12 citations · 33 across the 9 of their papers we have counts for
3 papers · 1 filter
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…
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…
Continuity Properties of Game-theoretic Upper Expectations
Natan T'Joens, Jasper De Bock, Gert de Cooman
We consider discrete-time uncertain processes with finite state space and study the properties of game-theoretic upper expectations developed by Shafer and Vovk. We start by provin…