혼합 군에 대한 확률적 란체스터 모형의 정규근사Gaussian Approximation of Stochastic Lanchester Model for Heterogeneous Forces

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 685
  • Download : 0
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.
Publisher
대한산업공학회
Issue Date
2016-04
Language
Korean
Citation

대한산업공학회지, v.42, no.2, pp.86 - 95

ISSN
1225-0988
DOI
10.7232/JKIIE.2016.42.2.086
URI
http://hdl.handle.net/10203/213676
Appears in Collection
IE-Journal Papers(저널논문)
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0