Bujar Gashi

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 13

Top Topics

Weighting Coefficients

Optimal Portfolio

Asset Allocation

Stochastic Systems

Top Venues

Eur. J. Control

J. Math. Model. Algorithms Oper. Res.

Syst. Control. Lett.

Publications

Bujar Gashi, Haochen Hua
Indefinite mixed H₂/H∞ control of linear stochastic systems. ANZCC (2024)
Nuha Alasmi, Bujar Gashi
Optimal Investment in a Market with Borrowing and a Combined Interest Rate Model. CoDIT (2023)
Mashael Algoulity, Bujar Gashi
Optimal regulator for a class of nonlinear stochastic systems with random coefficients. Eur. J. Control 74 (2023)
Mashael Algoulity, Bujar Gashi
Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients. CoDIT (2023)
Abdullah Aljalal, Bujar Gashi
Optimal investment in a market with borrowing, unbounded random coefficients, and a combined interest rate model. ECC (2023)
Mashael Algoulity, Bujar Gashi
Indefinite Risk-Sensitive Control for a Class of Nonlinear Systems. CoDIT (2023)
Bujar Gashi, Moyu Zhang
Indefinite risk-sensitive control. Eur. J. Control 69 (2023)
Bujar Gashi, Haochen Hua
Optimal regulators for a class of nonlinear stochastic systems. Int. J. Control 96 (1) (2023)
Abdullah Aljalal, Bujar Gashi
Optimal investment in a market with borrowing and quadratic-affine interest rates. ECC (2022)
Abdullah Aljalal, Bujar Gashi
Optimal investment and consumption in a market with Markovian switching coefficients and borrowing. ICCA (2022)
Abdullah Aljalal, Bujar Gashi
Optimal investment in a market with random interest rate for borrowing: an explicit closed-form solution. CoDIT (2022)
Bujar Gashi
Optimal stochastic regulators with state-dependent weights. Syst. Control. Lett. 134 (2019)
Bujar Gashi
Stochastic minimum-energy control. Syst. Control. Lett. 85 (2015)
Paresh Date, Bujar Gashi
Generalised Risk-Sensitive Control with Full and Partial State Observation. J. Math. Model. Algorithms Oper. Res. 13 (1) (2014)
Paresh Date, Bujar Gashi
Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems. J. Math. Model. Algorithms Oper. Res. 13 (1) (2014)
Paresh Date, Bujar Gashi
Risk-sensitive control for a class of nonlinear systems with multiplicative noise. Syst. Control. Lett. 62 (10) (2013)
Bujar Gashi
Portfolio control using the linear utility and differntiable trading strategies. ACC (2006)
Bujar Gashi
A derivation of conventional portfolios and a new linear utility method. ACC (2006)
Bujar Gashi, Paresh Date
Optimal Portfolio Control with Trading Strategies of Finite Variation. CDC/ECC (2005)