Before revision: We obtain structural results for non-Markovian optimal switching problems in discrete time on an infinite horizon, when the decision maker is risk averse and has partial information about the stochastic sequences generating the costs , and establish existence and uniqueness of solutions for the associated reflected backward stochastic difference equations.
After revision: We obtain structural results for non-Markovian optimal switching problems in discrete time on an infinite horizon, when the decision maker is risk aware and the filtration is general , and establish existence and uniqueness of solutions for the associated reflected backward stochastic difference equations.