submodular function
#convex_optimization #game_theory
Definition (submodular utility function)
Say utility function is submodular if for all , if is an extension to and then
where e.g. is the partial assignment derived from by setting .
(, are realizations)
(can also formulate in terms of )
Definition (submodular set function)
A set function , for , is called submodular if
See also
References
- https://en.wikipedia.org/wiki/Submodular_set_function
- K. Murota, “Convexity and Steinitz’s Exchange Property,” Advances in Mathematics, vol. 124, no. 2, pp. 272–310, Dec. 1996, doi: 10.1006/aima.1996.0084.
- https://theory.stanford.edu/~jvondrak/MATH233B-2017/lec14.pdf