  We consider a class of risk-averse submodular maximization problems (RASM)
where the objective is the conditional value-at-risk (CVaR) of a random
nondecreasing submodular function at a given risk level. We propose valid
inequalities and an exact general method for solving RASM under the assumption
that we have an efficient oracle that computes the CVaR of the random function.
We demonstrate the proposed method on a stochastic set covering problem that
admits an efficient CVaR oracle for the random coverage function.
