@article {MR2340875,
	title = {A control approach to robust utility maximization with logarithmic utility and time-consistent penalties},
	journal = {Stochastic Process. Appl.},
	volume = {117},
	number = {8},
	year = {2007},
	pages = {980{\textendash}1000},
	issn = {0304-4149},
	doi = {10.1016/j.spa.2006.11.005},
	author = {Hern{\'a}ndez-Hern{\'a}ndez, Daniel and Schied, Alexander}
}
