Grandma escaped hospital, can my family sue?

My grandmother was recently rushed to the hospital, and was diagnosed with a stomach ulcer. Not to mention she also suffers from Alzheimer’s, and often forgets a lot of important things. Well, while she was admitted at this hospital, she casually walked out of her hospital room, and managed to get pass security and eventually left the hospital. An hour later they called, and said “She was found walking on the street” I don’t understand how there were people around to see a patient walk out with a hospital gown, and slippers- still no one managed to say a word. How can my family go on perusing a lawsuit against this hospital? What happened was completely unprofessional, and shouldn’t have to happen to anyone.