proposed a

generic binary linear programming model for NSP with the aim of minimizing salary costs and

maximizing both nurse preferences and team balance so as to satisfy the demand coverage constraints.

(Klinz, et al, 2007) proposed two mathematical models to minimize the total number of work shifts. (Bard

& Purnomo, 2005) offered an integer programming model for nurse assignment for both regular and pool

nurses under different conditions to satisfy the demands stipulated in the planning horizon.

(Hattori, et al, 2005) presented a nurse scheduling system based of Constraint Satisfaction Problem

(CSP) with different levels of importance and subject to dynamic change. (Parr & Thompson, 2007) used

Sawing and Noising with simulated annealing in NSP to ensure the sufficiency of nurse demands in each

shift. (Punnakitikashem, et al, 2008) proposed a stochastic integer programming model for NSP to

minimize the workload penalty on nurses and satisfy the expected demands in the planning horizon. (Fan,

et al, 2013) used binary integer linear programming to maximize nurse preferences and hospital

regulations. (Li & Aickelin, 2004) used the Bayesian optimization and classifier systems for NSP to

minimize the total preference cost of nurses in the planning horizon.

(Topaloglu & Selim, 2007) used a fuzzy goal programming model for NSP to measure uncertainty in

an objective evaluation of hospital regulations and nurse preferences. (Topaloglu & Selim, 2010)

proposed a multi-objective integer programming for NSP to both produce an equitable schedule for nurses

and satisfy hospital management objectives. (Maenhout & Vanhoucke, 2007) presented a novel

electromagnetism meta-heuristic technique for the NSP to minimize the total pattern penalty costs in the

planning horizon. (Landa-silva & Le, 2008) used a multi-objective approach to cope with real-world

uncertainties in NSP. To do so, they used an evolutionary algorithm to achieve high-quality non-

dominated schedules.

(Tsai & Li, 2009) presented a two-stage mathematical modeling approach for the NSP with respect to

hospital management requirements, government regulations, and nurse preferences. (Ohki, et al, 2010)

used a new approach using cooperative genetic algorithm (CGA) to solve NSP. (Zhang, et al, 2011)

proposed a hybrid Swarm-based optimization algorithm in hospital environments that incorporated

genetic algorithm and variable neighborhood search to address highly-constrained NSP with respect to

hospital management requirements.

In Table 1. A brief classification of models in literature is presented.

In the real-world applications of NSP, the vagueness surrounding the target values of management

and nurse preferences are a source of uncertainties that need to be addressed to provide a high-quality

schedule. For this purpose, the basic parameters such as the demand and patient-stay period are stochastic

in nature and the distribution of these parameters is determined from historical data.

The rest of this article is organized as follows: in Section 2, the proposed optimization model for NSP

is presented and the structure of the model is investigated. In Section 3, the solution approach is

introduced with a detailed description of SAA method. Numerical experiments are presented in Section 4.

Finally, concluding remarks are made in Section 5.

3

2 The Model for Nurse Scheduling Problem

In the following, the indices, parameters, variables and our mathematical model describes Stochastic

Nurse Scheduling Problem (SNSP).

{Please insert Table.2 about here}

4

The main objective of the model is to minimize the regular and overtime assignment costs. Let

be the corresponding probability of scenario and . (1), ensures that nurse

1 and 2 are assigned to shift one in allowed dates. According to hospital regulations, nurses 1 and 2 (head

nurses) should be assigned to shift one (morning shift) in working days. In this hospital, no one is allowed

to work on two consecutive afternoon and night shifts. (2) Applies this constraint. If a nurse is assigned to

a night shift, he/she is not allowed to work in the following days. (3) Considers this limitation. (4) Shows

that every nurse should work at least 26 shifts, knowing that shift 3 (night shift) has a double work load

compared to shifts 1 and 2 (morning and afternoon shifts). (5) Shows how empty beds in shift j at date t

can be calculated from total beds available and the number of patients that are present in shift j in date t.

