Narrow search
Showing 1 - 10 of 4,174
Cover Image
Optimal stopping with dynamic variational preferences
Engelage, Daniel - 2009
generalized average value at riskintroduced in [5]. -- Optimal Stopping ; Uncertainty ; Dynamic Variational Preferences ; Dynamic …
Persistent link: https://www.econbiz.de/10003878489
Cover Image
Aeromedical Battlefield Evacuation Under Endogenous Uncertainty in Casualty Delivery Times
Lejeune, Miguel; Margot, Francois - 2018
We propose a new medical evacuation (MEDEVAC) model with endogenous uncertainty in the casualty delivery times. The … endogenous source of uncertainty since it is contingent on the locations of MTFs. The MEDEVAC model is an MINLP problem whose …
Persistent link: https://www.econbiz.de/10014124132
Cover Image
Group Representations for Decision Making under Risk and Uncertainty
Charles-Cadogan, G. - 2012
This paper extends decision making under risk and uncertainty to group theory via representations of invariant …
Persistent link: https://www.econbiz.de/10013096459
Cover Image
Investment Decisions with Two-Factor Uncertainty
Compernolle, Tine - 2018
This paper considers investment problems in real options with non-homogeneous two-factor uncertainty. It shows that …
Persistent link: https://www.econbiz.de/10012928025
Cover Image
Merging of opinions under uncertainty
Bier, Monika; Engelage, Daniel - 2010
that all uncertainty is revealed in the limit and agents behave as expected utility maximizer under the true underlying … ; Uncertainty ; Robust Representation ; Time-Consistency ; Blackwell-Dubins …
Persistent link: https://www.econbiz.de/10003980912
Cover Image
Merging of opinions under uncertainty
Bier, Monika; Engelage, Daniel - 2010
that all uncertainty is revealed in the limit and agents behave as expected utility maximizer under the true underlying … ; Uncertainty ; Robust Representation ; Time-Consistency ; Blackwell-Dubins …
Persistent link: https://www.econbiz.de/10003966953
Cover Image
Uncertainty over uncertainty in environmental policy adoption : Bayesian larning of unpredictable socioeconomic costs
Basei, Matteo; Ferrari, Giorgio; Rodosthenous, Neofytos - 2023
The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological … scenario will be realised and the scientific debate is still open. This paper captures those two layers of uncertainty by …
Persistent link: https://www.econbiz.de/10014277005
Cover Image
Consumption of durable goods under ambiguity
Moreno, Othón M. - 2014
with infinite horizon. Uncertainty comes from prices, which is summarized in a state variable that follows a Brownian …
Persistent link: https://www.econbiz.de/10010243419
Cover Image
Ambiguity in a real option game
Hellmann, Tobias; Thijssen, Jacco J. J. - 2015
In this paper we study a two-player investment game with a first mover advantage in continuous time with stochastic payoffs, driven by a geometric Brownian motion. One of the players is assumed to be ambiguous with maxmin preferences over a strongly rectangular set of priors. We develop a...
Persistent link: https://www.econbiz.de/10010468336
Cover Image
Optimal stopping under ambiguity
Riedel, Frank (contributor) - 2007
). -- Optimal stopping ; Ambiguity ; Uncertainty aversion …
Persistent link: https://www.econbiz.de/10003731193