Combat system is an aggregation of various relatively independent subsystems, organizing in a large-scale hierarchical structure. The structure with multilevel, multisystem, multi decision-makers and multi-objectives complicated the allocation process of weapons and equipment to each subsystem when facing an attack. For optimizing the complicated structure, a model with multi-objectives and multi decision-makers based on risk management was built, which could deal with the hierarchical couplings between subsystems and conflicts between multi-objectives, especially in uncertain situations. In order to solve the air defense and anti-missile weapons allocation problem of the MOMDRA model, the idea of system decomposition and weighting method are used to generate Pareto optimal allocation solutions from the aspect of different decision makers’ concerns. In the end, the feasibility of this method is illustrated by an example.