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