We consider a two player game, where a first player has to install a
surveillance system within an admissible region. The second player needs to
enter the the monitored area, visit a target region, and then leave the area,
while minimizing his overall probability of detection. Both players know the
target region, and the second player knows the surveillance installation
details.Optimal trajectories for the second player are computed using a
recently developed variant of the fast marching algorithm, which takes into
account curvature constraints modeling the second player vehicle
maneuverability. The surveillance system optimization leverages a reverse-mode
semi-automatic differentiation procedure, estimating the gradient of the value
function related to the sensor location in time N log N