(6-9) calculate the number of accepted patients in shift j in date t considering the remaining capacity. (10)

Shows the total number of patients present in shift j in date t. (11-14) computes additional nurses in shift j

in date t. For this purpose, if the number of available nurses is less than required, the number of overtime

nurses will be a positive value, as calculated by (14).

In this research and are assumed to be uniformly (discretely) distributed: and

for

An exact solution can be achieved by enumeration for a small-size problem. However, if the size of

problem is increased, the model may become unmanageable. In this article, Sample Average

Approximation (SAA) algorithm has been used as a solution strategy for Stochastic Nurse Scheduling

Problem. To apply SAA algorithm, the SNSP is reformulated using recourse action model and the basic

properties of the new formulation are investigated.

The most important group of stochastic programming models, known as recourse models, is calculated by

allowing recourse actions after realizations of the random variables ( ). Considering a first-stage

decision for all possible realizations, (q, T, h) of (q, T, h). Are compensated at minimum costs

by selecting the second-stage decision as an optimal solution of the second-stage problem.

In the second-stage problem, is the recourse action unit cost vector and the recourse matrix

determines the available technology. We will use to characterize all randomness in the

problem. The objective function of this second-stage problem, which determines the minimum recourse

action costs as a function of the first-stage decision x and a realization of , is defined by ; the

expectation = provides the recourse action expected costs associated with a first-stage

decision . Thus, the two-stage recourse action model is:

5

Where, indicates the total expected costs of a decision , (Stougie, et al, 2003). The SNSP

can be formulated using the following recourse model.

6

Given the large random data vector , it is highly difficult to evaluate the value of as it

involves solving a large number of similar Integer Linear Programming (ILP). (Birge, J. Louveaux, F,

1997) Since, it is difficult to provide an exact solution of the proposed model, the following structure of

the SNSP2 is proposed to give an approximation.

3 Solution approach: Sample Average Approximation

Suppose we have a sample of N replications of the random vector so that each ,

has the same probability distribution. We can approximate the value of expectation

function by = averaging . Thus, the true (expectation)

problem is equal to (Shapiro, A. and Philpot, A., 2007). The following

mathematical model explains the SAA problem of the SNSP with a sample size of N.

St:

7

(Ahmed, S., et al, 2002) proposed a general SAA algorithm for this type of Stochastic Discrete

Optimization Problem (SDOP). The procedure is as follows:

Suppose is the number of replications in the sample, is the number of scenarios in the sample

problem, and is the number of sample used to estimate for a given feasible

solution .

1. For , perform step 1.1 through 1.3

1.1 Generate sample .

1.2 Solve the proposed problem and let and for optimal objective function value and

optimal solution.

1.3 Generate independent random samples and evaluate the objective function value

and variance for feasible solution . There are different methods to obtain a feasible

solution , including a deterministic problem with expected value parameters known the

Expected Value Problem (EVP). Another method is solving a problem without stochastic

constraints, which is used for a two-stage stochastic problem.

2. Calculate and .

of . Finally, choose one of the M candidate solutions.

In the algorithm, we can obtain a lower bound (LB) and an upper bound (UB) for the true optimal

value by estimating and respectively, (Mak, et al, 1999). Is an unbiased estimator of

optimal objective function that Here is an unbiased estimator of

the true objective value, but

8

4 Numerical experiments

4.1 Example data

This section describes a case study conducted in the Department of Heart Surgery in Razavi Hospital.

In this department, there are sixteen nurses ( ), a head nurse and an assistant head nurse

( ) with 31 working days each divided into 3 shifts (Morning, Afternoon and Night). The

system capacity (total available beds) is 25 beds.

To evaluate the discrete distribution of the number of new patients arriving in shift j in date t and

the number of shifts that a patient k remains in system, the actual data of the hospital were analyzed.

