Search arXivSearch

arXiv · 2410.10221

Timeslot allocation for waiting list control

Abstract

As pressure on the healthcare system increases, patients that require elective surgery experience longer access times to pre- and post-operative appointments and surgery. Hospitals can control their waiting lists by allocating timeslots to different types of appointments. To allow appointments to be planned timely, this allocation is decided several weeks in advance. However, the consequences of the timeslot allocation are uncertain, as not all patients follow the same treatment pathway. Furthermore, as these planning decisions are made in advance, they are based on an uncertain prediction of future waiting lists. We aim to develop methods that support hospitals in timeslot allocation to reduce access times for patients and ensure that all available capacity is used. The problem is modelled as a Markov decision process (MDP). As the state space is very large, we use least-squares policy iteration to find an approximate solution, formulate an (integer) linear program to solve a deterministic variant of the MDP, and investigate several decision rules. The solution methods are tested on a case study at the Sint Maartenskliniek, a hospital in the Netherlands. Based on a simulation study, we find that all methods improve on the currently used static allocation method, with the (integer) linear program leading to the best results. However, the performance deteriorates with the number of weeks the hospital plans ahead. To counter this, we propose a method in which a percentage of timeslots is statically allocated far in advance, and the remaining timeslots are allocated when enough information is available to effectively deal with variability. For the case study, we find that statically allocating 60% of the timeslots and dynamically allocating the remainder 6 weeks in advance provides the best results in terms of meeting access time targets and efficient resource utilization.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Y. M. van der Vlugt, J. T. van Essen, R. F. M. Vromans, M. Carlier. 2024-10-14. Timeslot allocation for waiting list control. https://arxiv.org/abs/2410.10221

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Last-Iterate Performance of Gradient Descent and Relaxed Proximal Point via $s$-Composability

The notion of s-composability was introduced to compose optimized stepsize schedules while preserving sharp guarantees. We show that the same joint potential has a second use: it can serve directly as a certificate of sharp last-iterate performance. We develop this viewpoint for constant and silver schedules. For the constant schedule, we prove the s-composability statement posed as an open question by Grimmer et al. (2025), at every finite horizon, through an explicit nonnegative smooth-convex interpolation certificate. The result identifies the unique constant stepsize minimizing the worst-case final gradient norm of smooth convex gradient descent under an initial-distance bound, thereby proving the optimal stepsize, value, and uniqueness predicted by Conjecture 3 of Taylor et al. (2017) without resolving its full worst-case curve. Through the Moreau envelope, the same constant is also the unique constant relaxation minimizing the worst-case final residual of relaxed proximal point. More generally, for every positive s-composable schedule, we determine the exact worst-case final proximal objective-gap constant and give a matching one-dimensional example. Applying this result to the already s-composable original silver schedule yields its exact last-iterate objective-gap constant, closing a question left open by Wang et al. (2025).

math.OC

Complexity of Output Feedback Stabilization

We show that unless P = NP, there cannot be a polynomial-time (or even pseudo-polynomial-time) algorithm for output feedback stabilization of a linear dynamical system with a linear controller. This settles one of the best-known open problems in control theory. The result holds in both continuous and discrete time. We also present a family of stabilizable linear dynamical systems for which no polynomial-time algorithm can write down a stabilizing controller in its standard representation.

math.OC

On Control of Drawdown: Robust Invariance and Optimality

Mitigating \emph{drawdown}, the decline in wealth from its running peak, presents a canonical problem in path-dependent risk control. In this paper, we develop a finite-horizon control framework that enforces a prescribed maximum percentage drawdown limit in multi-asset stochastic systems. Our first result is an exact robust-invariance theorem characterizing every control action that preserves a prescribed drawdown limit against all supported returns. We show that every robustly safe control admits a \emph{drawdown-modulated} form: the product of the current drawdown \emph{cushion} and a feasible \emph{normalized direction}. This yields a complete parameterization of robustly drawdown-safe policies. Additionally, under stagewise-independent returns, we show that optimizing over all robustly safe causal policies reduces to a one-dimensional Bellman recursion and yields an optimal robustly safe state-feedback policy. Finally, we characterize the linear time-invariant (LTI) gains satisfying a prescribed drawdown limit and prove that optimal drawdown modulation achieves no lower expected return under the same limit. Strict expected-return improvement holds for horizons of at least two stages whenever the LTI policy has positive expected one-stage net return.

math.OC