Sequential attack salvo size is monotonic nondecreasing in both time and inventory level
| Autor: | Krishna Kalyanam, Jake Clarkson |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Mathematical optimization
021103 operations research Computer science 0211 other engineering and technologies ComputerApplications_COMPUTERSINOTHERSYSTEMS Ocean Engineering Time horizon Monotonic function 02 engineering and technology Function (mathematics) Management Science and Operations Research 01 natural sciences 010104 statistics & probability Nonlinear system Inventory level Homogeneous Complete information Modeling and Simulation Scalability 0101 mathematics |
| Zdroj: | Naval Research Logistics (NRL). 68:485-495 |
| ISSN: | 1520-6750 0894-069X |
| DOI: | 10.1002/nav.21967 |
| Popis: | An attacker with homogeneous weapons aims to destroy a target via sequential engagements over a finite planning horizon. Each weapon, with an associated cost, has a nonzero probability of destroying the target. At each decision epoch, the attacker can allocate a salvo of weapons to increase its chances, however this comes at the increasing linear cost of allocating additional weapons. We assume complete information in that the target status (dead or alive) is known. The attacker aims to maximize its chances of destroying the target while also minimizing the allocation cost. We show that the optimal salvo size, which is a function of time and inventory levels, is monotonic nondecreasing in both variables. In particular, we show that the salvo size either stays the same or decreases by one when the inventory level drops by one. The optimal allocation can be computed by solving a nonlinear stochastic dynamic program. Given the computational burden typically associated with solving Bellman recursions, we provide a scalable linear recursion to compute the optimal salvo size and numerical results to support the main ideas. |
| Databáze: | OpenAIRE |
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