This is pretty straightforward; we just use the [relationship between the Poisson and the chi squared](http://en.wikipedia.org/wiki/Poisson_distribution#Related_distributions): If $Y\sim \text{Poisson}(\lambda)$ and $X\sim \chi^2_{2(k+1)}$, for integer $k$, then $$F_Y(k) = 1-F_{X}(2\lambda) \,.$$ As a result, $$\lambda = \frac{1}{2}\, F_{X}^{-1}(1-F_Y(k))\,.$$ For example, in R, let's try to find the value of $\lambda$ corresponding to $k=6$ and $\alpha=0.1$: > alpha=.1;k=6 > qchisq(1-alpha,2*(k+1))/2 [1] 10.53207 > ppois(k,10.53207) [1] 0.1000001 So $\lambda\approx 10.53207$. On my kids little laptop, running R, $10^5$ such calculations took me a well under a second. Hopefully that will be fast enough for you.