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Optimal search for a Markovian target

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  • Akira Ohsumi

Abstract

This article is concerned with an optimal search method for detecting a randomly moving target whose dynamics are described by a stochastic differential equation. The key notions are formulating the problem as one of optimal control and establishing the searcher's strategy by finding the control signal minimizing the probability that the searcher fails to detect the target. The search equation and the search function are derived, and sufficient conditions are given for the existence of an optimal search control. Finally, in order to circumvent difficulties arising in the realization of the optimal search algorithm, a successive approximation is presented with simulation studies.

Suggested Citation

  • Akira Ohsumi, 1991. "Optimal search for a Markovian target," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(4), pages 531-554, August.
    • Handle: RePEc:wly:navres:v:38:y:1991:i:4:p:531-554
    DOI: 10.1002/1520-6750(199108)38:43.0.CO;2-L
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    References listed on IDEAS

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    1. Mangel, Marc, 1982. "Search effort and catch rates in fisheries," European Journal of Operational Research, Elsevier, vol. 11(4), pages 361-366, December.
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    Cited by:

    1. Robert F. Dell & James N. Eagle & Gustavo Henrique Alves Martins & Almir Garnier Santos, 1996. "Using multiple searchers in constrained‐path, moving‐target search problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(4), pages 463-480, June.
    2. Hoam Chung & Elijah Polak & Johannes O. Royset & Shankar Sastry, 2011. "On the optimal detection of an underwater intruder in a channel using unmanned underwater vehicles," Naval Research Logistics (NRL), John Wiley & Sons, vol. 58(8), pages 804-820, December.
    3. Joseph Foraker & Johannes O. Royset & Isaac Kaminer, 2016. "Search-Trajectory Optimization: Part I, Formulation and Theory," Journal of Optimization Theory and Applications, Springer, vol. 169(2), pages 530-549, May.
    4. Claire Walton & Panos Lambrianides & Isaac Kaminer & Johannes Royset & Qi Gong, 2018. "Optimal motion planning in rapid‐fire combat situations with attacker uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(2), pages 101-119, March.
    5. Abd-Elmoneim Anwar Mohamed & Mohamed Abd Allah El-Hadidy, 2013. "Optimal Multiplicative Generalized Linear Search Plan for a Discrete Random Walker," Journal of Optimization, Hindawi, vol. 2013, pages 1-13, July.

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