The disruption of these stochastic parameters is estimated as: and

for the estimated regular and overtime assignment costs

for each shift are 15$ and 18$ respectively. Coverage factor of a nurse is considered , meaning

that each nurse can support five patients.

In this section, the experimental results achieved from the implementation of our approach in

Department of Heart Surgery in Razavi Hospital are discussed. In our approach, we used N = [1-2-3-

4-5-6-7-8-9-10-20-30-40-50-100], M = 20 and = 30,000 for SAA algorithm presented in Section 3.

{Please insert Figure.1 about here}

Figure 1 demonstrates the SAA algorithm optimal solution changes relative to different sample

sizes of N. Although the original sample space in SNSP model is extremely large, a high-quality

solution can be obtained by a relatively small sample size. For the solution of numerical experiment, a

sample size of 100 can provide an acceptable solution.

The sample size (i.e. the size of scenario set ) in numerical experiments is calculated by the

sample size of and which are the possible realization of the number of new patients arriving in

shift j as well as the number of shifts that patient k remains in the system respectively.

All experiments are not needed to evaluate the effects of variable sizes in our SNSP model. It is

proven by (Shapiro & Mello, 2001), however, the sample size required to obtain optimal solutions

and optimal values functions is logarithmical to the variable size. Therefore, the required sample size

increases linearly proportional to a rise in the number of new patients arriving in shift j and number of

shifts that patient k remains in system. The results concerning the achievement of optimal solutions

and optimal values show the convergence of the SAA solutions with exponential rates.

The EVP solution is obtained by substituting random parameters and by their mean values

and then solving the deterministic problem. The results of solving SNSP model shows that the

deterministic problem (EVP) yields unsatisfactory solutions.

We can obtain a lower bound (LB) and an upper bound (UB) for true optimal solutions and

optimal values as functions by estimating and respectively. The former is an unbiased

estimator of the optimal objective function in which In estimating the

lower bound, we can generate independent samples of the uncertain parameters, each with the size

9

and by solving the corresponding SAA problems, the optimal objective values can be

obtained Then, it can be estimated that:

unbiased estimator of the true objective value where . In calculating each

solution of random sample , the objective functions are evaluated and a statistical

upper bound to the optimal value ( ) of the stochastic programming with integer recourse is

provided. For a fixed sample size, the proposed statistical and deterministic lower and upper bound

techniques can be useful to validate the quality of a candidate optimal solution.

In implementation of numerical experiments, the value of M (number of replications in the

simulation procedure) is set to 20. Table 3 shows statistical lower and upper bounds, indicating that

20 replications suffice to obtain a reasonable confidence interval for statistical lower and upper

bounds.

If the variances of statistical lower and upper bounds are too large, the value of M should be

increased.

{Please insert Table.3 about here}

The assignment of nurses to optimal sequence in the planning horizon is demonstrated in Table 3.

When assigning nurses to regular and overtime shifts, the proposed deterministic constraints should

be considered.

{Please insert Table.4 about here}

10

A summary of the simulation procedure and the gap calculation between stochastic nurse

scheduling problem (SNSP) and expected value problem (EVP) is given in Figure 2. Arbitrarily, the

run length is determined as 100 iterations. The results of solving SNSP model show that the solution

presented by the deterministic problem (EVP) is less desirable than the one provided by the SAA

problem, and there is an evident difference between SNSP and EVP solutions.

{Please insert Figure.2 about here}

Here, our proposed SNSP procedure and EVP methods are compared via simulation. The summary

of the simulation procedure is given in Figure 3. According to the simulation results, it can be argued

that the solution provided by SNSP is better than EVP solution in uncertain environments.

