I assign different generals to differnent portions of the empire and there they stay, doing whatever is necessary. On quiet frontiers some of them never fight, while in territories nearby enemy nations or in rebelious areas they sometimes go from one battle to another day after day until they fall stone dead out of the saddle. It creates a huge imbalance in who has governing ability and who has fighting abilty, but I'm not going to march all my generals back and forth across my lands all day because that will be painfully annoying and potentially disasterous, as some of the more managment-oriented guys will end up losing battles that the veterans would have won. (this has been a problem more than once)