The construction of an optimal distribution of search effort

Suppòse one object is hidden in the k-th of n boxes with probability p(k). We know the probability q(t, k) of detecting the object if it is hidden in box k and we expend effort t searching box k. Our aim is to minimize the expected search effort of a successful search. Previously this problem has been solved only under the assumption that the functions q(·, k) are concave. We prove, without concavity assumptions, the existence of an optimal distribution of search effort and give a procedure for its construction.     

The discrete search problem and the construction of optimal allocations

Suppose one object is hidden in the k-th of n boxes with probability p(k). The boxes are to be searched sequentially. Associated with the j-th search of box k is a cost c(j,k) and a conditional probability q(j,k) that the first j - 1 searches of box k are unsuccessful while the j-th search is successful given that the object is hidden in box k. The problem is to maximize the probability that we find the object if we are not allowed to offer more than L for the search. We prove the existence of an optimal allocation of the search effort L and state an algorithm for the construction of an optimal allocation. Finally, we discuss some problems concerning the complexity of our problem.