Optimal Weapon Allocation with Overlapping Area Defenses

Published Online:https://doi.org/10.1287/opre.21.6.1291

We present a strategy for finding an optimal allocation of weapons to maximize the expected damage of a given collection of targets. In our scenario the area defenses can overlap, and we allow more than one weapon type. We show how the generalized Lagrange-multiplier method can be used effectively by exploiting certain graph structure when maximizing the Lagrangian.

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