Before revision:  Our results permit us to give mathematically rigorous proofs of numerical observations made in Schied and Zhang arXiv:1305.4013, 2013  . In particular, we provide a range of model parameters for which the limiting expected costs of both agents are decreasing functions of \theta.
After revision:  Our results permit us to give mathematically rigorous proofs of numerical observations made in Schied and Zhang ( 2013 . In particular, we provide a range of model parameters for which the limiting expected costs of both agents are decreasing functions of \theta.