211 citations · 985 across the 36 of their papers we have counts for
Showing 2012 · math.PRShow all
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math.PR2012★ 1 cited
Ergodicity, Decisions, and Partial Information
Ramon van Handel
In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a los…
math.PR2012★ 9 cited
Conditional ergodicity in infinite dimension
Xin Thomson Tong, Ramon van Handel
The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to…
math.PR2012★ 140 cited
Constructing Sublinear Expectations on Path Space
Marcel Nutz, Ramon van Handel
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-me…