most citedA Recursive Algorithm for Computing Inferences in Imprecise Markov Chains

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math.PR2019★ 3 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…