The 38-year-old, who lived in Milton Keynes, was given first aid by officers but died at the scene after the incident on Tuesday.
The Independent Office for Police Conduct (IOPC) has appealed for witnesses to come forward.
The IOPC said its investigators collected a knife and other evidence from outside Milton Keynes railway station from Tuesday afternoon.
The police watchdog said: “No other weapons were recovered from the scene. The police cordon at the scene was lifted last night (2 April).
“We were advised by [Thames Valley Police] that firearms officers were sent to the station shortly before 1pm following a 999 call reporting that there was a man with a gun at the scene.
“We have viewed police officers’ body worn video footage and a substantial amount of CCTV footage and established that at around 1.04pm the man was just outside the railway station main entrance with a knife in his hand, and ran towards the officers.
“Shortly afterwards the man was shot at close range. We have established that a single shot was fired by one officer.”
Mr Joyce’s next of kin has been informed and he was formally identified at a post-mortem examination on Thursday morning (3 April).
Provisional cause of death is said to be a single gunshot wound to the abdomen.
IOPC director Derrick Campbell said: “Our thoughts are with the family and friends of this man and all of those affected by this tragic incident.
“Given a man has died after being shot by police, our role is to independently investigate all of the circumstances surrounding this incident including the actions and decisions taken by the police.
“We appreciate that this incident outside a busy train station will understandably cause concern. We know the community will want answers quickly and our investigators are working hard to establish the facts as we piece together what happened and how.
“We have obtained details of some members of the public who witnessed the incident who we will be contacting, however we know there were many people near the station around the time of the shooting and we want to hear from anyone who may have seen the incident or has footage of it.
“We have contacted the man’s family and will meet with them soon to explain our role. We will keep them regularly updated throughout our investigation.”
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