Suresh Kumar Krishnannair
Suresh Kumar Krishnannair
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McKean–Vlasov limit in portfolio optimization
VS Borkar, K Suresh Kumar
Stochastic Analysis and Applications 28 (5), 884-906, 2010
Risk-sensitive control of pure jump process on countable space with near monotone cost
KS Kumar, C Pal
Applied Mathematics and Optimization 68 (3), 311, 2013
Risk-sensitive control with near monotone cost
A Biswas, VS Borkar, K Suresh Kumar
Applied Mathematics & Optimization 62, 145-163, 2010
Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space
CP K Suresh Kumar
Stochastic Analysis and Applications 33 (5), 863-881, 2015
A new Markov selection procedure for degenerate diffusions
VS Borkar, K Suresh Kumar
Journal of Theoretical Probability 23, 729-747, 2010
Zero-sum risk-sensitive stochastic games for continuous time Markov chains
MK Ghosh, KS Kumar, C Pal
Stochastic Analysis and Applications 34 (5), 835-851, 2016
A class of degenerate stochastic differential equations with non-Lipschitz coefficients
K Suresh Kumar
Proceedings-Mathematical Sciences 123, 443-454, 2013
Risk-sensitive control and an abstract Collatz–Wielandt formula
A Arapostathis, VS Borkar, KS Kumar
Journal of Theoretical Probability 29, 1458-1484, 2016
Ag Doped Titanium Dioxide Nanocomposite‐modified Glassy Carbon Electrode as Electrochemical Interface for Catechol Sensing
TN Ravishankar, K Suresh Kumar, SR Teixeira, C Fernandez, ...
Electroanalysis 28 (3), 452-461, 2016
Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs
A Arapostathis, VS Borkar, KS Kumar
SIAM Journal on Control and Optimization 52 (1), 1-31, 2014
A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on
A Arapostathis, A Biswas, VS Borkar, KS Kumar
SIAM Journal on Control and Optimization 58 (6), 3785-3813, 2020
On stochastic learning in predictive wireless ARQ
KS Kumar, R Chandramouli, KP Subbalakshmi
Wireless Communications and Mobile Computing 8 (7), 871-883, 2008
Risk-sensitive portfolio optimization problems with fixed income securities
M Goel, KS Kumar
Journal of optimization theory and applications 142, 67-84, 2009
Portfolio optimization in a semi-Markov modulated market
MK Ghosh, A Goswami, SK Kumar
Applied Mathematics and Optimization 60 (2), 275-296, 2009
A stochastic differential game in the orthrant
MK Ghosh, KS Kumar
Journal of mathematical analysis and applications 265 (1), 12-37, 2002
Singular perturbations in risk-sensitive stochastic control
VS Borkar, KS Kumar
SIAM journal on control and optimization 48 (6), 3675-3697, 2010
A risk-sensitive portfolio optimisation problem with stochastic interest rate
M Goel, SK K
Journal of Emerging Market Finance 5 (3), 263-282, 2006
Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
SR Athreya, VS Borkar, KS Kumar, R Sundaresan
Applied Mathematics & Optimization 83, 2327-2374, 2021
Relative value iteration for stochastic differential games
A Arapostathis, VS Borkar, KS Kumar
Advances in Dynamic Games: Theory, Applications, and Numerical Methods, 3-27, 2013
An infinite factor model for the interest rate derivatives
A Bagchi, KS Kumar
Mathematical Finance: Workshop of the Mathematical Finance Research Project …, 2001
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