Andrzej Świȩch

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Person:345034

Available identifiers

zbMath Open swiech.andrzejMaRDI QIDQ345034

List of research outcomes





PublicationDate of PublicationType
Optimal control of stochastic delay differential equations: optimal feedback controls2025-01-20Paper
Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs2024-07-08Paper
Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions2023-10-04Paper
Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise2023-05-04Paper
Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models2023-02-17Paper
Aleksandrov-Bakelman-Pucci maximum principle for \(L^p\)-viscosity solutions of equations with unbounded terms2022-12-01Paper
Existence of solutions to a fully nonlinear free transmission problem2022-03-23Paper
Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions2021-07-07Paper
Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures2021-03-19Paper
Viscosity solutions to an initial value problem for a Hamilton-Jacobi equation with a degenerate Hamiltonian occurring in the dynamics of peakons2021-02-16Paper
A fully nonlinear degenerate free transmission problem2020-08-16Paper
Pointwise properties of \(L^p\)-viscosity solutions of uniformly elliptic equations with quadratically growing gradient terms2020-03-26Paper
Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations2020-02-21Paper
Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems2020-01-22Paper
Coupling Lévy measures and comparison principles for viscosity solutions2019-10-31Paper
Weak Harnack inequality for fully nonlinear uniformly parabolic equations with unbounded ingredients and applications2019-07-17Paper
A note on the upper perturbation property and removable sets for fully nonlinear degenerate elliptic PDE2019-02-28Paper
Corrigendum to: ``Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE2018-09-27Paper
Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE2017-12-20Paper
Stochastic Optimal Control in Infinite Dimension2017-03-20Paper
Integro-PDE in Hilbert spaces: existence of viscosity solutions2016-11-25Paper
Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations2016-03-08Paper
Uniqueness of viscosity solutions for a class of integro-differential equations2015-11-09Paper
Existence of a solution to an equation arising from the theory of mean field games2015-09-22Paper
Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes2015-09-11Paper
Representation formulas for solutions of Isaacs integro-PDE2014-06-06Paper
Optimal transport and large number of particles2013-11-11Paper
Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov)2013-09-04Paper
Local maximum principle for \(L^p\)-viscosity solutions of fully nonlinear elliptic PDEs with unbounded coefficients2013-04-30Paper
Uniqueness for integro-PDE in Hilbert spaces2013-02-15Paper
Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces2011-08-08Paper
Existence of strong solutions of Pucci extremal equations with superlinear growth in \(Du\)2011-04-13Paper
Large deviations for stochastic PDE with Lévy noise2011-01-28Paper
Verification theorem and construction of $\epsilon$-optimal controls for control of abstract evolution equations2010-06-17Paper
Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients2009-09-15Paper
A PDE approach to large deviations in Hilbert spaces2009-05-06Paper
Regularity for obstacle problems in infinite dimensional Hilbert spaces2009-01-27Paper
Maximum principle for fully nonlinear equations via the iterated comparison function method2007-11-05Paper
Perron's method and the method of relaxed limits for ``unbounded PDE in Hilbert spaces2007-01-10Paper
Maximum principle and existence of \(L^p\)-viscosity solutions for fully nonlinear uniformly elliptic equations with measurable and quadratic terms2005-06-14Paper
Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations2005-05-04Paper
https://portal.mardi4nfdi.de/entity/Q44533212004-03-07Paper
\(W^{1,p}\)-interior estimates for solutions of fully nonlinear, uniformly elliptic equations2003-09-25Paper
Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation2003-08-18Paper
Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations2002-09-25Paper
Optimal stopping in Hilbert spaces and pricing of American options2002-09-03Paper
Risk-sensitive control and differential games in infinite dimensions2002-08-25Paper
Good and viscosity solutions of fully nonlinear elliptic equations2001-12-10Paper
Lp- Theory for fully nonlinear uniformly parabolic equations2001-10-07Paper
Incentive compatibility constraints and dynamic programming in continuous time2001-03-20Paper
Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control2000-03-19Paper
Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation2000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42565691999-07-19Paper
https://portal.mardi4nfdi.de/entity/Q43523851998-08-03Paper
https://portal.mardi4nfdi.de/entity/Q43644931998-04-23Paper
Optimal maps for the multidimensional Monge-Kantorovich problem1997-09-15Paper
On differential games for infinite-dimensional systems with nonlinear, unbounded operators1997-08-28Paper
Another approach to the existence of value functions of stochastic differential games1997-04-29Paper
On viscosity solutions of fully nonlinear equations with measurable ingredients1997-01-27Paper
Perturbed optimization on product spaces1996-02-06Paper
Second order unbounded parabolic equations in separated form1995-12-11Paper
https://portal.mardi4nfdi.de/entity/Q43211191995-09-21Paper
https://portal.mardi4nfdi.de/entity/Q43137751995-05-15Paper
Spectral characterization of operators with precompact orbit1990-01-01Paper
Optimal control of stochastic delay differential equations: Optimal feedback controlsN/APaper

Research outcomes over time

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