Hello Gopinath,
You can achieve this by manipulating the exported stream. Please note that, it depends on which Export engine you use. It is possible to change the worksheet name for ExcelML only. MS Excel automatically sets the worksheet name (equal to the file name) when using the HTML format.
For your convenience, I have prepared a sample project showing you the approach. Please find it attached.
I hope this helps.
All the best,
Yoan
the Telerik team