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}
}
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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