References

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• 1998On ergodic stochastic control153 cited
• 1999Optimal long term growth rate of expected utility of wealth102 cited
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• 2003Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models91 cited
• 2015Feynman–Kac representation for Hamilton–Jacobi–Bellman IPDE72 cited
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• 2010Asymptotics of the probability minimizing a “down-side” risk42 cited
• 2011Large time asymptotic problems for optimal stochastic control with superlinear cost