McKean–Vlasov limit in portfolio optimization VS Borkar, K Suresh Kumar Stochastic Analysis and Applications 28 (5), 884-906, 2010 | 40 | 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 | 33 | 2013 |

Risk-sensitive control with near monotone cost A Biswas, VS Borkar, K Suresh Kumar Applied Mathematics & Optimization 62, 145-163, 2010 | 33 | 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 | 29 | 2015 |

A new Markov selection procedure for degenerate diffusions VS Borkar, K Suresh Kumar Journal of Theoretical Probability 23, 729-747, 2010 | 24 | 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 | 23 | 2016 |

A class of degenerate stochastic differential equations with non-Lipschitz coefficients K Suresh Kumar Proceedings-Mathematical Sciences 123, 443-454, 2013 | 19 | 2013 |

Risk-sensitive control and an abstract Collatz–Wielandt formula A Arapostathis, VS Borkar, KS Kumar Journal of Theoretical Probability 29, 1458-1484, 2016 | 18 | 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 | 18 | 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 | 18 | 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 | 17 | 2020 |

On stochastic learning in predictive wireless ARQ KS Kumar, R Chandramouli, KP Subbalakshmi Wireless Communications and Mobile Computing 8 (7), 871-883, 2008 | 16 | 2008 |

Risk-sensitive portfolio optimization problems with fixed income securities M Goel, KS Kumar Journal of optimization theory and applications 142, 67-84, 2009 | 15 | 2009 |

Portfolio optimization in a semi-Markov modulated market MK Ghosh, A Goswami, SK Kumar Applied Mathematics and Optimization 60 (2), 275-296, 2009 | 13 | 2009 |

A stochastic differential game in the orthrant MK Ghosh, KS Kumar Journal of mathematical analysis and applications 265 (1), 12-37, 2002 | 13 | 2002 |

Singular perturbations in risk-sensitive stochastic control VS Borkar, KS Kumar SIAM journal on control and optimization 48 (6), 3675-3697, 2010 | 10 | 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 | 9 | 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 | 8 | 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 | 7 | 2013 |

An infinite factor model for the interest rate derivatives A Bagchi, KS Kumar Mathematical Finance: Workshop of the Mathematical Finance Research Project …, 2001 | 7 | 2001 |