Risk averse submodular utility maximization

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Abstract

In this study, we investigate risk averse solutions to stochastic submodular utility functions. We formulate the problem as a discrete optimization problem of conditional value-at-risk, and prove hardness results for this problem.

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APA

Maehara, T. (2015). Risk averse submodular utility maximization. Operations Research Letters, 43(5), 526–529. https://doi.org/10.1016/j.orl.2015.08.001

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