Can I include a copyright notice in my paper?
Of the three listed I am only truly familiar with Chicago style, which if you are writing on military tactics is the style you are likely using, and that is the only style which has significant discussion of copyright notices. 

There is nothing against copyright notices in the Chicago style. In fact, the University of Chicago—the publisher the Chicago Style—requires a copyright notice in their dissertations. Notably, however, dissertations are formally published, in contrast with course papers.

That said, as pointed out in the comments, it is not necessary, since it is under copyright without a notice. It is pretentious and even a little insulting, since the unnecessary copyright notice implies that you think that A) your ideas are so good and B) that your readers/advisors/colleagues are of such a low moral character that might steal them but for this little notice you put on it. It is also well outside the norm for anything not formally published, and will look weird. 

The only exception to this would be if you are intending to distribute your work under a separate license, or if something you use in your paper is under a copyright or a license which requires a notification. For example, some of the Creative Commons licenses require notification if you use some of the licensed materials. It will still look a little strange, but people will understand, since it is legal stuff.