General solution of the Poisson equation for Quasi-Birth-and-Death processes

Dario A. Bini, Sarah Dendievel, Guy Latouche +1

We consider the Poisson equation $(I-P)\mathbf{u}=\mathbf{g}$, where $P$ is the transition matrix of a Quasi-Birth-and-Death (QBD) process with infinitely many levels, $\bm…