Missile defense and interceptor allocation by neuro-dynamic programming

The purpose of this paper is to propose a solution methodology for a missile defense problem involving the sequential allocation of defensive resources over a series of engagements. The problem is cast as a dynamic programming/Markovian decision problem, which is computationally intractable by exact methods because of its large number of states and its complex modeling issues. We have employed a Neuro-Dynamic Programming (NDP) framework, whereby the cost-to-go function is approximated using neural network architectures that are trained on simulated data. We report on the performance obtained using several diierent training methods, and we compare this performance with the optimal.