2024
Indefinite mixed H₂/H<sub>∞</sub> control of linear stochastic systems (Conference Paper)
Gashi, B., & Hua, H. (2024). Indefinite mixed H₂/H<sub>∞</sub> control of linear stochastic systems. In 2024 Australian & New Zealand Control Conference (ANZCC). IEEE. doi:10.1109/anzcc59813.2024.10432835DOI: 10.1109/anzcc59813.2024.10432835
2023
Indefinite Risk-Sensitive Control for a Class of Nonlinear Systems (Conference Paper)
Algoulity, M., & Gashi, B. (2023). Indefinite Risk-Sensitive Control for a Class of Nonlinear Systems. In 2023 9th International Conference on Control, Decision and Information Technologies (CoDIT). IEEE. doi:10.1109/codit58514.2023.10284452DOI: 10.1109/codit58514.2023.10284452
Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients (Conference Paper)
Algoulity, M., & Gashi, B. (2023). Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients. In 2023 9th International Conference on Control, Decision and Information Technologies (CoDIT). IEEE. doi:10.1109/codit58514.2023.10284390DOI: 10.1109/codit58514.2023.10284390
Optimal Investment in a Market with Borrowing and a Combined Interest Rate Model (Conference Paper)
Alasmi, N., & Gashi, B. (2023). Optimal Investment in a Market with Borrowing and a Combined Interest Rate Model. In 2023 9th International Conference on Control, Decision and Information Technologies (CoDIT). IEEE. doi:10.1109/codit58514.2023.10284252DOI: 10.1109/codit58514.2023.10284252
Algoulity, M., & Gashi, B. (2023). Optimal regulator for a class of nonlinear stochastic systems with random coefficients. European Journal of Control, 100844. doi:10.1016/j.ejcon.2023.100844DOI: 10.1016/j.ejcon.2023.100844
Optimal investment in a market with borrowing, unbounded random coefficients, and a combined interest rate model (Conference Paper)
Aljalal, A., & Gashi, B. (2023). Optimal investment in a market with borrowing, unbounded random coefficients, and a combined interest rate model. In 2023 EUROPEAN CONTROL CONFERENCE, ECC. Retrieved from https://www.webofscience.com/DOI: 10.23919/ecc57647.2023.10178163
Hua, H., Gashi, B., & Zhang, M. (2023). Robust risk-sensitive control. International Journal of Robust and Nonlinear Control. doi:10.1002/rnc.6655DOI: 10.1002/rnc.6655
2022
Optimal investment in a market with borrowing and quadratic-affine interest rates (Conference Paper)
Aljalal, A., & Gashi, B. (2022). Optimal investment in a market with borrowing and quadratic-affine interest rates. In 2022 EUROPEAN CONTROL CONFERENCE (ECC) (pp. 1146-1151). Retrieved from https://www.webofscience.com/DOI: 10.23919/ecc55457.2022.9838340
Optimal investment and consumption in a market with Markovian switching coefficients and borrowing (Conference Paper)
Aljalal, A., & Gashi, B. (2022). Optimal investment and consumption in a market with Markovian switching coefficients and borrowing. In 2022 IEEE 17th International Conference on Control & Automation (ICCA). IEEE. doi:10.1109/icca54724.2022.9831877DOI: 10.1109/icca54724.2022.9831877
Optimal investment in a market with random interest rate for borrowing: an explicit closed-form solution (Conference Paper)
Aljalal, A., & Gashi, B. (2022). Optimal investment in a market with random interest rate for borrowing: an explicit closed-form solution. In 2022 8TH INTERNATIONAL CONFERENCE ON CONTROL, DECISION AND INFORMATION TECHNOLOGIES (CODIT'22) (pp. 764-769). doi:10.1109/CODIT55151.2022.9804053DOI: 10.1109/CODIT55151.2022.9804053
Optimal investment in a market with borrowing and unbounded random coefficients (Conference Paper)
Aljalal, A., & Gashi, B. (2022). Optimal investment in a market with borrowing and unbounded random coefficients. In 2022 UKACC 13TH INTERNATIONAL CONFERENCE ON CONTROL (CONTROL) (pp. 142-147). doi:10.1109/Control55989.2022.9781439DOI: 10.1109/Control55989.2022.9781439
2021
Gashi, B., & Hua, H. (2021). Optimal regulators for a class of nonlinear stochastic systems. International Journal of Control. doi:10.1080/00207179.2021.1982014DOI: 10.1080/00207179.2021.1982014
2019
Gashi, B. (2019). Optimal stochastic regulators with state-dependent weights. SYSTEMS & CONTROL LETTERS, 134. doi:10.1016/j.sysconle.2019.104522DOI: 10.1016/j.sysconle.2019.104522
Gashi, B., & Li, J. (2019). Integrability of exponential process and its application to backward stochastic differential equations. IMA JOURNAL OF MANAGEMENT MATHEMATICS, 30(4), 335-365. doi:10.1093/imaman/dpy008DOI: 10.1093/imaman/dpy008
Gashi, B., & Li, J. (2019). Backward stochastic differential equations with an unbounded generator. Stochastics and Dynamics, 19(1). doi:10.1142/S0219493719500084DOI: 10.1142/S0219493719500084
2017
Bingham, N. H., & Gashi, B. (2017). Voronoi means, moving averages, and power series. Journal of Mathematical Analysis and Applications, 449(01), 682-696. doi:10.1016/j.jmaa.2016.12.004DOI: 10.1016/j.jmaa.2016.12.004
2015
Stochastic minimum-energy control (Journal article)
