Author(s):
Mohammad Hessam Olya^1a, Hamed Fazlollahtabar^2b

Author Affiliation:
¹Wayne State University, Industrial and Systems Engineering Department, Detroit, MI 48201, United
States
²Faculty of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

This is an open access article distributed under the Creative Commons Attribution License CC BY 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited

We propose a dynamic program to find the shortest path in a network having exponential, gamma and normal probability distributions as arc lengths. Two operators of sum and comparison need to be adapted for the proposed dynamic program. Convolution approach is used to sum probability distributions being employed in the dynamic program.

KEYWORDS:
Stochastic shortest path; dynamic program; convolution; probabilistic network