{Please insert Figure.3 about here}

5 Conclusions

In the real-world applications of the NSP, multiple sources of uncertainty derived from

management objectives and nurse preferences should be considered to provide qualified schedules. In

this paper, the uncertainties related to the demand and stay period of patients have been addressed in

this study. The distribution of stochastic variables is determined from historical data. This study

proposes a two-stage stochastic optimization model for nurse scheduling in accordance with Razavi

Hospital regulations in an uncertain environment. Sample Average Approximation (SAA) algorithm

was used to solve the proposed model and numerical experiments were conducted for a model with

real data in Razavi Hospital. Then, the convergence of statistical bounds with the moderate sample

size was studied. Finally, a simulation study was conducted to show the advantages of SNSP over

EVP.

There are several venues of research in the field of nurse scheduling problem. First, since patients

may have multiple diagnoses during their stay in a hospital unit, different types of priority, demand

and stay period can be considered. Second, given the stochastic demand for resources in a hospital

unit, a model can be designed that regard the service level in determining the number of nurses.

Finally, the education, experience and skill of nurses should be included as important factors in their

assignments, so that we can evaluate the restriction of nurse assignments in the first stage based on

these factors.

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European Journal of Operational Research, 104(3), 582-592. doi

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145-153.

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Jaumard, B., Semet, F., & Vovor, T. (1998). A generalized linear programming model for nurse scheduling.

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3533, pp. 799-808): Springer Berlin Heidelberg.

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function. Annals of Operations Research, 155(1), 279-288. doi: 10.1007/s10479-007-0202-4

Punnakitikashem, P., Rosenberger, J., & Buckley Behan, D. (2008). Stochastic programming for nurse assignment.

Computational Optimization and Applications, 40(3), 321-349. doi: 10.1007/s10589-007-9084-2

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(Vol. 74, pp. 65-98): Springer New York.

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A. Kabn & H.-P. Schwefel (Eds.), Parallel Problem Solving from Nature - PPSN VIII (Vol. 3242, pp.

581-590): Springer Berlin Heidelberg.

Topaloglu, S., & Selim, H. (2007). Nurse Scheduling Using Fuzzy Multiple Objective Programming. In H. Okuno &

M. Ali (Eds.), New Trends in Applied Artificial Intelligence (Vol. 4570, pp. 54-63): Springer Berlin

Heidelberg.

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136, pp. 133-155): Springer Berlin Heidelberg.

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12

Table 1 A brief review of literature on the NSP

Maximizing objective functions Considering skill and

Multiple choice

1 Warner, D. M. (1976). with respect to nurse preference characteristics of nurses in

programming

and hospital regulation different schedules

Millar, H. H., & Kiragu, Minimizing nurse assignment A cyclic network which leads to

2 Mathematical model

M. (1998). costs efficient solution

Minimizing nurse assignment Determining aggregate labor

Venkataraman, R., & Mixed integer linear

3 costs in terms of agency and requirement for 6-month

Brusco, M. J. (1996). programming

overtime cost Planning horizon

Minimizing the weekly labor Improving flexible work pattern

4 Ozkarahan, I. (1989). Goal programming

costs of the total workers in scheduling problems

Minimizing salary costs and Considering nurse preference

Jaumard, B., Semet, F., &

5 maximizing both employee and staff balance and satisfying Column generation

Vovor, T. (1998).

preferences and team balance the demands

Considering nurse preference,

Klinz, B., Pferschy, U., & Minimizing the total number of Integer linear

6 hospital regulations and

Schauer, J. (2007). work shifts programming (ILP)