Gashi, B. (2015). Stochastic minimum-energy control. SYSTEMS & CONTROL LETTERS, 85, 70-76. doi:10.1016/j.sysconle.2015.08.012DOI: 10.1016/j.sysconle.2015.08.012
Logarithmic moving averages (Journal article)
Bingham, N. H., & Gashi, B. (2015). Logarithmic moving averages. Journal of Mathematical Analysis and Applications, 421(2), 1790-1802. doi:10.1016/j.jmaa.2014.08.031DOI: 10.1016/j.jmaa.2014.08.031
Linear backward stochastic differential systems of descriptor type with structure and applications to engineering (Journal article)
Gashi, B., & Pantelous, A. A. (2015). Linear backward stochastic differential systems of descriptor type with structure and applications to engineering. PROBABILISTIC ENGINEERING MECHANICS, 40, 1-11. doi:10.1016/j.probengmech.2015.02.003DOI: 10.1016/j.probengmech.2015.02.003
2014
Generalised Risk-Sensitive Control in Infinite Horizon (Conference Paper)
Gashi, B., & Zhang, M. (2014). Generalised Risk-Sensitive Control in Infinite Horizon. In Vulnerability, Uncertainty, and Risk. American Society of Civil Engineers. doi:10.1061/9780784413609.108DOI: 10.1061/9780784413609.108
Risk-Sensitive Control for a Class of Nonlinear Square-Root Processes (Conference Paper)
Fei, F., & Gashi, B. (2014). Risk-Sensitive Control for a Class of Nonlinear Square-Root Processes. In Vulnerability, Uncertainty, and Risk. American Society of Civil Engineers. doi:10.1061/9780784413609.109DOI: 10.1061/9780784413609.109
Robust Stabilization and Robust<i>H</i><sub>∞</sub>Control of Uncertain Linear Stochastic Systems with Markovian Switching (Conference Paper)
Gashi, B., & Hua, H. (2014). Robust Stabilization and Robust<i>H</i><sub>∞</sub>Control of Uncertain Linear Stochastic Systems with Markovian Switching. In Vulnerability, Uncertainty, and Risk. American Society of Civil Engineers. doi:10.1061/9780784413609.106DOI: 10.1061/9780784413609.106
Linear stochastic systems of descriptor type: theory and applications (Conference Paper)
Gashi, B., & Pantelous, A. (2014). Linear stochastic systems of descriptor type. In Unknown Conference (pp. 1047-1054). CRC Press. doi:10.1201/b16387-154DOI: 10.1201/b16387-154
Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems (Journal article)
Date, P., & Gashi, B. (2014). Controllability and Controller-Observer Design for a Class of Linear Time-Varying Systems. Journal of Mathematical Modelling and Algorithms in Operations Research, 13(1), 103-112. doi:10.1007/s10852-012-9212-6DOI: 10.1007/s10852-012-9212-6
Generalised Risk-Sensitive Control with Full and Partial State Observation (Journal article)
Date, P., & Gashi, B. (2014). Generalised Risk-Sensitive Control with Full and Partial State Observation. Journal of Mathematical Modelling and Algorithms in Operations Research, 13(1), 87-101. doi:10.1007/s10852-012-9205-5DOI: 10.1007/s10852-012-9205-5
2013
Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Journal article)
Date, P., & Gashi, B. (2013). Risk-sensitive control for a class of nonlinear systems with multiplicative noise. Systems & Control Letters, 62(10), 988-999. doi:10.1016/j.sysconle.2013.07.007DOI: 10.1016/j.sysconle.2013.07.007
Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems (Journal article)
Gashi, B., & Pantelous, A. A. (2013). Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems. STOCHASTIC ANALYSIS AND APPLICATIONS, 31(1), 142-166. doi:10.1080/07362994.2013.741400DOI: 10.1080/07362994.2013.741400
2012
Two methods for optimal investment with trading strategies of finite variation (Journal article)
Gashi, B., & Date, P. (2012). Two methods for optimal investment with trading strategies of finite variation. IMA Journal of Management Mathematics, 23(2), 171-193. doi:10.1093/imaman/dpr009DOI: 10.1093/imaman/dpr009
2006
A derivation of conventional portfolios and a new linear utility method (Conference Paper)
Gashi, B. (2006). A derivation of conventional portfolios and a new linear utility method. In 2006 American Control Conference. IEEE. doi:10.1109/acc.2006.1655492DOI: 10.1109/acc.2006.1655492
Portfolio control using the linear utility and differntiable trading strategies (Conference Paper)
Gashi, B. (2006). Portfolio control using the linear utility and differntiable trading strategies. In 2006 American Control Conference. IEEE. doi:10.1109/acc.2006.1656505DOI: 10.1109/acc.2006.1656505
2005
Optimal Portfolio Control with Trading Strategies of Finite Variation (Conference Paper)
Gashi, B., & Date, P. (n.d.). Optimal Portfolio Control with Trading Strategies of Finite Variation. In Proceedings of the 44th IEEE Conference on Decision and Control. IEEE. doi:10.1109/cdc.2005.1582877DOI: 10.1109/cdc.2005.1582877
Undated
Li, J. (n.d.). Backward stochastic differential equations with unbounded coefficients and their applications. (PhD Thesis, University of Liverpool).
Fei, F. (n.d.). Risk-sensitive control for a class of non-linear systems and its financial applications. (PhD Thesis, University of Liverpool).
