The following pages link to K. Suresh Kumar (Q233103):
Displaying 32 items.
- A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309) (← links)
- Risk-sensitive control and an abstract Collatz-Wielandt formula (Q501823) (← links)
- Risk-sensitive control with near monotone cost (Q607556) (← links)
- Risk-sensitive portfolio optimization problems with general nonnegative factor models (Q1002378) (← links)
- Zero-sum stochastic differential games with reflecting diffusions (Q1384165) (← links)
- A nonzero-sum stochastic differential game in the orthant (Q1771389) (← links)
- A new Markov selection procedure for degenerate diffusions (Q1960235) (← links)
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
- Nonzero-sum stochastic differential games with reflecting diffusions (Q2381875) (← links)
- Numerical analysis of a zero-sum stochastic differential game in a bounded domain (Q2381888) (← links)
- Risk-sensitive control of pure jump process on countable space with near monotone cost (Q2441391) (← links)
- A class of stochastic differential equations with pathwise unique solutions (Q2520146) (← links)
- (Q2741092) (← links)
- Zero-sum risk-sensitive stochastic games for continuous time Markov chains (Q2821906) (← links)
- Relative Value Iteration for Stochastic Differential Games (Q2926593) (← links)
- Singular Perturbations in Risk-Sensitive Stochastic Control (Q3060361) (← links)
- Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← links)
- (Q3456221) (← links)
- Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach (Q3614798) (← links)
- Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach (Q3647589) (← links)
- Risk-sensitive control of reflected diffusion processes on orthrant (Q4639421) (← links)
- (Q4792520) (← links)
- Singular Perturbations in Stochastic Ergodic Control Problems (Q4910560) (← links)
- McKean–Vlasov Limit in Portfolio Optimization (Q4932836) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs (Q5494866) (← links)
- A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517) (← links)
- Erratum to: Risk-sensitive control with near monotone cost (Q5893963) (← links)
- A stochastic differential game in the orthrant (Q5957136) (← links)
- Erratum to: Risk-sensitive control with near monotone cost (Q5966099) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)
- Small noise perturbations of stochastic ergodic control problems (Q6532760) (← links)
