A Missile Allocation Problem

The problem of finding the allocation of weapons to a target system that results in the largest payoff is present in almost every war gaming exercise. A technique often employed to find a solution to such a problem is to consider the problem as a continuous allocation process. However, the continuous solution may not furnish the solution to the actual problem, which is a discrete allocation process. This paper presents a solution to a missile allocation problem when the problem is considered in its continuous form. This same problem is investigated in its discrete form and it is shown that the solution in the continuous case is not, in general, a solution for the discrete case. Further, a necessary condition is derived for the existence of a solution for the discrete problem that differs from the solution for the corresponding continuous problem.