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Methods for Comparison of Markov Processes by Stochastic Dominance

Green, Edward J. and McKelvey, Richard D. and Packel, Edward W. (1981) Methods for Comparison of Markov Processes by Stochastic Dominance. Social Science Working Paper, 395. California Institute of Technology , Pasadena, CA. (Unpublished)

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A technique is developed for proving existence and obtaining bounds for the concentration of a stationary distribution for a given Markov process on the basis of comparisons, via stochastic dominance, with a different Markov process, having a known stationary distribution.

Item Type:Report or Paper (Working Paper)
Group:Social Science Working Papers
Series Name:Social Science Working Paper
Issue or Number:395
Record Number:CaltechAUTHORS:20171004-164948358
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:82099
Deposited By: Jacquelyn Bussone
Deposited On:06 Oct 2017 20:10
Last Modified:03 Oct 2019 18:50

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