• DocumentCode
    1468284
  • Title

    Target-setting problem with exponential utility

  • Author

    Krzysztofowicz, R.

  • Author_Institution
    Dept. of Syst. Eng., Virginia Univ., Charlottesville, VA
  • Volume
    20
  • Issue
    3
  • fYear
    1990
  • Firstpage
    687
  • Lastpage
    688
  • Abstract
    A classic target-setting problem with a two-piece linear outcome function is extended to include an exponential utility function over outcomes and a normal distribution over uncertain inputs. An expression for the optimal target is derived that facilitates the decision and sensitivity analyses
  • Keywords
    decision theory; sensitivity analysis; 2-piece linear outcome function; exponential utility; sensitivity analyses; target-setting problem; Analysis of variance; Contracts; Distribution functions; Gaussian distribution; Knowledge management; Power generation; Reservoirs; Sensitivity analysis; State-space methods; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Systems, Man and Cybernetics, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9472
  • Type

    jour

  • DOI
    10.1109/21.57282
  • Filename
    57282
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1468284