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 ...

The importance of having improved bounds is illustrated through a non-linear programming problem with stochastic objective function, known as the "wait and see" problem.

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.

Gaussian Entire Function: A random analytic function defined over the entire complex plane, where the power series coefficients are independently and identically distributed Gaussian random variables.