Dynamic weapon target assignment (WTA) is an important theoretical problem for military operation research and a challenging practical concern in the process of combat command. Based on the description and analysis of dynamic WTA problem, the Markov characteristic of the WTA problem was proved with stochastic theory, and the transition possibility matrix of the Markov decision process was also presented. Meanwhile, the characteristic of the transition probability matrix was analyzed. The result of the research sheds light on the study on the WTA problem in theory and method.