An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions

Hao-Hsiang Wu, Simge Küçükyavuz. An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions. Oper. Res. Lett., 48(3):356-361, 2020. [doi]

Authors

Hao-Hsiang Wu

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Simge Küçükyavuz

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