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The 2 page introduction and also systematical remarks, show the connection with the following description of the paper under review.NEWLINENEWLINELet \\(\\alpha ,\\alpha '\\in (0,1]\\), \\(E=\\cup_{n\\geq 1}E_{n}\\subset{\\mathbb R}^{d}\\), \\(\\overline {E_{n}}\\subset E_{n+1}\\), \\(E_{n}\\) bounded open convex, \\(\\partial E_{n}\\) being \\(C^{2,\\alpha '}\\), \\(E^{\\wedge }= E\\cup \\{\\Delta \\}\\) be the one point compactification of \\(E\\), \\(x_{0}\\in E\\) fixed, \\(X_{t}\\) the coordinate process on \\(\\Omega =\\{\\omega \\in C([0,\\infty ),E^{\\wedge }):\\omega (t)=\\Delta\\,if\\, \\omega (s)= \\Delta \\text{ and } t>s\\}\\), \\(S^{d}\\) be the set of symmetric d\\(\\times\\)d matrices, \\({\\mathcal A}(a,b)= \\{M \\in S^{d}:a\\cdot 1\\leq M\\leq b\\cdot 1\\}\\), \\(C\\) the set of all \\(C_{\\mathrm{loc}}^{1,\\alpha }\\) functions \\(c:E\\rightarrow S^{d}\\), and \\(\\theta (x)\\cdot 1\\leq c(x)\\leq \\Theta (x)\\cdot 1\\). For \\(c\\in C\\) consider \\(L^{c}\\), acting on \\(f\\in C^{2}(E)\\), as NEWLINE\\[NEWLINE(L^{c}f) (x)= (1/2)\\sum_{i,j}c_{ij}(x)(\\partial^{2}f/\\partial x_{i}\\partial x_{j})(x),NEWLINE\\]NEWLINE i.e., as \\((1/2)\\mathrm{Tr}(c(x)(D^{2}f)(x))\\) and the solution \\(Q_{x_{0}}^{c}\\), starting from \\(x_{0}\\), of the martingale problem NEWLINE\\[NEWLINEf(X_{\\min(s,\\zeta_{n})})-\\int_{0}^{\\min(s,\\zeta_{n})}(L^{c}f)(X_{u})du,NEWLINE\\]NEWLINE where \\(\\zeta_{n}=\\inf\\{t:\\omega (t)\\notin E_{n}\\}\\) and \\(\\Pi\\) the set of all probabilities on \\(\\Omega\\) which are locally \\({\\mathcal Q}_{x_{0}}^{c}\\) absolutely continuous for some \\(c\\in C\\). Let \\({\\mathcal V}\\) be the set of all \\({\\mathbb R}^{d}\\)-valued predictable \\(\\pi_{t}\\), \\({\\mathcal Q}_{x_{0}}^{c}\\) integrable for all \\(c\\) and with \\(V_{t}^{\\pi }=1+\\int_{0}^{t}\\pi_{t}^{\\ast '}dX_{t}>0\\) \\({\\mathcal Q}_{x_{0}}^{c}\\) a.s., and define NEWLINE\\[NEWLINEg(\\pi ,\\operatorname{P})= \\sup\\{\\gamma : \\operatorname{P}\\text{-}\\liminf_{t\\rightarrow \\infty }(t^{- 1}\\log V_{t}^{\\pi })\\geq \\gamma, \\operatorname{P}\\text{-a.s.}\\}NEWLINE\\]NEWLINE The authors solve the problem by introducing a subset \\(\\Pi^{\\ast }\\subset \\Pi\\) and a \\(\\pi^{\\ast }\\in {\\mathcal V}\\) such that \\(g(\\pi^{\\ast },\\operatorname{P})\\geq \\lambda^{\\ast }\\) for all \\(\\operatorname{P}\\in \\Pi^{\\ast }\\), where NEWLINE\\[NEWLINE\\lambda^{\\ast }= \\sup_{\\pi \\in {\\mathcal V}}\\inf_{\\operatorname{P}\\in \\Pi^{\\ast }}g(\\pi , \\operatorname{P})=\\inf_{\\operatorname{P}\\in \\Pi^{\\ast }}\\sup_{\\pi \\in {\\mathcal V}}g(\\pi ,\\operatorname{P}).NEWLINE\\]NEWLINE For NEWLINE\\[NEWLINEx\\in E, M\\in S^{d}, F(x,M)=(1/2)\\sup_{A\\in {\\mathcal A}(\\theta (x),\\Theta (x))}\\mathrm{Tr}(AM),NEWLINE\\]NEWLINE for a domain \\(D\\subset E\\) and \\(\\lambda \\in {\\mathbb R}\\), let NEWLINE\\[NEWLINEH_{\\lambda }^{c}(D)=\\{\\eta \\in C^{2}(D):L^{c}\\eta +\\lambda \\eta = 0,\\eta >0\\},NEWLINE\\]NEWLINE NEWLINE\\[NEWLINE H_{\\lambda }(D)=\\{\\eta \\in C^{2}(D): F(x,D^{2}\\eta )+\\lambda \\eta \\leq 0,\\eta >0\\}NEWLINE\\]NEWLINE and, similarly, \\(H_{\\lambda }^{+}(D)\\) with \\(\\eta \\in C^{2}(\\overline {D})\\) and the inequality being in the viscosity sense. Let \\(\\lambda^{\\ast ,c}(D)=\\sup\\{\\lambda : H_{\\lambda }^{c}(D)\\neq \\emptyset \\}\\), \\(\\lambda^{\\ast }(D)=\\sup\\{\\lambda :H_{\\lambda }(D)\\neq \\emptyset \\}\\) and similarly \\(\\lambda^{+}(D)\\).NEWLINENEWLINE The first theorem proved in the paper states that \\(\\lambda^{\\ast }(D)=\\inf_{c\\in C}\\lambda^{\\ast ,c}(D)\\), for a bounded convex \\(D\\subset E\\) with \\(C^{2,\\beta }\\) boundary, \\(\\beta \\in (0,1]\\). The proof of \\(\\geq \\) requires a result about continuous selections, established