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On the optimal search for a target whose motion is a Markov process

Published online by Cambridge University Press:  14 July 2016

Lauri Saretsalo
Lauri Saretsalo*
Affiliation:
University of Jyväskylä, Finland
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Abstract

We will consider the optimal search for a target whose motion is a Markov process. The classical detection law leads to the use of multiplicative functionals and the search is equivalent to the termination of the Markov process with a termination density. A general condition for the optimality is derived and for Markov processes in n-dimensional Euclidean space with continuous transition functions we derive a simple necessary condition which generalizes the result of Hellman (1972).

Keywords

OPTIMAL SEARCHMARKOV PROCESS MODEL FOR MOVING TARGETSCLASSICAL DETECTION LAWTERMINATION OF MARKOV PROCESSESNECESSARY CONDITION FOR OPTIMAL SEARCH DENSITY

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 10 , Issue 4 , December 1973, pp. 847 - 856
Copyright
Copyright © Applied Probability Trust 1973 

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