Risk Averse Weapon-Target Assignment Problem

The classical Weapon-Target Assignment (WTA) problem seeks to find an optimal assignment of weapons to targets that maximizes the expected (weighted) number of destroyed targets. This study recognizes that there can be two types of uncertainty about a missile of a certain weapon type to fail to destroy a target: (i) a missile itself can be destroyed on its way to the target and (ii) given that a missile reaches the target, it may fail due to other reasons, e.g., missile malfunction, target protection, and so on. The first objective of this study is to separate these uncertainties, introduce specific assumptions on each of them, and incorporate them back into a joint model. The second objective of this study is to employ recently developed risk-averse generalizations of the maximum expected covering location problem in order to create a wider class of risk-averse WTA models that enjoy solution algorithms of polynomial complexity.