An Exact Method for Constrained Maximization of the Conditional Value-at-Risk of a Class of Stochastic Submodular Functions

Hao-Hsiang Wu, Simge Kucukyavuz

We consider a class of risk-averse submodular maximization problems (RASM) where the objective is the conditional value-at-risk (CVaR) of a random nondecreasing submodular function…