Shoot-Look-Shoot: A Review and Extension

We consider the optimal use of information in shooting at a collection of targets, generally with the object of maximizing the average number (or value) of targets killed. The shooting problem is viewed as a Markov decision process, and the modal solution technique is stochastic dynamic programming. Information obtained about target status may or may not be perfect, and there may or may not be constraints on the number of shots. Previous results are reviewed, and some new results are obtained.