This paper considers a stochastic shortest path problem where the arc lengths are independent random variables following a normal distribution. In this problem, the optimal path is one that maximizes ...

A random variable is one whose value is unknown or a function that assigns values to each of an experiment’s outcomes. A random variable can be discrete or continuous.

This paper is concerned with the determination of tight lower and upper bounds on the expectation of a convex function of a random variable. The classic bounds are those of Jensen and ...