in an appendix (where some general information is given about the topic), namely that for two continuous \\(\\gamma ,\\Gamma :E\\rightarrow (0,+\\infty )\\), \\(\\gamma \\leq \\Gamma\\), and \\(\\eta\\) continuous on \\(\\overline {D}\\), \\(\\eta >0\\) on \\(D\\), \\(0\\) on \\(\\partial D\\), \\(F(x,D^{2}\\eta )+\\lambda^{+}(D)\\eta =0\\) in the viscosity sense on \\(D\\) and for \\(m\\in {\\mathbb N}\\), there exists a continuous \\(c:D\\rightarrow S^{d}\\) with \\(c(x)\\in {\\mathcal A}(\\gamma (x),\\Gamma (x))\\), \\(F_{\\gamma ,\\Gamma }(x,D^{2}\\eta )\\leq L^{c}\\eta (x)+(1/m)\\).NEWLINENEWLINE The main technical result is \\(\\lambda^{\\ast }(E)=\\inf_{c\\in C}\\lambda^{\\ast ,c}(E)\\), preceded by \\(\\lambda^{\\ast }(E)=\\lim\\lambda^{\\ast }(E_{n})\\) (descending). Another appendix is devoted to the proof of one of the steps. The third theorem considers \\(\\eta^{\\ast }\\in H_{\\lambda^{\\ast }(E)}(E)\\), \\(\\eta^{\\ast }(x_{0})=1\\) and states that \\(\\pi_{t}^{\\ast }=e^{\\lambda^{\\ast }t}(\\nabla \\eta^{\\ast })(X_{t})\\), NEWLINE\\[NEWLINE\\Pi^{\\ast }=\\{\\operatorname{P}\\in \\Pi :\\operatorname{P}\\text{-}\\liminf_{t\\rightarrow \\infty }(t^{- 1}\\log\\eta^{\\ast }(X_{t}))\\geq 0,\\operatorname{P}\\text{-a.s.}\\}NEWLINE\\]NEWLINE and \\(\\lambda^{\\ast }=\\lambda^{\\ast }(E)\\) solve the problem.","type":"string"},"datatype":"string"},"type":"statement","id":"Q373833$A9AA3F0C-DA7E-4744-AEEE-6C476941FDD9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0ecc2895cc0cb9e33ba7281f43f865d620cbb11d","datavalue":{"value":{"entity-type":"item","numeric-id":453248,"id":"Q453248"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0378dda42435f33acc940954b51c1d941785c28c","datavalue":{"value":{"amount":"+0.9096699953079224","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373833$2F8778D1-9915-4C47-8E8B-B2EB17818B3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"696e61c0f3d92794d5315a0ddce4718464b1db8d","datavalue":{"value":{"entity-type":"item","numeric-id":2120607,"id":"Q2120607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2b9dd873ca37842d03f19b257a1c1afcc7545092","datavalue":{"value":{"amount":"+0.8852266073226929","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373833$F4A09E58-4E09-43B3-A813-96790219070B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c790695b6ba1be6639bbb9dd4c736d77ccfcd6c6","datavalue":{"value":{"entity-type":"item","numeric-id":2240869,"id":"Q2240869"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e40d749d04e567b816ed30722e9ee9aa6ef350c6","datavalue":{"value":{"amount":"+0.8433692455291748","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373833$D874520E-0D9B-425B-AB46-E8770BEB5990","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ffa4980c375188efa431934f502e102681a5ae18","datavalue":{"value":{"entity-type":"item","numeric-id":2428048,"id":"Q2428048"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"177f7930b2e1002a79add32710c8e23f29b030d3","datavalue":{"value":{"amount":"+0.7865689396858215","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373833$09743EEB-99FE-4803-AB2F-7765F9BD6F26","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dc73cde14af713fc14927f13c4e0a052ad87d4e9","datavalue":{"value":{"entity-type":"item","numeric-id":5743121,"id":"Q5743121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dadb97657fc7d3154b3133bf9136dfab1a5ca6df","datavalue":{"value":{"amount":"+0.7753370404243469","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373833$0FE742F6-0DD4-46DE-80D8-5E373D5077C8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Robust maximization of asymptotic growth under covariance uncertainty","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Robust_maximization_of_asymptotic_growth_under_covariance_uncertainty"}}}}}