Bhulai, Sandjai; Spieksma, Flora M. - In: Computational Statistics 58 (2003) 2, pp. 221-236
We consider the Poisson equations for denumerable Markov chains with unbounded cost functions. Solutions to the Poisson … equations exist in the Banach space of bounded real-valued functions with respect to a weighted supremum norm such that the … equations have many solutions in general. However, the solution that has a finite norm with respect to the weighted supremum …