数学物理学报(英文版) ›› 2003, Vol. 23 ›› Issue (3): 321-.

• 论文 • 上一篇    下一篇

LINEAR SEARCH FOR A BROWNIAN TARGET MOTION

 A. B. El-Rayes1 Abd El-Moneim A. Mohamed1 Hamdy M. Abou Gabal2   

  • 出版日期:2003-07-14 发布日期:2003-07-14

LINEAR SEARCH FOR A BROWNIAN TARGET MOTION

 A. B. El-Rayes1 Abd El-Moneim A. Mohamed1 Hamdy M. Abou Gabal2   


  1. 1.Military Technical College, Cairo, Egypt
    2.Department of Mathematics, Faculty of Science, Tanta University, Tanta, Egypt
  • Online:2003-07-14 Published:2003-07-14

摘要:

A target is assumed to move according to a Brownian motion on the real line.
The searcher starts from the origin and moves in the two directions from the starting point.
The object is to detect the target. The purpose of this paper is to find the conditions under
which the expected value of the first meeting time of the searcher and the target is finite,
and to show the existence of a search plan which made this expected value minimum.

关键词: Brownian process, expected value, linear search, optimal search plan

Abstract:

A target is assumed to move according to a Brownian motion on the real line.
The searcher starts from the origin and moves in the two directions from the starting point.
The object is to detect the target. The purpose of this paper is to find the conditions under
which the expected value of the first meeting time of the searcher and the target is finite,
and to show the existence of a search plan which made this expected value minimum.

Key words: Brownian process, expected value, linear search, optimal search plan

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