Wind energy is a special type of renewable low-carbon energy with no greenhouse gas
emissions. It can be used for power generation and grid stability improvement in the …

In this paper, we consider the (upper) semigroup envelope, ie, the least upper bound, of a
given family of linear Feller semigroups. We explicitly construct the semigroup envelope and …

This book offers a comprehensive presentation of the theory and methods of risk-averse
optimization and control. Problems of this type arise in finance, energy production and …

In this paper we study a family of nonlinear (conditional) expectations that can be
understood as a stochastic process with uncertain parameters. We develop a general …

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 …

In this paper, we study the pricing of contracts in fixed income markets under volatility
uncertainty in the sense of Knightian uncertainty or model uncertainty. The starting point is …

The existing framework of Markovian imprecise jump processes, also known as imprecise
continuous-time Markov chains, is limited to bounded real variables that depend on the state …

This work investigates convex expectations, mainly in the setting of uncertain processes with
countable state space. In the general setting it shows how, under the assumption of …

We present a probabilistic construction of $\mathbb {R}^ d $-valued non-linear affine
processes with jumps. Given a set $\Theta $ of affine parameters, we define a family of …