School of Mathematics and System Sciences, Shandong University, Jinan 250100, P.R. China;
School of Mathematical Sciences, Shandong Normal University, Jinan 250014, P. R. China;
School of Mathematics and System Sciences, Shandong University, Jinan 250100, P.R. China;
Stochastic maximum principle; risk-sensitive control; convex variational technique; portfolio choice;