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Gashi, Bujar and Zhang, Moyu
(2022)
Indefinite risk-sensitive control.
European Journal of Control, 69.
p. 100741.
Gashi, Bujar and Li, Jiajie
(2019)
Integrability of exponential process and its application to backward stochastic differential equations.
IMA JOURNAL OF MANAGEMENT MATHEMATICS, 30 (4).
pp. 335-365.
Algoulity, Mashael and Gashi, Bujar
(2023)
Optimal regulator for a class of nonlinear stochastic systems with random coefficients.
European Journal of Control, 74.
p. 100844.
Gashi, Bujar and Hua, Haochen
(2021)
Optimal regulators for a class of nonlinear stochastic systems.
International Journal of Control, 96 (1).
pp. 136-146.
Gashi, Bujar
(2019)
Optimal stochastic regulators with state-dependent weights.
SYSTEMS & CONTROL LETTERS, 134.
p. 104522.
Algoulity, Mashael Abdulmain
(2021)
Quadratic Backward Stochastic Differential Equations with Unbounded Coefficients and their Application.
PhD thesis, University of Liverpool.
Hua, Haochen, Gashi, Bujar and Zhang, Moyu
(2023)
Robust risk-sensitive control.
International Journal of Robust and Nonlinear Control, 33 (10).
pp. 5484-5509.