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When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence

Author

Listed:
  • Michael Atkinson

    (Operations Research Department, Naval Postgraduate School, Monterey, California 93943)

  • Moshe Kress

    (Operations Research Department, Naval Postgraduate School, Monterey, California 93943)

  • Rutger-Jan Lange

    (Department of Finance, VU University Amsterdam, 1081 HV Amsterdam, The Netherlands; and Erasmus School of Economics, Erasmus University Rotterdam, 3062 PA Rotterdam, The Netherlands)

Abstract

We analyze a variant of the whereabouts search problem, in which a searcher looks for a target hiding in one of n possible locations. Unlike in the classic version, our searcher does not pursue the target by actively moving from one location to the next. Instead, the searcher receives a stream of intelligence about the location of the target. At any time, the searcher can engage the location he thinks contains the target or wait for more intelligence. The searcher incurs costs when he engages the wrong location, based on insufficient intelligence, or waits too long in the hopes of gaining better situational awareness, which allows the target to either execute his plot or disappear. We formulate the searcher’s decision as an optimal stopping problem and establish conditions for optimally executing this search-and-interdict mission.

Suggested Citation

  • Michael Atkinson & Moshe Kress & Rutger-Jan Lange, 2016. "When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence," Operations Research, INFORMS, vol. 64(2), pages 315-328, April.
    • Handle: RePEc:inm:oropre:v:64:y:2016:i:2:p:315-328
    DOI: 10.1287/opre.2016.1488
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    References listed on IDEAS

    as
    1. Alan Washburn, 2014. "Two-Person Zero-Sum Games," International Series in Operations Research and Management Science, Springer, edition 4, number 978-1-4614-9050-0, December.
    2. Moshe Kress & Kyle Lin & Roberto Szechtman, 2008. "Optimal discrete search with imperfect specificity," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 68(3), pages 539-549, December.
    3. Roberto Szechtman & Moshe Kress & Kyle Lin & Dolev Cfir, 2008. "Models of sensor operations for border surveillance," Naval Research Logistics (NRL), John Wiley & Sons, vol. 55(1), pages 27-41, February.
    4. Wilson, Kurt E. & Szechtman, Roberto & Atkinson, Michael P., 2011. "A sequential perspective on searching for static targets," European Journal of Operational Research, Elsevier, vol. 215(1), pages 218-226, November.
    5. Pinyuen Chen, 1988. "An integrated formulation for selecting the most probable multinomial cell," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(3), pages 615-625, September.
    6. Joseph B. Kadane, 1971. "Optimal Whereabouts Search," Operations Research, INFORMS, vol. 19(4), pages 894-904, August.
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    Cited by:

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