Bujar Gashi

According to our database, Bujar Gashi authored at least 21 papers between 2005 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Optimal regulator for linear stochastic systems with state-delay and random time-horizon.

Nuha Alasmi, Bujar Gashi

Proceedings of the 10th International Conference on Control, 2024

Optimal investment in a market with borrowing and the Heston volatility model.

Nuha Alasmi, Bujar Gashi

Proceedings of the 10th International Conference on Control, 2024

Indefinite mixed H₂/H∞ control of linear stochastic systems.

Bujar Gashi, Haochen Hua

Proceedings of the Australian & New Zealand Control Conference, 2024

2023

Optimal regulator for a class of nonlinear stochastic systems with random coefficients.

Mashael Algoulity, Bujar Gashi

Eur. J. Control, November, 2023

Indefinite risk-sensitive control.

Bujar Gashi, Moyu Zhang

Eur. J. Control, January, 2023

Optimal regulators for a class of nonlinear stochastic systems.

Bujar Gashi, Haochen Hua

Int. J. Control, 2023

Optimal investment in a market with borrowing, unbounded random coefficients, and a combined interest rate model.

Abdullah Aljalal, Bujar Gashi

Proceedings of the European Control Conference, 2023

Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients.

Mashael Algoulity, Bujar Gashi

Proceedings of the 9th International Conference on Control, 2023

Indefinite Risk-Sensitive Control for a Class of Nonlinear Systems.

Mashael Algoulity, Bujar Gashi

Proceedings of the 9th International Conference on Control, 2023

Optimal Investment in a Market with Borrowing and a Combined Interest Rate Model.

Nuha Alasmi, Bujar Gashi

Proceedings of the 9th International Conference on Control, 2023

2022

Optimal investment and consumption in a market with Markovian switching coefficients and borrowing.

Abdullah Aljalal, Bujar Gashi

Proceedings of the 17th IEEE International Conference on Control & Automation, 2022

Optimal investment in a market with borrowing and quadratic-affine interest rates.

Abdullah Aljalal, Bujar Gashi

Proceedings of the European Control Conference, 2022

Optimal investment in a market with random interest rate for borrowing: an explicit closed-form solution.

Abdullah Aljalal, Bujar Gashi

Proceedings of the 8th International Conference on Control, 2022

2019

Optimal stochastic regulators with state-dependent weights.

Bujar Gashi

Syst. Control. Lett., 2019

2015

Stochastic minimum-energy control.

Bujar Gashi

Syst. Control. Lett., 2015

2014

Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems.

Paresh Date, Bujar Gashi

J. Math. Model. Algorithms Oper. Res., 2014

Generalised Risk-Sensitive Control with Full and Partial State Observation.

Paresh Date, Bujar Gashi

J. Math. Model. Algorithms Oper. Res., 2014

2013

Risk-sensitive control for a class of nonlinear systems with multiplicative noise.

Paresh Date, Bujar Gashi

Syst. Control. Lett., 2013

2006

Portfolio control using the linear utility and differntiable trading strategies.

Bujar Gashi

Proceedings of the American Control Conference, 2006

A derivation of conventional portfolios and a new linear utility method.

Bujar Gashi

Proceedings of the American Control Conference, 2006

2005

Optimal Portfolio Control with Trading Strategies of Finite Variation.

Bujar Gashi, Paresh Date

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005