Title
Shortest Paths In Stochastic Networks With Arc Lengths Having Discrete-Distributions
Abstract
In this work, we compute the distribution of L*, the length of a shortest (s,t) path, in a directed network G with a source node s and a sink node t and whose arc lengths are independent, nonnegative, integer valued random variables having finite support. We construct a discrete time Markov chain with a single absorbing state and associate costs with each transition such that the total cost incurred by this chain until absorption has the same distribution as does L*. We show that the transition probability matrix of this chain has an upper triangular structure and exploit this property to develop numerically stable algorithms for computing the distribution of L* and its moments. All the algorithms are recursive in nature and are illustrated by several examples.
Year
DOI
Venue
1993
10.1002/net.3230230305
NETWORKS
Keywords
Field
DocType
shortest path,discrete distribution
Graph theory,Combinatorics,Shortest path problem,Markov chain,Directed graph,Stochastic process,Arc length,Probability distribution,Discrete phase-type distribution,Mathematics
Journal
Volume
Issue
ISSN
23
3
0028-3045
Citations 
PageRank 
References 
8
2.89
6
Authors
2
Name
Order
Citations
PageRank
Gehan A. Corea182.89
Vidyadhar G. Kulkarni253960.15