Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights.
Maciej RyszFoad Mahdavi PajouhPavlo A. KrokhmalEduardo L. PasiliaoPublished in: Ann. Oper. Res. (2018)
Keyphrases
- risk averse
- stochastic programming
- graph clustering
- edge weights
- risk neutral
- average degree
- directed graph
- risk aversion
- multistage
- undirected graph
- decision makers
- utility function
- bipartite graph
- clustering algorithm
- weighted graph
- linear program
- cluster analysis
- expected utility
- portfolio management
- random walk
- clustering method
- data mining