Least-squares integration of one-dimensional codistributions with application to approximate feedback linearization. - Andrzej Banaszuk; Andrzej Swiech; John Hauser (Math. Control. Signals Syst., 1996)

Optimal stopping in Hilbert spaces and pricing of American options. - Dariusz Gatarek; Andrzej Swiech (Math. Methods Oper. Res., 1999)

Second Order Hamilton–Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control. - Fausto Gozzi; Elisabeth Rouy; Andrzej Swiech (SIAM J. Control. Optim., 2000)

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)

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)

Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems. - Andrzej Swiech (SIAM J. Control. Optim., 2020)

Finite Dimensional Approximations of Hamilton-Jacobi-Bellman Equations in Spaces of Probability Measures. - Wilfrid Gangbo; Sergio Mayorga; Andrzej Swiech (SIAM J. Math. Anal., 2021)

Finite Dimensional Approximations of Hamilton-Jacobi-Bellman Equations for Stochastic Particle Systems with Common Noise. - Sergio Mayorga; Andrzej Swiech (SIAM J. Control. Optim., 2023)

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)