Online risk-averse submodular maximization
Abstract We present a polynomial-time online algorithm for maximizing the conditional value at risk (CVaR) of a monotone stochastic submodular function. Given T i.i.d. samples from an underlying distribution arriving online, our algorithm produces a sequence of solutions that converges to a ( $$1-1/...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer US,
2022-08-29T12:50:18Z.
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| Subjects: | |
| Online Access: | Get fulltext |