Tools for Modern Military Operations Research
Sixteen 1–hour lectures to be delivered at NPS to the Swedish National Defense
and other international military officers as a part of TIO Short Course Series
Oct. 28, 2013- Nov. 15, 2013.
Instructor: Professor S. S. Sritharan, Director of DRCSI
In this short course we will introduce the students to the key underpinning tools of
military operations research emphasizing on statistics, optimization and
stochastics with particular focus on modern techniques that are frequently
encountered in areas such as:
(1) Supply chain management;
(2) Network systems;
(3) Search and detection (USW, Space Operations);
(4) Strategic military systems (unmanned systems control and path planning);
(5) Surveillance (Mobile Sensor networks and target tracking);
(6) Reliability, risk and decisions;
(7) Cost analysis, quantitative finance and option pricing.
The first two hours will be an overview of strategic defense systems of the
future and how modern military operations research underpins different
components. The remaining fourteen hours will cover the M2OR tools
described in detail below.
The lectures will touch the following themes:
o Lectures-1 & 2: Strategic Military Systems of the Future: Some Long Term
Research Challenges- (This will be a slightly expanded version of the keynote
lecture delivered at the10th Annual Security Conference by TDSI-NPS-Lawrence
Livermore and the keynote lecture delivered to Indian National Defense Head
Quarters, DRDO-HQ, Delhi).
o Lectures-3: Quick introduction to statistical inference-I: Practical introduction
to Central Limit Theorem in the context of military OR problems.
o Lectures -4: Quick introduction to statistical inference-II: Practical
introduction to Bayes Theorem and John Craven’s famous search analysis of
the sunken submarine Scorpion.
o Lectures 5 & 6: Stochastic Models-I: Introduction to queuing systems and
queuing networks
o Lectures 7 & 8: Stochastic Models-II: Spatially stochastic point processes:
modeling sensor networks, classification of distributed targets.
o Lectures 9 & 10: Stochastic Models-III: Time variant stochastic processes
such as Brownian motions and levy processes and application to financial
engineering (tradable and real options).
o Lectures 11 & 12: Optimization with constraints-Military OR examples.
o Lectures 13 & 14: Mixed integer and stochastic optimization problems in
military OR.
o Lecture 15 & 16: Dynamic optimization & optimal control-application to
unmanned systems.
Matlab Simulation Examples (starting from Lecture-3):
1.
2.
3.
4.
5.
6.
7.
8.
9.
Brownian motion
Geometric Brownian motion
Poisson process
Compound Poisson process
Brownian motions on the plane
Spatial Poisson point process
Spatial inhomogeneous Poisson process
Birth & Death process (many queuing examples)
Levy processes
The proposed course is an extract from various courses in stochastic process,
probability and statistics, stochastic control systems and financial engineering I
taught over the past number of years at NPS and in University of Wyoming and
also based on DoD funded research over past three decades. The subject level
will be adjusted to make it accessible to different levels of audience and their
analytic background.