The Discrete Maximum Principle of Control Theory is applied to five problems in Ballistic Missile Defense (BMD). Four of the problems deal with optimal interceptor allocations to attacking missiles, and one deals with optimal budget allocations to a layered defence system. It is shown that modelling of discrete processes of a sequential nature can be conveniently executed using Control Theory methods, resulting in computer‐adaptable algorithms or closed form solutions. It is apparent from these illustrations that it is relatively easy to amend the resulting models to incorporate additional features.