On nonlinear expectations and Markov chains under model uncertainty
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Publication:2237129
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Cites work
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Cited in
(9)- Dynamic bid-ask pricing under Dempster-Shafer uncertainty
- Non-linear affine processes with jumps
- Z-relation-based multistage decision making
- Editorial. Extended papers from the 11th international symposium on imprecise probabilities: theories and applications
- Stochastic Processes under Parameter Uncertainty
- Nonlinear expectations and nonlinear Markov chains
- Markov chains under nonlinear expectation
- Kolmogorov-type and general extension results for nonlinear expectations
- Application of normal cones to the computation of solutions of the nonlinear Kolmogorov backward equation
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