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A central limit theorem for normalized products of random matrices., and . Period. Math. Hung., 56 (2): 183-211 (2008)Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space., and . Math. Oper. Res., 36 (1): 133-146 (2011)Analysis of a risk-sensitive control problem for hidden Markov chains., , and . IEEE Trans. Automat. Contr., 44 (5): 1093-1100 (1999)Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management., , and . Math. Methods Oper. Res., 50 (2): 167-188 (1999)Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space., and . Syst. Control. Lett., 58 (4): 254-258 (2009)The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion., and . SIAM J. Control and Optimization, 57 (1): 219-240 (2019)Zero-Sum Stochastic Games with Random Rules of Priority, Discrete Linear-Quadratic Model., and . Dyn. Games Appl., 12 (4): 1293-1311 (2022)Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients., and . SIAM J. Control. Optim., 44 (4): 1322-1344 (2005)Characterization of the Value Process in Robust Efficient Hedging., and . J. Optimization Theory and Applications, 161 (1): 56-75 (2014)Local Poisson equations associated with the Varadhan functional., and . Asymptot. Anal., 96 (1): 23-50 (2016)