A Numerical Truncation Approximation with A Posteriori Error Bounds for
the Solution of Poisson's Equation
A Numerical Truncation Approximation with A Posteriori Error Bounds for
the Solution of Poisson's Equation
The solution to Poisson's equation arise in many Markov chain and Markov jump process settings, including that of the central limit theorem, value functions for average reward Markov decision processes, and within the gradient formula for equilibrium Markovian rewards. In this paper, we consider the problem of numerically computing the …