Discrete Poisson equation: Difference between revisions

updated links to Meyn books
(inserting 1 hyphen: —> "2-dimensional"—wikt:2-dimensionalwikt:3-dimensionalwikt:4-dimensional)
(updated links to Meyn books)
The discrete Poisson's equation arises in the theory of
[[Markov chain]]s. It appears as the relative value function for the dynamic programming equation in a [[Markov decision process]], and as the ''[[control variate]]'' for application in simulation variance reduction.<ref name=MCSS> S. P. Meyn and R.L. Tweedie, 2005. [http://decisionprobability.csl.uiuc.educa/~meynMT/pages/book.html Markov Chains and Stochastic Stability].
Second edition to appear, Cambridge University Press, 2009.</ref><ref name=CTCN> S. P. Meyn, 2007. [http://decisionwww.cslmeyn.uiucece.ufl.edu/~meynarchive/pagesspm_files/CTCN/CTCN.html Control Techniques for Complex Networks], Cambridge University Press, 2007. </ref><ref name=AG07> Asmussen, Søren, Glynn, Peter W., 2007. "Stochastic Simulation: Algorithms and Analysis". Springer. Series: Stochastic Modelling and Applied Probability, Vol. 57, 2007.</ref>