My CV.
Research interests: Nonlinear PDE, viscosity solutions, PDE in infinite dimensional spaces, integro-PDE, stochastic and deterministic optimal control, stochastic PDE, control theory, differential games, mean field games, nonlinear functional analysis, calculus of variations, mathematical finance.
A list of my publications.
G. Fabbri, F. Gozzi and A. Święch, Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations, with a contribution by M. Fuhrman and G. Tessitore, Probability Theory and Stochastic Modelling, vol. 82, Springer, 2017.
Errata to the book Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations, G. Fabbri, F. Gozzi and A. Święch, with a contribution by M. Fuhrman and G. Tessitore, Probability Theory and Stochastic Modelling, vol. 82, Springer, 2017.
2010 JMSJ (Journal of The Mathematical Society of Japan) Outstanding Paper Prize for the article S. Koike and A. Święch, Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients, J. Math. Soc. Japan. 61 (2009), no. 3, 723-755.
Spring 2023 courses: Math 4317, Analysis I (see the course webpage on Canvas).
Applied Mathematics and Optimization, 2016-present.
Mathematical Control and Related Fields, 2011-2018.
SIAM Journal on Control and Optimization, 2006-2012.
Office: Skiles Building 206
Address: School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332
Phone: (404) 894-2705
E-mail: swiech@math.gatech.edu