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  "author": "Cyril Izuchukwu Udeani",
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  "author": "Cyril Izuchukwu Udeani",
            
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  "doi": "10.57702/z2cq7j4o",
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  "doi": "10.57702/z2cq7j4o",
            
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  "extra_authors": [
            
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    {
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    {
            
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      "extra_author": "Daniel \u02c7Sev\u02c7covi\u02c7c",
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      "extra_author": "Daniel \u02c7Sev\u02c7covi\u02c7c",
            
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      "name": "hamilton-jacobi-bellman-equation",
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      "name": "hamilton-jacobi-bellman-equation",
            
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      "title": "Hamilton-Jacobi-Bellman equation"
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      "title": "Hamilton-Jacobi-Bellman equation"
            
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    },
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      "description": "",
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      "description": "",
            
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      "name": "portfolio-optimization",
            
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      "title": "Portfolio Optimization"
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      "title": "Portfolio Optimization"
            
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  "name": 
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  "notes": "The dataset used in this paper is a fully nonlinear 
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  "notes": "The dataset used in this paper is a fully nonlinear 
            
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evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation arising 
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evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation arising 
            
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from portfolio optimization selection, where the goal is to maximize 
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from portfolio optimization selection, where the goal is to maximize 
            
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the conditional expected value of the terminal utility of the 
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the conditional expected value of the terminal utility of the 
            
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portfolio.",
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portfolio.",
            
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  "title": "Hamilton-Jacobi-Bellman equation for portfolio 
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  "title": "Hamilton-Jacobi-Bellman equation for portfolio 
            
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optimization",
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optimization",
            
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}