Decision making under model uncertainty : Fréchet-Wasserstein mean preferences
Year of publication: |
2022
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Authors: | Petracou, Electra V. ; Xepapadeas, Anastasios ; Yannacopoulos, Athanasios N. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 2, p. 1195-1211
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Subject: | ambiguity aversion | Fréchet mean preferences | Wasserstein metric | social discount rate | model uncertainty | Entscheidung unter Unsicherheit | Decision under uncertainty | Soziale Diskontrate | Social discount rate | Präferenztheorie | Theory of preferences | Entscheidungstheorie | Decision theory | Risikoaversion | Risk aversion |
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