Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems

DOI10.1109/FOCS.2011.33MaRDI QIDQ5495043zbMATH OpenFDO

Authors Jian Li, Amol Deshpande

Publication date 30 July 2014

Published in 2011 IEEE 52nd Annual Symposium on Foundations of Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/FOCS.2011.33

Mathematics Subject Classification ID

Stochastic programming (90C15) Combinatorial optimization (90C27)

Cited in

(10)

• A fully polynomial-time approximation scheme for approximating a sum of random variables
• Maximizing expected utility over a knapsack constraint
• Approximation algorithms for stochastic combinatorial optimization problems
• Constant risk aversion in stochastic contests with exponential completion times
• Optimal halting policies in Markov population decision chains with constant risk posture
• Stochastic load balancing on unrelated machines
• Sequence Independent Lifting for the Set of Submodular Maximization Problem
• Maximizing a class of submodular utility functions with constraints
• Risk-averse selfish routing
• Target-based distributionally robust minimum spanning tree problem

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