Article ID Journal Published Year Pages File Type
1153644 Statistics & Probability Letters 2007 10 Pages PDF
Abstract
A new preorder relation is introduced that orders states of a Markov process with an additional reward structure according to the reward gained over any interval of finite or infinite length. The relation allows the comparison of different Markov processes and includes as special cases monotone and lumpable Markov processes.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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