gt - greater than
gte - greater than equal to
lt - less than
lte - less than equal to
//so using gt you can check that your end_page should be greater than your initial_page and your task becomes very easy now:
$rules = [
'initial_page' => 'required_with:end_page|integer|min:1|digits_between: 1,5',
'end_page' => 'required_with:initial_page|integer|gt:initial_page|digits_between:1,5'
];