Bujar Gashi

23 papers C 10Journal 8Unranked 5
YearRankTypeTitle / Venue / Authors
2025 C conf
Optimal investment in a multi-asset market with borrowing and unbounded random coefficients.
CoDIT
Nuha Alasmi, Bujar Gashi
2025 C conf
Optimal regulator for linear stochastic systems with Markovian-switching coefficients and state-delay.
CoDIT
Nuha Alasmi, Bujar Gashi
2024 — conf
Indefinite mixed H₂/H∞ control of linear stochastic systems.
ANZCC
Bujar Gashi, Haochen Hua
2024 C conf
Optimal investment in a market with borrowing and the Heston volatility model.
CoDIT
Nuha Alasmi, Bujar Gashi
2024 C conf
Optimal regulator for linear stochastic systems with state-delay and random time-horizon.
CoDIT
Nuha Alasmi, Bujar Gashi
2023 C conf
Indefinite Risk-Sensitive Control for a Class of Nonlinear Systems.
CoDIT
Mashael Algoulity, Bujar Gashi
2023 J jnl
Indefinite risk-sensitive control.
Eur. J. Control
Bujar Gashi, Moyu Zhang
2023 C conf
Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients.
CoDIT
Mashael Algoulity, Bujar Gashi
2023 C conf
Optimal Investment in a Market with Borrowing and a Combined Interest Rate Model.
CoDIT
Nuha Alasmi, Bujar Gashi
2023 — conf
Optimal investment in a market with borrowing, unbounded random coefficients, and a combined interest rate model.
ECC
Abdullah Aljalal, Bujar Gashi
2023 J jnl
Optimal regulator for a class of nonlinear stochastic systems with random coefficients.
Eur. J. Control
Mashael Algoulity, Bujar Gashi
2023 J jnl
Optimal regulators for a class of nonlinear stochastic systems.
Int. J. Control
Bujar Gashi, Haochen Hua
2022 — conf
Optimal investment and consumption in a market with Markovian switching coefficients and borrowing.
ICCA
Abdullah Aljalal, Bujar Gashi
2022 — conf
Optimal investment in a market with borrowing and quadratic-affine interest rates.
ECC
Abdullah Aljalal, Bujar Gashi
2022 C conf
Optimal investment in a market with random interest rate for borrowing: an explicit closed-form solution.
CoDIT
Abdullah Aljalal, Bujar Gashi
2019 J jnl
Optimal stochastic regulators with state-dependent weights.
Syst. Control. Lett.
Bujar Gashi
2015 J jnl
Stochastic minimum-energy control.
Syst. Control. Lett.
Bujar Gashi
2014 J jnl
Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems.
J. Math. Model. Algorithms Oper. Res.
Paresh Date, Bujar Gashi
2014 J jnl
Generalised Risk-Sensitive Control with Full and Partial State Observation.
J. Math. Model. Algorithms Oper. Res.
Paresh Date, Bujar Gashi
2013 J jnl
Risk-sensitive control for a class of nonlinear systems with multiplicative noise.
Syst. Control. Lett.
Paresh Date, Bujar Gashi
2006 C conf
A derivation of conventional portfolios and a new linear utility method.
ACC
Bujar Gashi
2006 C conf
Portfolio control using the linear utility and differntiable trading strategies.
ACC
Bujar Gashi
2005 — conf
Optimal Portfolio Control with Trading Strategies of Finite Variation.
CDC/ECC
Bujar Gashi, Paresh Date