| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142119 | Operations Research Letters | 2015 | 4 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Takanori Maehara,