Author(s)

Mohammad Hessam Olya, Hamed Fazlollahtabar

Author affiliation

Mohammad Hessam Olya, Wayne State University, Industrial and Systems Engineering Department, Detroit, MI 48201, United States
Hamed Fazlollahtabar, Faculty of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

Abstract

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