Andrzej Swiech

According to our database, Andrzej Swiech authored at least 9 papers between 1996 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models.

Filippo De Feo, Salvatore Federico, Andrzej Swiech

SIAM J. Control. Optim., 2024

2023

Finite Dimensional Approximations of Hamilton-Jacobi-Bellman Equations for Stochastic Particle Systems with Common Noise.

Sergio Mayorga, Andrzej Swiech

SIAM J. Control. Optim., April, 2023

2021

Finite Dimensional Approximations of Hamilton-Jacobi-Bellman Equations in Spaces of Probability Measures.

Wilfrid Gangbo, Sergio Mayorga, Andrzej Swiech

SIAM J. Math. Anal., 2021

2020

Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems.

Andrzej Swiech

SIAM J. Control. Optim., 2020

2010

Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions".

Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou

SIAM J. Control. Optim., 2010

2005

A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions.

Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou

SIAM J. Control. Optim., 2005

2000

Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control.

Fausto Gozzi, Elisabeth Rouy, Andrzej Swiech

SIAM J. Control. Optim., 2000

1999

Optimal stopping in Hilbert spaces and pricing of American options.

Dariusz Gatarek, Andrzej Swiech

Math. Methods Oper. Res., 1999

1996

Least-squares integration of one-dimensional codistributions with application to approximate feedback linearization.

Andrzej Banaszuk, Andrzej Swiech, John Hauser

Math. Control. Signals Syst., 1996