A Preorder Relation for Markov Reward Processes

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.

By: David Daly; Peter Buchholz; William H. Sanders

Published in: RC23827 in 2005


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