satisfying the demand

Proposing a schedule for

Minimizing the sum of costs of a set of rosters for regular and

Bard, J. F., & Purnomo, Integer

7 each alternative available to pool nurses with regard to the

H. W. (2005). programming (IP)

satisfy shortages. expected demand of planning

horizon

Proposing an effective re-

Dynamic weighted

Hattori, H., Ito, T., Minimizing scheduling

max constraint

8 Ozono, T., & Shintani, T. the total weight of the to achieve solution stability in

satisfaction problem

(2005). unsatisfied constraints the re-scheduling process with

DW-Max CSP

dynamic constraints

Proposing an approach to Sawing and noising

Parr, D., & Thompson, J. Minimizing nurse assignment

9 ensure the sufficiency of with simulated

M. (2007). costs

nurses on each shift annealing

Punnakitikashem, P., Stochastic

Proposing a stochastic nurse

Rosenberger, J., & Minimizing workload penalty programming-

10 assignment with a recourse

Buckley Behan, D. on nurses benders

penalty function

(2008). decomposition

Fan, N., Mujahid, S.,

Zhang, J., Georgiev, P., Maximize the nurse Considering nurse preferences

Binary integer linear

11 Papajorgji, P., satisfactions and hospital and hospital regulations to

programming

Steponavice, I., Pardalos, regulations satisfy demands

P. (2013).

Considering hospital Bayesian

Li, J., & Aickelin, U. Minimizing the total cost of

12 regulations with satisfying the optimization and

(2004). nurses preference

demands classifier systems

Considering uncertainties in the

Fuzzy mathematical

Topaloglu, S., & Selim, Minimizing nurse assignment hospital target-values

13 programming, fuzzy

H. (2007). costs management, nurse preferences

goal programming

and constraints

Considering uncertainty in the

Minimizing deviations of nurse Fuzzy mathematical

Topaloglu, S., & Selim, hospital target-values

14 preferences and hospital programming, fuzzy

H. (2010). management, nurse preferences

regulations goal programming

and constraints

Proposing a procedure for

Electromagnetic

Maenhout, B., & Minimizing the total costs of maximizing the overall quality

15 meta-heuristic, local

Vanhoucke, M. (2007). pattern penalty of the schedule while taking

search

various constraints into account

Satisfaction of nurse Generating a qualified schedule

Landa- silva, D., & Le, Evolutionary

16 preferences and work with respect to the nurse

K. (2008). algorithms

regulations preferences

Tsai, C.-C., & Li, S. H. Minimizing the violation of Proposing a two- stage Genetic algorithms,

17

A. (2009). government regulations, programming with respect to interactive

13

Author Objective Property Approach

hospital management and the nurse preferences and hospital information system

scheduling fairness. regulations

Creating an effective mutation

operator and an effective

Ohki, M., Uneme, S. y., Minimizing penalty function for parallel processing algorithm Cooperative genetic

18

& Kawano, H. (2010). evaluating shift schedules for cooperative genetic algorithm (CGA)

algorithm (CGA) to solve the

NSP

Proposing a combination of Genetic algorithm,

Maximizing the quality of

Zhang, Z., Hao, Z., & different heuristic and variable

19 objectives with respect to the

Huang, H. (2011). meta-heuristic methods to solve neighborhood

importance of constraints

NSP search

Index of available nurses

Index of shift

Index of patient

Index of date in planning horizon

Index of scenario

Index of allowed dates for assigning nurse 1 and 2

Parameters

Normal cost of nurse assignment in shift j

Overtime cost of nurse assignment in shift j

Total number of beds in each shift

Empty capacity of shift j in date

Number of new patient arriving in shift j in date

Maximum number of allowed patients in shift j in date

Number of shifts that patient k in date (entered in shift j) remains in the system

Coverage factor of a nurse ( is considered )

A binary variable that indicates whether patient k (presented shift w) is still at shift j or

not.

