Comparison of a deterministic and a stochastic formulation for the optimal control of a Lanchester-type attrition process
By: by James G. Taylor and Robert L. Powers
Contributors: Powers, Robert Lawrence; Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1977
Place of publication: Monterey, Calif
Language: eng
Number of pages: 58
Subjects: Combat; Games of strategy (Mathematics); Stochastic processes; Mathematical models; Fire control (Gunnery); Mathematical optimization
Description: The structure of the optimal fire distribution policy obtained using a deterministic combat attrition model is compared with that for a stochastic one. The same optimal control problem for a homogeneous force in Lanchester combat against heterogeneous forces is studied using two different models for the combat dynamics (the usual deterministic Lanchester-type differential euqation formulation and a continuous parameter Markov chain with stationary transition probabilities). Both versions are solved using modern optimal control theory (the maximum principle (including the theory of state variable inequality constraints) for the deterministic control problem and the formalism of dynamic programming for the stochastic control problem). Numerical results have been generated using a digital computer and are compared. (Author)
Notes: Title from cover.

"Prepared for: Office of Naval Research"--Cover.

"April 1977"--Cover.

"NPS-55-77-18"--Cover.

Author(s) subject terms: Deterministic optimal control, stochastic optimal control, optimal fire distribution, Lanchester theory of combat, Markov-Chain combat model, optimal military tactics, time-sequential decision making, optimal tactical allocation.

Includes bibliographical references (p. 53-56)

"Approved for public release; distribution unlimited"--Cover.

Technical report; 1977.