Online risk-averse submodular maximization

DOI10.1007/S10479-022-04835-9OpenAlexW4297174310MaRDI QIDQ2678600

Tasuku Soma, Yuichi Yoshida

Publication date: 23 January 2023

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.09838

zbMATH Keywords

stochastic optimizationsubmodular functiononline learningconditional value at risk

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Optimal stochastic control (93E20) Online algorithms; streaming algorithms (68W27)

Cites Work

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• Risk averse submodular utility maximization
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• Online Prediction under Submodular Constraints
• Maximizing a Monotone Submodular Function Subject to a Matroid Constraint
• On the Generalization Ability of On-Line Learning Algorithms
• Deterministic Algorithms for Submodular Maximization Problems

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