Risk averse submodular utility maximization

DOI10.1016/j.orl.2015.08.001zbMath1408.90213OpenAlexW2217134819MaRDI QIDQ1785423

Takanori Maehara

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.08.001

zbMATH Keywords

computational complexitysubmodular functionconditional value-at-risk

Mathematics Subject Classification ID

Related Items (4)

An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions ⋮ Online risk-averse submodular maximization ⋮ An exact solution approach for the mobile multi‐agent sensing problem ⋮ Robust budget allocation via continuous submodular functions

Cites Work

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• Maximizing a Monotone Submodular Function Subject to a Matroid Constraint
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• An analysis of approximations for maximizing submodular set functions—I
• Risk Aversion in the Small and in the Large

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