In this paper we prove existence results and asymptotic behavior for strong solutions u ∈ W 2,2 loc (Ω) of the nonlinear elliptic problem (P) −∆ H u + H(∇u) q + λu = f in Ω, u → +∞ on ∂Ω, where H is a suitable norm of R n , Ω ⊂ R n is a bounded domain, ∆ H is the Finsler Laplacian, 1 < q ≤ 2, λ > 0, and f is a suitable function in L ∞ loc. Furthermore, we are interested in the behavior of the solutions when λ → 0 + , studying the so-called ergodic problem associated to (P). A key role in order to study the ergodic problem will be played by local gradient estimates for (P).