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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
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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
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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
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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
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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
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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
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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
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Optimal stopping under ambiguity
Riedel, Frank (contributor) - 2007
). -- Optimal stopping ; Ambiguity ; Uncertainty aversion …
Persistent link: https://www.econbiz.de/10003731193
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Exercise strategies for American exotic options under ambiguity
Chudjakow, Tatjana; Vorbrink, Jörg - 2009
We analyze several exotic options of American style in a multiple prior setting and study the optimal exercise strategy from the perspective of an ambiguity averse buyer in a discrete time model of Cox-Ross-Rubinstein style. The multiple prior model relaxes the assumption of a known distribution...
Persistent link: https://www.econbiz.de/10003921365
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Optimal stopping under ambiguity in continuous time
Riedel, Frank - 2010
. -- Optimal stopping ; Ambiguity ; Uncertainty aversion ; Robustness ; Continuous time ; Optimal control …
Persistent link: https://www.econbiz.de/10003964862