Risk averse submodular utility maximization

DOI10.1016/J.ORL.2015.08.001MaRDI QIDQ1785423zbMATH OpenOpenAlexFDO

Authors 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

Stochastic programming (90C15) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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Cites work

• scientific article; zbMATH DE number 5968956 (Why is no real title available?)
• scientific article; zbMATH DE number 1559563 (Why is no real title available?)
• A note on maximizing a submodular set function subject to a knapsack constraint
• A threshold of ln n for approximating set cover
• An analysis of approximations for maximizing submodular set functions—I
• Convexity and decomposition of mean-risk stochastic programs
• Maximizing a monotone submodular function subject to a matroid constraint
• Polymatroids and mean-risk minimization in discrete optimization
• Risk Aversion in the Small and in the Large
• Stochastic Covering and Adaptivity
• Stochastic spanning tree problem
• Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk

Cited in

(6)

• An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
• Maximizing a class of submodular utility functions
• On risk-averse maximum weighted subgraph problems
• Robust budget allocation via continuous submodular functions
• An exact solution approach for the mobile multi‐agent sensing problem
• Online risk-averse submodular maximization

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