Discrete-time risk-aware optimal switching with non-adapted costs. Martyr, R., Moriarty, J., & Perninge, M. Advances in Applied Probability, 54(2):625–655, June, 2022.
Discrete-time risk-aware optimal switching with non-adapted costs [link]Paper  doi  bibtex   
@Article{Martyr:2022:DTR,
  author =       "Randall Martyr and John Moriarty and Magnus Perninge",
  title =        "Discrete-time risk-aware optimal switching with
                 non-adapted costs",
  journal =      j-ADV-APPL-PROB,
  volume =       "54",
  number =       "2",
  pages =        "625--655",
  month =        jun,
  year =         "2022",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.1017/apr.2021.44",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Tue Jun 14 12:21:30 MDT 2022",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/discretetime-riskaware-optimal-switching-with-nonadapted-costs/87E00698A0D43DCF0365C050F5FD5FC4",
  acknowledgement = ack-nhfb,
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html;
                 https://www.cambridge.org/core/journals/advances-in-applied-probability;
                 http://projecteuclid.org/euclid.aap/",
  onlinedate =   "06 June 2022",
}

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