A MARKOV DECISION PROCESSES FORMULATION FOR THE LINEAR SEARCH PROBLEM

  • Balkhi, Z.T. (Department of Statistics and Operations Research, King Saud University) ;
  • Benkherouf, L. (Department of Statistics and Operations Research, King Saud University)
  • Published : 1994.04.01

Abstract

The linear search problem is concerned with finding a hiden target on the real line R. The position of the target governed by some probability distribution. It is desired to find the target in the least expected search time. This problem has been formulated as an optimization problem by a number of authors without making use of Markov Decision Process (MDP) theory. It is the aim of the paper to give a (MDP) formulation to the search problem which we feel is both natural and easy to follow.

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