Before revision:  Using the connection between utility maximisation and f-divergence minimisation, we obtain a general formula for optimal strategy in change-point case for initially enlarged filtration and also for progressively enlarged filtration when the utility is exponential .
After revision:  Using the connection between utility maximisation and f-divergence minimisation, we obtain a general formula for optimal strategy in change-point case for initially enlarged filtration and also for progressively enlarged filtration in the case of exponential utility .