Maximizing Stochastic Monotone Submodular Functions
成果类型:
Article
署名作者:
Asadpour, Arash; Nazerzadeh, Hamid
署名单位:
New York University; University of Southern California
刊物名称:
MANAGEMENT SCIENCE
ISSN/ISSBN:
0025-1909
DOI:
10.1287/mnsc.2015.2254
发表日期:
2016
页码:
2374-2391
关键词:
submodular maximization
stochastic optimization
adaptivity gap
influence spread in social networks
摘要:
We study the problem of maximizing a stochastic monotone submodular function with respect to a matroid constraint. Because of the presence of diminishing marginal values in real-world problems, our model can capture the effect of stochasticity in a wide range of applications. We show that the adaptivity gap-the ratio between the values of optimal adaptive and optimal nonadaptive policies-is bounded and is equal to e/(e - 1). We propose a polynomial- time nonadaptive policy that achieves this bound. We also present an adaptive myopic policy that obtains at least half of the optimal value. Furthermore, when the matroid is uniform, the myopic policy achieves the optimal approximation ratio of 1 - 1/e.