Optimal Portfolio Control with Trading Strategies of Finite Variation. - Bujar Gashi; Paresh Date (CDC/ECC, 2005)

A derivation of conventional portfolios and a new linear utility method. - Bujar Gashi (ACC, 2006)

Portfolio control using the linear utility and differntiable trading strategies. - Bujar Gashi (ACC, 2006)

Risk-sensitive control for a class of nonlinear systems with multiplicative noise. - Paresh Date; Bujar Gashi (Syst. Control. Lett., 2013)

Generalised Risk-Sensitive Control with Full and Partial State Observation. - Paresh Date; Bujar Gashi (J. Math. Model. Algorithms Oper. Res., 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)

Stochastic minimum-energy control. - Bujar Gashi (Syst. Control. Lett., 2015)

Optimal stochastic regulators with state-dependent weights. - Bujar Gashi (Syst. Control. Lett., 2019)

Optimal investment in a market with random interest rate for borrowing: an explicit closed-form solution. - Abdullah Aljalal; Bujar Gashi (CoDIT, 2022)

Optimal investment in a market with borrowing and quadratic-affine interest rates. - Abdullah Aljalal; Bujar Gashi (ECC, 2022)

Optimal investment and consumption in a market with Markovian switching coefficients and borrowing. - Abdullah Aljalal; Bujar Gashi (ICCA, 2022)

Optimal Investment in a Market with Borrowing and a Combined Interest Rate Model. - Nuha Alasmi; Bujar Gashi (CoDIT, 2023)

Indefinite Risk-Sensitive Control for a Class of Nonlinear Systems. - Mashael Algoulity; Bujar Gashi (CoDIT, 2023)

Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients. - Mashael Algoulity; Bujar Gashi (CoDIT, 2023)

Optimal investment in a market with borrowing, unbounded random coefficients, and a combined interest rate model. - Abdullah Aljalal; Bujar Gashi (ECC, 2023)

Optimal regulators for a class of nonlinear stochastic systems. - Bujar Gashi; Haochen Hua (Int. J. Control, 2023)

Indefinite risk-sensitive control. - Bujar Gashi; Moyu Zhang (Eur. J. Control, 2023)

Optimal regulator for a class of nonlinear stochastic systems with random coefficients. - Mashael Algoulity; Bujar Gashi (Eur. J. Control, 2023)

Indefinite mixed H₂/H∞ control of linear stochastic systems. - Bujar Gashi; Haochen Hua (ANZCC, 2024)

Optimal investment in a market with borrowing and the Heston volatility model. - Nuha Alasmi; Bujar Gashi (CoDIT, 2024)

Optimal regulator for linear stochastic systems with state-delay and random time-horizon. - Nuha Alasmi; Bujar Gashi (CoDIT, 2024)