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Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems

Li, J; Deshpande, A

Li, J (reprint author), Tsinghua Univ, Inst Interdisciplinary Informat Sci, Beijing 100084, Peoples R China.

MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (1): 354

Abstract

We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input data set are uncertain. The......

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