You are standing in the middle of a completely dark forest (so you have no vision). You know there is an infinitely long road exactly one mile away from your current location, i.e. the shortest distance from your current location to any point on the road is 1 mile). What is the minimum distance you must walk in order to reach the road?
My approach for this problem so far was to imagine a unit circle and to try to inscribe this circle in a square, which may lead to some optimizations beyond the upper bound $1+2\pi$. However, I'm not sure how to achieve a better upper bound, or to calculate the exact answer (in some form).



To find the minimum maximum distance you need walk then walk a distance $r$ in a straight line at an angle $\theta$ to the perpendicular to the road so that you just miss the road. Then $\cos(\theta)=1/r$. After that walk in a circle away from the road. The distance walked is then $W=r+ 2r(\pi-\theta)$. Differentiate this w.r.t. $r$ gives $W'=1+2(\pi-\theta)-2\cos(\theta)/\sin(\theta)=0$.
Solving numerically gives $\theta=0.29$, $r=1.044$ leading to a walk of 6.995 compared to 7.28 for walking in a circle of radius one.
A slightly more difficult question would be what is the expected distance walked assuming some randomly chosen starting direction. The radius of the circle will be different as there is some chance of hitting the road without needing to walk the circle.