Jasper De Bock

Independent Natural Extension for Infinite Spaces: Williams-Coherence to the Rescue

2017 · arXiv (Cornell University)

We define the independent natural extension of two local models for the general case of infinite spaces, using both sets of desirable gambles and conditional lower previsions. In contrast to Miranda and Zaffalon (2015), we …

Hitting Times and Probabilities for Imprecise Markov Chains

2019 · Ghent University Academic Bibliography (Ghent University)

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 imprecise Markov chains have been defined in the literature: …

A theory of desirable things

2023 · arXiv (Cornell University)

Inspired by the theory of desirable gambles that is used to model uncertainty in the field of imprecise probabilities, I present a theory of desirable things. Its aim is to model a subject's beliefs about …