Augmented truncation approximations to the solution of Poisson's equation for Markov chains

DOI10.1016/J.AMC.2021.126610zbMath1510.60069arXiv2101.00277WikidataQ114210979 ScholiaQ114210979MaRDI QIDQ6357400

Unnamed Author, Yiqiang Q. Zhao, Jin-Peng Liu

Publication date: 1 January 2021

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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