Optimal switching problems under partial information

Kai Li, Kaj Nyström, Marcus Olofsson. Optimal switching problems under partial information. Monte Carlo Meth. and Appl., 21(2):91-120, 2015. [doi]

@article{LiNO15,
  title = {Optimal switching problems under partial information},
  author = {Kai Li and Kaj Nyström and Marcus Olofsson},
  year = {2015},
  doi = {10.1515/mcma-2014-0013},
  url = {http://dx.doi.org/10.1515/mcma-2014-0013},
  researchr = {https://researchr.org/publication/LiNO15},
  cites = {0},
  citedby = {0},
  journal = {Monte Carlo Meth. and Appl.},
  volume = {21},
  number = {2},
  pages = {91-120},
}