Andrzej Swiech - researchr alias

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Viewing Publication 1 - 9 from 9

2024

Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic ModelsFilippo De Feo, Salvatore Federico, Andrzej Swiech. siamco, 62(3):1490-1520, 2024. [doi]

2023

Finite Dimensional Approximations of Hamilton-Jacobi-Bellman Equations for Stochastic Particle Systems with Common NoiseSergio Mayorga, Andrzej Swiech. siamco, 61(2):820-851, April 2023. [doi]

2021

Finite Dimensional Approximations of Hamilton-Jacobi-Bellman Equations in Spaces of Probability MeasuresWilfrid Gangbo, Sergio Mayorga, Andrzej Swiech. siamma, 53(2):1320-1356, 2021. [doi]

2020

Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control ProblemsAndrzej Swiech. siamco, 58(1):303-326, 2020. [doi]

2010

Erratum: A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou. siamco, 48(6):4177-4179, 2010. [doi]

2005

A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity SolutionsFausto Gozzi, Andrzej Swiech, Xun Yu Zhou. siamco, 43(6):2009-2019, 2005. [doi]

2000

Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary ControlFausto Gozzi, Elisabeth Rouy, Andrzej Swiech. siamco, 38(2):400-430, 2000. [doi]

1999

Optimal stopping in Hilbert spaces and pricing of American optionsDariusz Gatarek, Andrzej Swiech. mmor, 50(1):135-147, 1999. [doi]

1996

Least-squares integration of one-dimensional codistributions with application to approximate feedback linearizationAndrzej Banaszuk, Andrzej Swiech, John Hauser. mcss, 9(3):207-241, 1996. [doi]

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