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

We consider chance-constrained binary programs, where each row of the inequalities that involve uncertainty needs to be satised probabilistically. Only the information of the mean and covariance matrix is available, and we solve distributionally robust chance-constrained binary programs (DCBP). Using two different ambiguity sets, we equivalently reformulate the DCBPs as 0-1 second-order cone (SOC) programs. … Read more