Searching for a particle on the real line
Bert E. Fristedt, David Heath · Advances in Applied Probability · 1974
In this paper we consider two optimization problems and two game problems. In each problem, a particle is hidden on the real line (sometimes randomly, and sometimes by an antagonistic hider), and a seeker, starting at the origin, wishes to find the particle with minimal expected cost. We consider a fairly wide class of cost functions depending upon the position of the particle and the time used to discover it. For the games we obtain the values and (∊-) optimal strategies. For the optimization problems we obtain qualitative features of (∊-) optimal searches.