@article{649ba75d67904e63b400886bf50ddf22,
title = "Optimal Regime Switching under Risk Aversion and Uncertainty",
keywords = "Investment analysis, Real options, Regime switching, Risk aversion, Dynamic programming",
author = "Michail Chronopoulos and S. Lumbreras",
note = "{\textcopyright} 2016. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/",
year = "2016",
month = jun,
day = "16",
doi = "10.1016/j.ejor.2016.06.027",
language = "English",
volume = "256",
pages = "543--555",
journal = "European Journal of Operational Research",
issn = "0377-2217",
number = "2",
}