# Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information

@article{Zhang2016AmbiguousCB,
title={Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information},
author={Yiling Zhang and Ruiwei Jiang and Siqian Shen},
journal={SIAM J. Optim.},
year={2016},
volume={28},
pages={2922-2944}
}
• Published 30 September 2016
• Computer Science
• SIAM J. Optim.
We consider chance-constrained binary programs, where each row of the inequalities that involve uncertainty needs to be satisfied probabilistically. Only the information of the mean and covariance ...

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