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Gaussian Approximation of Stochastic Lanchester Model for Heterogeneous Forces
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 Title & Authors
Gaussian Approximation of Stochastic Lanchester Model for Heterogeneous Forces
Park, Donghyun; Kim, Donghyun; Moon, Hyungil; Shin, Hayong;
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We propose a new approach to the stochastic version of Lanchester model. Commonly used approach to stochastic Lanchester model is through the Markov-chain method. The Markov-chain approach, however, is not appropriate to high dimensional heterogeneous force case because of large computational cost. In this paper, we propose an approximation method of stochastic Lanchester model. By matching the first and the second moments, the distribution of each unit strength can be approximated with multivariate normal distribution. We evaluate an approximation of discrete Markov-chain model by measuring Kullback-Leibler divergence. We confirmed high accuracy of approximation method, and also the accuracy and low computational cost are maintained under high dimensional heterogeneous force case.
Combat Modelling;Stochastic Lanchester Model;Heterogeneous Forces;
 Cited by
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