We develop a simple and general method for solving non-linear Hamilton-Jacobi-Bellman partial differential equations HJB PDEs . We apply our method to the  portfolio model.
We develop a simple and general method that transforms ( non-linear ) PDEs to ODEs . We apply our method to the stochastic portfolio model.
R
for solving
that transforms (
R
Hamilton-Jacobi-Bellman partial differential equations HJB PDEs
) PDEs to ODEs
A
stochastic