Optimal Search for a Passing Target
Teruhisa Nakai · Journal of Information and Optimization Sciences · 1990
We consider a problem of catching a target which starts from box 1, passes through box 2 and leaves to box 3. Only box 2 is searchable and the search is partially detectable. At each period the searcher select one of three decisions: wait, look and stop. A searching cost, a waiting cost and a reward of detection are introduced. The problem is to minimize the expected net cost until the process terminates (detection or stop). We obtain some properties of the optimal policy, present a method of obtaining the optimal policy and give some numerical examples. Furthermore we derive a solution for an analogous model of continuous time.