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Multi-messenger astronomy with very-high-energy gamma-ray observations

After decades of development, multi-messenger astronomy, the combination of information on cosmic sources from photons, neutrinos, charged particles and gravitational waves, is now an established reality. Within this emerging discipline we argue that very-high-energy (VHE) gamma-ray observations play a special role. We discuss the recent progress on explosive transients, the connections between neutrino and gamma-ray astronomy and the search for search for dark matter. Finally, the experimental prospects for the next decade in the VHE gamma-ray field are summarised.