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A control problem arising in the sequential design of experiments

Lalley, S. P. and Lorden, G. (1986) A control problem arising in the sequential design of experiments. Annals of Probability, 14 (1). pp. 136-172. ISSN 0091-1798. http://resolver.caltech.edu/CaltechAUTHORS:LALap86

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Abstract

The Pele problem. Starting from an initial point x not in his playing field, a football player is to dribble onto the field. Due to irregularities in the surface on which the player is dribbling, and perhaps also to small inconsistencies in his kick, the movement of the ball has a “random” component; moreover, a kick with the left foot tends to have a somewhat different effect than a kick with the right foot. The player’s objective is to move the ball onto the playing field with as few kicks as possible.


Item Type:Article
Additional Information:© 1986 Institute of Mathematical Statistics. Received February 1984; revised May 1985.
Subject Keywords:controlled random walk; first passage problem; martingale
Record Number:CaltechAUTHORS:LALap86
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:LALap86
Alternative URL:http://links.jstor.org/sici?sici=0091-1798%28198601%2914%3A1%3C136%3AACPAIT%3E2.0.CO%3B2-I
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:2107
Collection:CaltechAUTHORS
Deposited By: Tony Diaz
Deposited On:03 May 2006
Last Modified:26 Dec 2012 08:47

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