Published July 1981
| Submitted
Working Paper
Open
Methods for Comparison of Markov Processes by Stochastic Dominance
Chicago
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Abstract
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.
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Additional details
- Eprint ID
- 82099
- Resolver ID
- CaltechAUTHORS:20171004-164948358
- Created
-
2017-10-06Created from EPrint's datestamp field
- Updated
-
2019-10-03Created from EPrint's last_modified field
- Caltech groups
- Social Science Working Papers
- Series Name
- Social Science Working Paper
- Series Volume or Issue Number
- 395