A Control Problem Arising in the Sequential Design of Experiments

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.