Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153644 | Statistics & Probability Letters | 2007 | 10 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
David Daly, Peter Buchholz, William H. Sanders,