Technical Note—On the Stochastic Ordering of Markov Chains

Cyrus Derman and Edward Ignall
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Cyrus Derman: Columbia University, New York, New York
Edward Ignall: Columbia University, New York, New York

Operations Research, 1975, vol. 23, issue 3, 574-576

Abstract: Sufficient conditions are given for one Markov chain to dominate another stochastically at all points in time.

Date: 1975
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