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Shadow Prices for Measures of Effectiveness, I: Linear Model

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  • Stephen M. Robinson

    (University of Wisconsin, Madison, Wisconsin)

Abstract

This is the first of two papers dealing with the establishment of shadow prices for measures of effectiveness in an optimization-based combat model. In this paper we explain how the requirement for the analysis arose, and we show how to build a simple linear model that produces shadow, prices for kill requirements. When the model is further specialized, these shadow prices become the classical eigenvalue weights familiar from Lanchester theory.

Suggested Citation

  • Stephen M. Robinson, 1993. "Shadow Prices for Measures of Effectiveness, I: Linear Model," Operations Research, INFORMS, vol. 41(3), pages 518-535, June.
    • Handle: RePEc:inm:oropre:v:41:y:1993:i:3:p:518-535
    DOI: 10.1287/opre.41.3.518
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    Citations

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    Cited by:

    1. Masao Fukushima, 2011. "Restricted generalized Nash equilibria and controlled penalty algorithm," Computational Management Science, Springer, vol. 8(3), pages 201-218, August.
    2. Jiawang Nie & Xindong Tang & Lingling Xu, 2021. "The Gauss–Seidel method for generalized Nash equilibrium problems of polynomials," Computational Optimization and Applications, Springer, vol. 78(2), pages 529-557, March.
    3. Jianzhong Zhang & Biao Qu & Naihua Xiu, 2010. "Some projection-like methods for the generalized Nash equilibria," Computational Optimization and Applications, Springer, vol. 45(1), pages 89-109, January.
    4. Lowell Bruce Anderson & Frederic A. Miercort, 1995. "On weapons scores and force strengths," Naval Research Logistics (NRL), John Wiley & Sons, vol. 42(3), pages 375-395, April.
    5. Koichi Nabetani & Paul Tseng & Masao Fukushima, 2011. "Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints," Computational Optimization and Applications, Springer, vol. 48(3), pages 423-452, April.
    6. Francisco Facchinei & Christian Kanzow, 2010. "Generalized Nash Equilibrium Problems," Annals of Operations Research, Springer, vol. 175(1), pages 177-211, March.
    7. Han, Deren & Zhang, Hongchao & Qian, Gang & Xu, Lingling, 2012. "An improved two-step method for solving generalized Nash equilibrium problems," European Journal of Operational Research, Elsevier, vol. 216(3), pages 613-623.

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