K. Suresh Kumar

Available identifiers

zbMath Open kumar.k-sureshMaRDI QIDQ233103

List of research outcomes

Publication	Date of Publication	Type
Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach	2023-06-20	Paper
Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions	2021-07-15	Paper
Nonzero-sum risk-sensitive stochastic differential games with discounted costs	2021-04-27	Paper
A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$	2021-03-18	Paper
Risk-sensitive control of reflected diffusion processes on orthrant	2018-05-09	Paper
Risk-sensitive control and an abstract Collatz-Wielandt formula	2017-01-10	Paper
A class of stochastic differential equations with pathwise unique solutions	2016-12-13	Paper
Zero-sum risk-sensitive stochastic games for continuous time Markov chains	2016-09-26	Paper
Nonzero-sum risk-sensitive stochastic differential games	2016-04-05	Paper
Nonzero-Sum Risk Sensitive Stochastic Games for Continuous Time Markov Chains	2016-03-08	Paper
https://portal.mardi4nfdi.de/entity/Q3456221	2015-12-11	Paper
Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space	2015-10-20	Paper
Relative Value Iteration for Stochastic Differential Games	2014-10-31	Paper
Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs	2014-07-30	Paper
Risk-sensitive control of pure jump process on countable space with near monotone cost	2014-03-24	Paper
A class of degenerate stochastic differential equations with non-Lipschitz coefficients	2013-09-24	Paper
Singular Perturbations in Stochastic Ergodic Control Problems	2013-03-19	Paper
Singular Perturbations in Risk-Sensitive Stochastic Control	2010-12-03	Paper
Erratum to: Risk-sensitive control with near monotone cost	2010-12-03	Paper
Risk-sensitive control with near monotone cost	2010-11-22	Paper
Erratum to: Risk-sensitive control with near monotone cost	2010-11-22	Paper
A new Markov selection procedure for degenerate diffusions	2010-10-13	Paper
McKean–Vlasov Limit in Portfolio Optimization	2010-10-07	Paper
Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach	2009-11-23	Paper
Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach	2009-03-10	Paper
Risk-sensitive portfolio optimization problems with general nonnegative factor models	2009-02-26	Paper
Nonzero-sum stochastic differential games with reflecting diffusions	2007-09-19	Paper
Numerical analysis of a zero-sum stochastic differential game in a bounded domain	2007-09-19	Paper
A nonzero-sum stochastic differential game in the orthant	2005-04-21	Paper
A stochastic differential game in the orthrant	2002-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q4792520	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q2741092	2001-11-18	Paper
Zero-sum stochastic differential games with reflecting diffusions	1998-04-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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