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Technical Note—On the Stochastic Ordering of Markov Chains

Author

Listed:
  • Cyrus Derman

    (Columbia University, New York, New York)

  • Edward Ignall

    (Columbia University, New York, New York)

Abstract

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

Suggested Citation

  • Cyrus Derman & Edward Ignall, 1975. "Technical Note—On the Stochastic Ordering of Markov Chains," Operations Research, INFORMS, vol. 23(3), pages 574-576, June.
    • Handle: RePEc:inm:oropre:v:23:y:1975:i:3:p:574-576
    DOI: 10.1287/opre.23.3.574
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    File URL: http://dx.doi.org/10.1287/opre.23.3.574
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    Cited by:

    1. Michael Katehakis & Ingram Olkin & Sheldon Ross & Jian Yang, 2013. "On the life and work of Cyrus Derman," Annals of Operations Research, Springer, vol. 208(1), pages 5-26, September.

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