Krishna is called in different ways
Lord Krishna is referred to as Hrishikesha in this verse because He is the owner of all senses. The living entities are part and parcel of Him, and therefore the senses of the living entities are also part and parcel of His senses. The impersonalists cannot account for the senses of the living entities, and therefore they are always anxious to describe all living entities as senseless, or impersonal. The Lord, situated in the hearts of all living entities, directs their senses. But He directs in terms of the surrender of the living entity, and in the case of a pure devotee He directly controls the senses. Here on the Battlefield of Kurushetra the Lord directly controls the transcendental senses of Arjuna, and thus His particular name of Hrishikesha. The Lord has different names according to His different activities. For example, His name is Madhusudana because He killed the demon of the name Madhu; His name is Govinda because He gives pleasure to the cows and to the senses; His name is Vasudeva because He appeared as the son of Vasudeva; His name is Devaki-nandana because He accepted Devaki as His mother; His name is Yashoda-nandana because He awarded His childhood pastimes to Yashoda at Vrindavana; His name is Partha-sarathi because He worked as charioteer of His friend Arjuna. Similarly, His name is Hrishikesha because He gave direction to Arjuna on the Battlefield of Kurushetra.
Bhagavad Gita, 1.15 Purport