A proof of the Bomber problem's spend-it-all conjecture

DOI10.1080/07474946.2011.539920MaRDI QIDQ3083471zbMATH OpenOpenAlexWikidataFDO

Authors Jay Bartroff

Publication date 21 March 2011

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.0309

zbMATH Keywords

Poisson processoptimal allocationsequential optimizationammunition rationing

Mathematics Subject Classification ID

Sequential statistical design (62L05) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Abstract: The Bomber Problem concerns optimal sequential allocation of partially effective ammunition $x$ while under attack from enemies arriving according to a Poisson process over a time interval of length $t$. In the doubly-continuous setting, in certain regions of $(x,t)$-space we are able to solve the integral equation defining the optimal survival probability and find the optimal allocation function $K(x,t)$ exactly in these regions. As a consequence, we complete the proof of the "spend-it-all" conjecture of Bartroff et al. (2010b) which gives the boundary of the region where $K(x,t)=x$.

Recommendations

• The Spend-It-All Region and Small Time Results for the Continuous Bomber Problem
• Some results on the bomber problem
• On optimal allocation of a continuous resource using an iterative approach and total positivity
• ABCs of the bomber problem and its relatives
• Generalized Bomber and Fighter Problems: Offline Optimal Allocation of a Discrete Asset

Cites work

• On optimal allocation of a continuous resource using an iterative approach and total positivity
• The Spend-It-All Region and Small Time Results for the Continuous Bomber Problem

Cited in

(6)

• The fighter problem: optimal allocation of a discrete commodity
• On optimal allocation of a continuous resource using an iterative approach and total positivity
• Some results on the bomber problem
• The Spend-It-All Region and Small Time Results for the Continuous Bomber Problem
• ABCs of the bomber problem and its relatives
• 41 counterexamples to property (B) of the discrete time bomber problem

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