Generally, you can work with Columns collection of the grid and update the columns as you require. For example:
(this.myGrid.Columns as GridViewDataColumn).Header = "MyNewHeader";
The exact implementation depends entirely on your specific scenario.
Furthermore, you can set AutoGenerateColumns property of RadGridView to "True" (or leave it to its default value - True) and handle AutoGeneratingColumn
event. Thus you can update the state of the column while it is being created. You can take a look at this article
for an example on working with the above mentioned event.
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