activity
20182021
most citedContinuity Properties of Game-theoretic Upper Expectations

5 citations · 8 across the 3 of their papers we have counts for

collaborators

8 papers

math.PR2021

Average Behaviour in Discrete-Time Imprecise Markov Chains: A Study of Weak Ergodicity

Natan T'Joens, Jasper De Bock

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditiona…

math.PR2021

Global Upper Expectations for Discrete-Time Stochastic Processes: In Practice, They Are All The Same!

Natan T'Joens, Jasper De Bock

We consider three different types of global uncertainty models for discrete-time stochastic processes: measure-theoretic upper expectations, game-theoretic upper expectations and a…

math.PR2020

A Particular Upper Expectation as Global Belief Model for Discrete-Time Finite-State Uncertain Processes

Natan T'Joens, Jasper De Bock, Gert de Cooman

To model discrete-time finite-state uncertain processes, we argue for the use of a global belief model in the form of an upper expectation that is the most conservative one under a…

math.PR2020

Limit Behaviour of Upper and Lower Expected Time Averages in Discrete-Time Imprecise Markov Chains

Natan T'Joens, Jasper De Bock

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditiona…

math.PR20193 cited

A Recursive Algorithm for Computing Inferences in Imprecise Markov Chains

Natan T'Joens, Thomas Krak, Jasper De Bock +1

We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to t…

math.PR2019

Hitting Times and Probabilities for Imprecise Markov Chains

Thomas Krak, Natan T'Joens, Jasper De Bock

We consider the problem of characterising expected hitting times and hitting probabilities for imprecise Markov chains. To this end, we consider three distinct ways in which imprec…