Article ID: | iaor201112773 |
Volume: | 58 |
Issue: | 6 |
Start Page Number: | 564 |
End Page Number: | 577 |
Publication Date: | Sep 2011 |
Journal: | Naval Research Logistics (NRL) |
Authors: | Zabarankin Michael, Molyboha Anton |
Keywords: | networks, markov processes, game theory, combinatorial optimization, programming: linear, programming: dynamic |
A Markov chain approach to detecting a threat in a given surveillance zone by a network of steerable sensors is presented. The network has a finite number of predetermined states, and transition from one state to another follows a Markov chain. Under the assumption that the threat avoids detection, two game theoretic problems for finding an optimal Markov chain (two surveillance strategies) are formulated: the first maximizes the probability of threat detection for two consecutive detection periods, whereas the second minimizes the average time of detection for the worst-case threat's trajectory. Both problems are reduced to linear programming, and special techniques are suggested to solve them. For a dynamic environment with moving noise sources, the optimal Markov chain changes at each detection period, and the rate of convergence of the Markov chain to its stationary distribution is analyzed. Both surveillance strategies are tested in numerical experiments and compared one with another.