Expected Maximization of a Concave Utility Function Under Threshold-Based Activation

Maximizing the expected value of a concave and strictly increasing utility function defines a fundamental class of discrete optimization problems. Among them, coverage decision problems with diminishing marginal returns under uncertainty, typically modeled via a set-union operator, have been extensi...

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Bibliographic Details

Main Authors:	Guangming Li, Yufei Li, Shengjie Chen, Mou Sun, Wushuaijun Zhang
Format:	Artigo
Language:	Inglês
Published:	MDPI AG 2026-02-01
Series:	Axioms
Subjects:	diminishing marginal utility utility function submodular cuts outer-approximation benders decomposition mixed-integer programming
Online Access:	https://www.mdpi.com/2075-1680/15/3/169
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