Risk averse submodular utility maximization

详细信息    查看全文

• 作者：Takanori Maehara ^{maehara.takanori@shizuoka.ac.jp" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Submodular function ; Conditional value-at-risk ; Computational complexity
• 刊名：Operations Research Letters
• 出版年：2015
• 出版时间：September 2015
• 年：2015
• 卷：43
• 期：5
• 页码：526-529
• 全文大小：380 K

文摘

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.