Stochastic search in a convex region |
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| Authors: | Steven Lalley Herbert Robbins |
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| Institution: | (1) Statistics Department, Math Sciences Building, Purdue University, 47907 West Lafayette, IN, USA;(2) Department of Statistics, Rutgers University, 08903 New Brunswick, NJ, USA |
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| Abstract: | Summary 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   0 with respect to the time required to get within of the target. The proof involves the study of first passages to time-dependent boundaries by a certain semi-Markov process.Supported by NSF grant DMS 82-01723 |
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