Is using on which in the following sentence correct?

The administrator should prepare a pre-defined list of websites on which the XYZ policy should be applied.

I first used where, then switched to on which, as websites is not a location but an object.

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Yes, your use of "on which" is correct here. When one refers to websites, the preposition used most often is "on".

Another example to illustrate this is, "The information can be found on our website, which is very well organised". Changing things around a little in order to use "on which", this would become:

"Our website, on which the information can be found, is very well organised."

To be clear, though, your initial use of "where" was not incorrect. You could use either. In this instance, however, I would suggest "on which".

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I feel that either are acceptable and idiomatic.

When referring to content, we do say that things are "on" a website - this has already been answered here.

"Where" can refers either to a place or a situation/condition. As you are talking about administrators and policy I'm going to guess that you work in computing - do you know what a WHERE clause is in programming? It is a conditional statement - nothing to do with a physical location. As you are giving a set of criteria (the list of websites) to apply the policy, I feel "where" is completely acceptable.

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