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The Enlightenment taught us to make (or at least, claim to be making) decisions about what we should do, now and in the future, on the basis of reliable knowledge about the past. For us, this has come to mean rigorous statistical research. Much of our way of thinking about decisions is therefore tied up with the consequentialist moral philosophy implicit in this belief. We want to know what the outcomes of our actions are likely to be, so that we can weigh up risks and benefits and then act accordingly. Bureaucrats bind themselves by rules that prescribe decision making procedures of this kind, such as those in the Treasurys Green Book. Yet when faced with a genuinely novel phenomenon like human-caused climate change, we find ourselves in a situation in which we do not have access to the data our consequentialist habits of mind require.