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    Polymatroids and mean-risk minimization in discrete optimization
    13 years 11 months ago
    Polymatroids and mean-risk minimization in discrete optimization
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    We study discrete optimization problems with a submodular mean-risk minimization objective. For 0-1 problems a linear characterization of the convex lower envelope is given. For mi...
    Alper Atamtürk, Vishnu Narayanan
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