Comparison of a deterministic and a stochastic formulation for the optimal control of a Lanchester-type attrition process
comparisonofdete00tayl.pdf (2.816Mb)Abstract
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)
Description
Invited paper presented at International Symposium on Applications of
Computers and Operations Research to Problems of World Concern held in
Washington, D.C. in August 1973.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.NPS Report Number
NPS55-77-18Related items
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Further comparisons of stochastic and deterministic models for the optimal control of Lanchester-type attrition processes.
(Monterey, California. Naval Postgraduate School, 1974);The optimal fire distribution policy obtained using a stochastic combat attrition model is compared with that for a deterministic one. The same optimal control problem for a homogeneous force in combat against a ... -
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