2 Missing Children, Grandmother Found Dead in Conn.

Two missing children, Ashton and Alton Perry, and their grandmother, Debra Denison, were found dead Feb. 26, 2013 in a vehicle police were searching for during an Amber Alert in Connecticut. (Connecticut State Police)

Two missing children and their grandmother were found dead Tuesday night in a vehicle police were searching for during an Amber Alert in Connecticut.

The Amber Alert was issued for Alton Perry, 2, and Ashton Perry, his 6-month-old brother, of North Stonington, Conn.

The boys' mother told authorities the children had been picked up from day care in Danielson, Conn., Tuesday afternoon by their grandmother, 47-year-old Debra Denison, Tuesday and could not be located, according to a news release from state police.

Connecticut State Police

Two missing children, Ashton and Alton Perry,... View Full Size

Connecticut State Police

Two missing children, Ashton and Alton Perry, and their grandmother, Debra Denison, were found dead Feb. 26, 2013 in a vehicle police were searching for during an Amber Alert in Connecticut.

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Police located the vehicle they were looking for -- a white 2001 Chrysler Town & Country minivan, according to the Amber Alert -- at 9:30 p.m. near Lake of Isle near Preston, Conn, Connecticut State Police Lt. Paul Vance told ABC News.

Afterwards, authorities cancelled the Amber Alert.

State Police told ABC News affiliate WTNH that Denison was bipolar.

Vance would provide no further detail on causes of death, citing the ongoing investigation. However, all three were pronounced dead at the scene.

A civilian spotted the vehicle and reported that it looked suspicious, Vance said.

Police planned to conduct post-mortems later today.