Online risk-averse submodular maximization

DOI10.1007/S10479-022-04835-9MaRDI QIDQ2678600zbMATH OpenOpenAlexFDO

Authors Tasuku Soma, Yuichi Yoshida

Publication date 23 January 2023

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

conditional value at riskonline learningstochastic optimizationsubmodular function

Mathematics Subject Classification ID

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

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Cites work

• Conditional value at risk and related linear programming models for portfolio optimization
• Deterministic Algorithms for Submodular Maximization Problems
• scientific article; zbMATH DE number 6474901 (Why is no real title available?)
• scientific article; zbMATH DE number 5968956 (Why is no real title available?)
• Lectures on stochastic programming. Modeling and theory.
• Maximizing a monotone submodular function subject to a matroid constraint
• On the Generalization Ability of On-Line Learning Algorithms
• Online prediction under submodular constraints
• Risk averse submodular utility maximization
• Submodular functions and optimization.
• Symmetry and approximability of submodular maximization problems

Cited in

(7)

• Risk averse submodular utility maximization
• An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
• Stochastic conditional gradient methods: from convex minimization to submodular maximization
• Structured Robust Submodular Maximization: Offline and Online Algorithms
• Online submodular minimization
• Online dynamic submodular optimization
• Online non-monotone diminishing return submodular maximization in the bandit setting

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