Total number of patients in shift j in date

Variables

1 if nurse is assigned to shift j in date

0 otherwise

Additional nurses in shift j in date

Demand for nurses in shift j in date

1 (19800.78279 , 19809.42921) (20115.17679 , 20123.82321) 29.3111

2 (19803.41741 , 19806.21404) (20010.05541 , 20018.41259) 27.9879

14

3 (19806.21404 , 19811.71366) (20020.27404 , 20028.34196) 25.4349

4 (19811.71366 , 19831.85828) (20029.06666 , 20036.84534) 24.9471

5 (19831.85828 , 19852.00291) (20011.48128 , 20018.97072) 22.4337

6 (19852.00291 , 19882.14753) (20010.63391 , 20017.83409) 22.1149

7 (19882.14753 , 19885.32416) (20006.66853 , 20013.57947) 22.0253

8 (19885.32416 , 19886.62078) (20017.09316 , 20023.71484) 21.8301

9 (19886.62078 , 19885.23541) (20011.06778 , 20017.40022) 21.8120

10 (19885.23541 , 19906.34397) (20016.00841 , 20022.05159) 21.3209

20 (19906.34397 , 19907.13565) (20013.89303 , 20019.64697) 19.8278

30 (19907.13565 , 19919.08928) (20023.02565 , 20028.49035) 18.8230

40 (19919.08928 , 19939.1599) (20019.92428 , 20025.09972) 18.2574

50 (19939.1599 , 19947.30453) (20006.6709 , 20011.5571) 17.4816

100 (19947.30453 , 19803.41741) (20000.12453 , 20004.72147) 11.5266

15

Table 4 The assignment of nurses in optimal sequence in plannig horizon

13 13 92 92 92 92 92 92 91 99 93 93 32 81 81 81 81 81 81 81 88 81 9 1 1 1 2 1 1 1 8

M M M M M M M M M M M M M M M M M M M M M M M M M M 3

M M M M M M M M M M M M M M M M M M M M M M M M M M 9

- M/N M/A M M/A M/A - N - M/N M/A M/A M/A M/A - M/N M/A M A M M/A M - N A - M/N M/A M/A - M/N 1

- N A A - N M - N A A M - M/N A M A - M/N M - - N - M/N M 2

- N - M/N - M/N M/A - N M/A M/A - M/N - N M/A M/A - M/N M/A M/A A - N M/A M/A A M/A M/A M/A 2

M/N M/A A M A - M/N M - N A A A M -- N M - N - N M/A A A A - N A 2

M/A A - N M/A - N M/A A - N M M/A - N M/A M/A M/A A - N A - M/N - N M A 2

- N M A - N M/A A M/A A M/A A M/A - M/N A - N - M/N M/A A - N A A A A 2

A M/A - N A M/A A A A A - N A - N - N A - N A A - N A 2

N A A M/A M - M/N A - N - N A - N - N M M A A - N M A M 33

N - N - N A A A - M/N M/A M A M M A - N A A - N A 33

A A - N A - N M - N - N A - N - N - N M/A A - N A - N 39

N A N - N A - M/N A - N A A - N A - N - N A A - N A 31

A A A - N - N - N - N A - N - N - N - N - N - N A - N A 32

M/N - N A - N A A - N A A A A A M M - M/N M - N A 32

M M/A M/A A A A - N - N - N - N A A - N A A - N A A A - N 32

M - N - M/N - N A - N - N A - N A A M A - N - N A - N 32

A A - N A - N - N M A - N A - N - N M/A - N A - N - N 32

16

4

x 10

2.015

EVP

LB

2.01

UB

2.005

Objective Value

1.995

1.99

1.985

1.98

0 10 20 30 40 50 60 70 80 90 100

SAMPLES

x 10

4 Gap calculation

2.05

EVP

SNSP

2.04

2.03

Total Cost

2.02

2.01

1.99

0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100

Iteration

17

Figure 3 Simulation procedure

18

Acknowledgement

We would like to express our gratitude to the Research and Education Department of Razavi

Hospital for their support throughout this study. Also, the authors acknowledge the Surgery Group of

Razavi Hospital for their sincere assistance during this research.

19

Highlights

Modeling nurse scheduling problem which considers uncertainties.

Sample Average Approximation (SAA) method is used to obtain an optimal schedule.

A case study conducted in Department of Heart Surgery in Razavi Hospital.

The main objective of the model is to minimize the total costs.

The problem SNSP was formulated using the recourse model.

20

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