I. Introduction
Study of search problems using formalized mathematical models started more than 60 years ago. For a survey, see [1]. During World War II, mathematical theory was applied for the first time to locate German submarine threats in the Atlantic. Since then, the mathematics behind the practical search problems developed into search theory. In the “classical” discrete-space setting (see e.g., [2]–[8]), a target is located somewhere in a region that is partitioned into a finite number of cells. The probability distribution for the target's position (i.e., the probability that the target is in any particular cell) and the detection function of a sensor (i.e., the probability of detection versus effort spent searching a cell, given that the target resides in that cell) are given. The goal is to maximize the probability of detection of the target, assuming that the amount of total effort available for the search is fixed. A major drawback of the above setting is its discrete nature and the assumption of perfectly functioning sensors. Moreover, theoretical solutions given to the discrete space search problem assume that it is possible to move between any two cells and, thus, result in trajectories that could be physically impossible to follow.