Introduction aux approcheseconomiques de la gestion de l'incertitude

作者: Minh Ha Duong

DOI:

关键词: SurpriseWelfare economicsViability theoryRisk analysisSafety firstClimate policyScenario analysisArtArt history

摘要: Cette communication definit quelques mots au sens ou les entendent ´economistesl'incertitude, politiques climatiques et la modelisation integree. La premiere partie expose deux exemples pedagogiques definissant d'abord risque, incertitude, surprise, strategie contingente. Pour l'incer- titude qui n'est pas du probabilites subjectives criteres safety first avec valeur exposee possibilitesla Shackle- Zadeh, le modele de Dempster-Shafer ainsi que imprecises dites aussi non-additives sont discutes. seconde l'ap- proche l'incertitude dans modeles : analyse sensitivite, Monte-Carlo scenarios, puis des bornes viabilite enfin l'optimisation dynamique stochastique. English summary This paper introduces a few words used by economists studying uncertainty, cli- mate policy and integrated assessment models. Section one uses two pedagogical examples to define risk, surprise contingent strategy. Regarding un- certainty that is not subjective probabilities with safety-first criteria value at risk; Shackle-Zadeh possibilities; evidence theory as well im- precise are discussed. exposes how uncertainty treated in integated models applied climate analysis. It deals risk analysis, exposing sensitivity Monte Carlo methods scenario building. Then the principles of bounding analysis developped viability theory. Finaly, stochastic dynamic optimisation approach illustrated.

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