대한산업공학회지 (Journal of Korean Institute of Industrial Engineers)

  • 제42권2호
  • /
  • Pages.86-95
  • /
  • 2016
  • /
  • 1225-0988(pISSN)
  • /
  • 2234-6457(eISSN)
대한산업공학회 (Korean Institute of Industrial Engineers)
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혼합 군에 대한 확률적 란체스터 모형의 정규근사

Gaussian Approximation of Stochastic Lanchester Model for Heterogeneous Forces

  • 박동현 (KAIST 산업 및 시스템 공학과) ;
  • 김동현 (KAIST 산업 및 시스템 공학과) ;
  • 문형일 (KAIST 산업 및 시스템 공학과) ;
  • 신하용 (KAIST 산업 및 시스템 공학과)
  • Park, Donghyun (Department of Industrial and Systems Engineering, KAIST) ;
  • Kim, Donghyun (Department of Industrial and Systems Engineering, KAIST) ;
  • Moon, Hyungil (Department of Industrial and Systems Engineering, KAIST) ;
  • Shin, Hayong (Department of Industrial and Systems Engineering, KAIST)
  • 투고 : 2015.10.28
  • 심사 : 2016.01.06
  • 발행 : 2016.04.15
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초록

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.

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참고문헌

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