An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions

DOI10.1016/j.orl.2020.04.008OpenAlexW3019887169MaRDI QIDQ2183220

Hao-Hsiang Wu, Simge Küçükyavuz

Publication date: 26 May 2020

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

Full work available at URL: https://arxiv.org/abs/1903.08318

zbMATH Keywords

stochastic programmingliftingoracleconditional value-at-risksubmodular maximizationstochastic set covering

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Related Items (4)

Strong valid inequalities for a class of concave submodular minimization problems under cardinality constraints ⋮ An exact solution approach for the mobile multi‐agent sensing problem ⋮ An exact cutting plane method for \(k\)-submodular function maximization ⋮ Sequence independent lifting for a set of submodular maximization problems

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