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We formulate and solve an optimization problem in which a terrorist is attempting to drive a nuclear weapon toward a city center, but needs to travel through an array of imperfect neutron radiation sensors that form a wall around the periphery of the city. A fleet of interdiction vehicles are available to chase, and attempt to interdict, vehicles that set off a sensor alarm. In our model, the government chooses the thickness (in terms of number of sensors) of the radiation wall, the neutron threshold in the sensors, and the number of interdiction vehicles to minimize the expected damage inflicted by a terrorist, subject to a budget constraint on sensors and interdiction vehicles. The terrorist observes the wall thickness and at each node he updates his likelihood of passing through a sensor without triggering an alarm and decides whether to proceed through the sensor or stop and detonate the bomb. Our results suggest that for an annual cost ranging from several million dollars to several tens of millions of dollars, depending upon the city's roadway topology, a single layer of sensors placed tens of miles from the city center and 10-20 dedicated interdiction vehicles could mitigate the damage from an unshielded or lightly-shielded plutonium weapon, but not from a uranium weapon or a radiological dispersal device.