77 citations · 225 across the 13 of their papers we have counts for
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A study of imprecise Markov chains: joint lower expectations and point-wise ergodic theorems
Gert de Cooman, Jasper De Bock, Stavros Lopatatzidis
We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such…
Sensitivity analysis for finite Markov chains in discrete time
Gert de Cooman, Filip Hermans, Erik Quaeghebeur
When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This is done by considering as…
Continuity of imprecise stochastic processes with respect to the pointwise convergence of monotone sequences
Jasper De Bock, Gert de Cooman
We consider the joint lower expectation of a finite-state imprecise stochastic process, defined using either the Ville-Vovk-Shafer natural extension or the Williams natural extensi…