I think exponential discounting already assumes uncertainty. You need uncertainty to discount at all - if things are going to stay the same, might as well wait until later.

What the best-known paper on this says is:

If the risk manifests itself at a known, constant hazard rate, a risk–neutral recipient should discount the reward according to an exponential time–preference function.

It goes on to say:

The observed hyperbolic time–preference function is consistent with an exponential prior distribution for the underlying hazard rate.