On the optimal search for a target whose motion is a Markov process
- 1 December 1973
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 10 (4) , 847-856
- https://doi.org/10.2307/3212386
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
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