Wouldn't it be 4 nights if say for example the theft happens at 4:05amWith your algorithm, the maximum is 3 nights, and I don't think that can be improved. The problem will be more interesting if ask for the minimal average number of nights instead of the maximum.
Night 1: Take the picture at 5, and we know it happens between 3 and 5
Night 2: Take the picture at 4, and we know it happens between 4 and 5
Night 3: Take the picture at 4.5 (4:30am), and we know it happens between 4 and 4:30. (Note that the thief has left at 4:25am, so at 4:30am we still wouldn't have a picture of the thief.)
Night 4: Take a picture at 4.25 (4:15am), we have a picture of the thief.
I saw the original post and my line of thinking went that way initially as well, but started to break down for a similar reason your edit stated. I appreciate the help anyways though!Edit: Never mind.