Uncertainty and interconnectedness in complex engineering and engineered systems such
as power-grids and telecommunication networks are sources of vulnerability compromising …

Continuous-time Markov chains are mathematical models that are used to describe the state-
evolution of dynamical systems under stochastic uncertainty, and have found widespread …

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 …

We study the limit behaviour of a nonlinear differential equation whose solution is a
superadditive generalisation of a stochastic matrix, prove convergence, and provide …

We explore how imprecise continuous time Markov chains can improve traditional reliability
models based on precise continuous time Markov chains. Specifically, we analyse the …

Six years of doctoral research, and what an incredible ride it has been. The pages of this
dissertation are filled with the fruits of my labour, and it is my absolute pleasure that you are …

The aim of this work is to give an overview on nonlinear expectations and to relate them to
other concepts that describe model uncertainty or imprecision in a probabilistic framework …

Imprecise probability based methods are developed in this study for the parameter
estimation, in finite element model updating for concrete structures, when the measurements …

In this paper, we consider continuous‐time Markov chains with a finite state space under
nonlinear expectations. We define so‐called Q‐operators as an extension of Q‐matrices or …

We consider discrete-time Markov chains with Polish state space. The large deviations
principle for empirical measures of a Markov chain can equivalently be stated in Laplace …