Andrzej Swiech

Publication Activity (10 Years)

Years Active: 1996-2024
Publications (10 Years): 4

Top Topics

Differential Equations

Euclidean Space

Control Problems

Brownian Motion

Top Venues

SIAM J. Control. Optim.

SIAM J. Math. Anal.

Publications

Filippo De Feo, Salvatore Federico, Andrzej Swiech
Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models. SIAM J. Control. Optim. 62 (3) (2024)
Sergio Mayorga, Andrzej Swiech
Finite Dimensional Approximations of Hamilton-Jacobi-Bellman Equations for Stochastic Particle Systems with Common Noise. SIAM J. Control. Optim. 61 (2) (2023)
Wilfrid Gangbo, Sergio Mayorga, Andrzej Swiech
Finite Dimensional Approximations of Hamilton-Jacobi-Bellman Equations in Spaces of Probability Measures. SIAM J. Math. Anal. 53 (2) (2021)
Andrzej Swiech
Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems. SIAM J. Control. Optim. 58 (1) (2020)
Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou
Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions". SIAM J. Control. Optim. 48 (6) (2010)
Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions. SIAM J. Control. Optim. 43 (6) (2005)
Fausto Gozzi, Elisabeth Rouy, Andrzej Swiech
Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control. SIAM J. Control. Optim. 38 (2) (2000)
Dariusz Gatarek, Andrzej Swiech
Optimal stopping in Hilbert spaces and pricing of American options. Math. Methods Oper. Res. 50 (1) (1999)
Andrzej Banaszuk, Andrzej Swiech, John Hauser
Least-squares integration of one-dimensional codistributions with application to approximate feedback linearization. Math. Control. Signals Syst. 9 (3) (1996)