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A preorder relation for Markov reward processes

Authors :
Daly, David
Buchholz, Peter
Sanders, William H.
Source :
Statistics & Probability Letters. Jun2007, Vol. 77 Issue 11, p1148-1157. 10p.
Publication Year :
2007

Abstract

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. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
01677152
Volume :
77
Issue :
11
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
25104792
Full Text :
https://doi.org/10.1016/j.spl.2007.02.016