Technion, IEM faculty - Operations Research & Statistics seminar
 
Speaker: Aya Wallwater, Columbia University
 
Title: Modeling and Analysis of Rogue Targets Avoiding a Detection
 
Date: 07/01/2013
 
Time: 12:30
 
Place: Bloomfield-527
 
Abstract:  <http://ie.technion.ac.il/seminar_files/1357030243_20130107.pdf>
 
Or read it here:
 
A target travels around a region according to a diffusion process with an
instantaneous drift which locally maximizes an objective function and with
a noise correction. At the beginning obstacles are placed according to a non-
homogeneous Poisson spacial process (all the obstacles are placed at once and
independently of the diffusion process). Motivated by applications related to
tracking and location of rogue objects, we are interested in studying the
conditional distribution of the target given that it has evaded the obstacles
for long time
Most of the talk focuses on the problem formulation and the analysis, which
provides insights leading to a game in which the captor chooses a deployment
policy and the target chooses a confinement region. We also hope to describe
a Monte Carlo algorithm that evaluates the cost of a given policy. The
algorithm can be shown to be asymptotically optimal (in the sense of variance
minimization and running time) in a large deviations regime as the time
horizon increases and the number of obstacles per unit area is suitably large.
 
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