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

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 at a given risk level. We propose valid inequalities and an exact general method for solving RASM under the assumption that we have an efficient oracle that computes the CVaR of … Read more