On optimal search plans to detect a target moving randomly on the real line

Abstract

A target, whose initial position is unknown, is performing a random walk on the integers. A searcher, starting at the origin, wants to follow a search plan for which E[ τ k ] is finite, where k ≥ 1 and τ is the time to capture. The searcher, who has a prior distribution over the target's initial position, can move only to adjacent positions, and cannot travel faster than the target. Necessary and sufficient conditions are given for the existence of search plans for which E[ τ k ] is finite and a minimum.