Stochastic search in a convex region
- Cite this article as:
- Lalley, S. & Robbins, H. Probab. Th. Rel. Fields (1988) 77: 99. doi:10.1007/BF01848133
- 41 Downloads
A stochastic search strategy is proposed for locating a possibility mobile target in a bounded, convex region of the plane. The strategy is asymptotically minimax as ε→0 with respect to the time required to get within ε of the target. The proof involves the study of first passages to time-dependent boundaries by a certain semi-Markov process.