The Spend-It-All Region and Small Time Results for the Continuous Bomber Problem

TL;DR

This paper investigates the optimal ammunition allocation in the Bomber Problem, establishing a 'spend-it-all' region, its boundary, and providing a small-time asymptotic analysis of the optimal strategy and survival probability.

Contribution

It proves the existence of a 'spend-it-all' region, characterizes its boundary, and offers a complete small-time asymptotic description of the optimal allocation and survival probability.

Findings

Existence of a 'spend-it-all' region where K(x,t)=x

Boundary of the spend-it-all region is identified

Complete small-t asymptotic description of K(x,t) and survival probability

Abstract

A problem of optimally allocating partially effective ammunition $x$ to be used on randomly arriving enemies in order to maximize an aircraft's probability of surviving for time~$t$, known as the Bomber Problem, was first posed by \citet{Klinger68}. They conjectured a set of apparently obvious monotonicity properties of the optimal allocation function $K(x,t)$. Although some of these conjectures, and versions thereof, have been proved or disproved by other authors since then, the remaining central question, that $K(x,t)$ is nondecreasing in~$x$, remains unsettled. After reviewing the problem and summarizing the state of these conjectures, in the setting where $x$ is continuous we prove the existence of a ``spend-it-all'' region in which $K(x,t)=x$ and find its boundary, inside of which the long-standing, unproven conjecture of monotonicity of~$K(\cdot,t)$ holds. A new approach is then taken of directly estimating~$K(x,t)$ for small~$t$, providing a complete small-$t$ asymptotic description of~$K(x,t)$ and the optimal probability of survival.