中文摘要：

本文研究了Heston市场模型中的长期最优投资问题中的大偏差控制问题.利用动态规划方法研究了此问题的对偶一个遍历风险敏感控制问题.通过原问题和对偶问题之间的联系,获得了原问题解的明确表达式.

英文摘要：

In this paper, we study the large deviations control problem tor a long term optimal investment on Heston market model. Using dynamic programming method, we solve its dual problem which can be regarded as an ergodic risk-sensitive stochastic control problem. By the relation between primal problem and its dual problem, we obtain the solution in explicit form for primal problem.