CSE faculty member publishes research paper in Scopus-Indexed Q3 Journal, Journal of Daoist Studies

August 27, 2026 Dr. Sunitha C

Vidya’s faculty members promote advanced research in business portfolio management by developing a stochastic multi-objective optimisation framework using the Hamilton–Jacobi–Bellman approach, supporting effective decision-making and optimal portfolio management under uncertainty.

It is with great pride that we announce the successful publication of a research paper by Dr Arjun K P (Asso Prof, CSE Dept) titled “A Stochastic Multi-Objective Optimisation Framework for Business Portfolio Management: Hamilton–Jacobi–Bellman Approach with Geometric Convergence” in the Journal of Daoist Studies, a Scopus-indexed Q3 journal, Volume 19-6s (2026), pp. 1319–1332.

Publication Details:

Title: A Stochastic Multi-Objective Optimisation Framework for Business Portfolio Management: Hamilton–Jacobi–Bellman Approach with Geometric Convergence
Journal: Journal of Daoist Studies (Scopus Indexed, Q3)
ISSN: 1941-5516
Volume/Issue: 19-6s (2026)
Pages: 1319–1332
Corresponding Author: Dr. Arjun K P, Department of Computer Science & Engineering, Vidya Academy of Science and Technology
Co-Authors: Dr. Archana P V, Dr. Mohammad Irshad V K, Pramod V (LEAD College, Palakkad), Dr. Anupama K N (Amrita Vishwa Vidyapeetham, Ernakulam), Leeshma K (St. Joseph’s College, Calicut)
Published Link: https://journalofdaoiststudies.org/index.php/journal/article/view/1178

The paper develops a continuous-time stochastic multi-objective optimisation framework (SMOF) grounded in Hamilton–Jacobi–Bellman theory, integrating return-on-investment maximisation, risk minimisation and resource-cost efficiency for dynamic business portfolio management, with proven geometric convergence of the underlying policy-iteration algorithm.

This publication in a Scopus-indexed journal reflects the strong research output and interdisciplinary collaboration of our department with partner institutions.

The Editorial Team of News & Events, along with the entire Vidya fraternity, extends hearty congratulations to Dr Arjun on this noteworthy publication that contributes to the advancement of research in stochastic optimisation and quantitative business management !!!