We propose a dynamic program to find the shortest path in a network having gamma 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 two gamma probability distributions being employed in the dynamic program.

Using the linear programming approach to stochastic control introduced in [6] and [10], we provide a semigroup property for some set of probability measures leading to dynamic programming principles for stochastic control problems. An abstract principle is provided for general bounded costs. Linearized versions are obtained under further (semi)continuity assumptions.

Items arrive at a processing plant at a Folsson rate X . At time T , all Items are dispatched from the system. An Intermediate dispatch time Is to be chosen to minimize the total wait of all Items. It Is shown that If the dispatch time must be chosen at time 0 then T/2 not only minimizes the expected total wait but it also maximizes the probability that the total wait is less than a for every a...

dynamic game theory is applied to analyze the timber market in northern iran as a duopsony. the nash equilibrium and the dynamic properties of the system based on marginal adjustments are determined. when timber is sold, the different mills use mixed strategies to give sealed bids. it is found that the decision probability combination of the different mills follow a special form of attractor an...

In this study, dynamic behavior of a mooring line in a floating system is analyzed by probability approaches. In dynamics, most researches have shown the system model and environments by mathematical expression. We called this process as the forward dynamics. However, there is a limit to define the exact environments because of uncertainty. To consider uncertainty, we introduce the redundancy i...

Shewhart X¯ control charts commonly used for monitoring the mean of a process may be inaccurate or perform poorly when subgroup size is small distribution variable skewed. Truncated saddlepoint distributions can increase accuracy estimated limits by including higher order moments/cumulants in their approximation, yet this not exist lower tail, and thus limit exist. We introduce novel modificati...

This paper discusses the optimal coordination of variable speed limits and ramp metering in a freeway traffic network, where the objective of the control is to minimize the total time that vehicles spend in the network. Coordinated freeway traffic control is a new development where the control problem is to find the combination of control measures that results in the best network performance. T...

one major branch in mathematical sciences, which recently has been given especial attention, is optimization, including various methods such as linear programming, integer programming, and dynamic programming. due to the unique characteristics of air treatment systems, specifically multistage nature of such systems, dynamic programming has been widely applied. the purpose of this paper is to fi...