摘要翻译：
研究了不确定条件下的跨期决策问题。我们在一个框架中充分刻画了期望效用的折现。尽管该模型很受欢迎，但在此设置中没有可用的特征描述。由Koopmans提出的确定性效用折现的平稳性概念，对于对待时间和不确定性的态度都起着核心作用。我们证明了一个强平稳性公理刻画了折扣期望效用。当考虑套期保值时，一个较弱的平稳性公理将贴现预期效用推广为Choquet贴现预期效用，允许对不确定性的非中性态度。
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英文标题：
《Time discounting under uncertainty》
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作者：
Lorenzo Bastianello and Jos\'e Heleno Faro
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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英文摘要：
  We study intertemporal decision making under uncertainty. We fully characterize discounted expected utility in a framework \`a la Savage. Despite the popularity of this model, no characterization is available in this setting. The concept of stationarity, introduced by Koopmans for deterministic discounted utility, plays a central role for both attitudes towards time and towards uncertainty. We show that a strong stationarity axiom characterizes discounted expected utility. When hedging considerations are taken into account, a weaker stationarity axiom generalizes discounted expected utility to Choquet discounted expected utility, allowing for non-neutral attitudes towards uncertainty.
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PDF链接：
https://arxiv.org/pdf/1911.00370