A preorder relation for Markov reward processes

DOI10.1016/J.SPL.2007.02.016MaRDI QIDQ2643389zbMATH OpenOpenAlexFDO

Authors D. Daly, Peter Buchholz, William H. Sanders

Publication date 23 August 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.02.016

zbMATH Keywords

aggregationcomparison of Markov processesdiscrete time Markov chainsrewardsstochastic orders

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• Comparison methods for stochastic models and risks
• Computing bounds on steady state availability of repairable computer systems
• Exact and ordinary lumpability in finite Markov chains
• Finite Continuous Time Markov Chains
• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• scientific article; zbMATH DE number 1445805 (Why is no real title available?)
• Monotone matrices and monotone Markov processes
• Optimal state-space lumping in Markov chains
• Stochastically monotone Markov Chains

Cited in

(2)

• Positive invariance of polyhedrons and comparison of Markov reward models with different state spaces
• On ordinal comparison of policies in Markov reward processes

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