A stationary object is hidden in location i, i=1,2,...,K, with probability p i . There are M sensors available and each location can be searched by at most one sensor at each instant of time. Each search of a location takes one unit of time and is conducted independently of previous searches, so...

We study a new search problem in continuous time. In the traditional approach, the basic formulation is to maximize the expected (discounted) return obtained by taking a job, net of search cost incurred until the job is taken. Implicitly assumed in the traditional modeling is that the agent has...