Weapon tradeoff analysis using dynamic programming for a dynamic weapon target assignment problem within a simulation

We consider the sequential allocation of differing weapons to a collection of adversarial targets with the goal of surviving to destroy a critical target within a combat simulation. The platform which carries the weapons proceeds through a set of sequential stages and at each stage potentially engages targets with available weapons. The decision space at each stage is affected by previous decisions and the probability of platform destruction. Simulation and dynamic programming are then used within a larger dynamic programming framework to determine allocation strategies and develop value functions for these mission sets to be used in future, larger and more complex simulations. A simple dynamic programming example of the problem is considered and used to generate a functional approximation for a more complex system. The developed methodology provides a tractable approach to addressing complex sequential allocation of resources within a risky environment.