This article deals with a one-searcher multi-target search problem where targetswith different detection priorities move in Markov processes in each discrete time interval over agiven space search area, and the total number of search time intervals is fixed. A limitedsearch resource is available in each search time interval and an exponential detection functionis assumed. The searcher can obtain a target detection reward, if the target is detected, whichrepresents the detection priority of target and does not increase with respect to time. The objective is toestablish the optimal search plan that allocates the search resource effort over the search areasin each time interval in order to maximize the total detection reward. The analysis shows that the given problem can be decomposed into interval-wise individualsearch problems, each being treated as a single stationary target problem for each timeinterval. Thus, an iterative procedure is derived to solve a sequence of stationary targetproblems. The computational results show that the proposed algorithm guaranteesoptimality.
THE OPTIMAL SEARCH PLAN FOR A MOVING TARGET MINIMIZING THE EXPECTED RISK