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Codes for computational results in Tables 9 and 10 in M. Zhang, S. Kucukyavuz, S. Goel. (2013)  

A Branch-and-Cut Method for Dynamic Decision Making under Joint Chance Constraints

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DPLS-1: DPLS model with CPLEX cuts
DPLS-2: DPLS model with CPLEX cuts, mixing cuts
DPLS-3: DPLS model with CPLEX cuts, mixing cuts, and continuous mixing cuts
SPLS: SPLS model with CPLEX cuts

Parameters:

	n: number of periods,

	tau: service level multiplies 100 

	theta: ratio of fixed cost to variable cost

	seed: denotes the seed chosen for random data generation function

How to run a code (e.g., DPLS-1):
	make DPLS-1
	./DPLS-1 n tau theta seed

We generated a .lp file for each instance we used in Tables 9 and 10. Please refer to folder "instances" for all these instances. The name of each .lp file is DPLS-n-tau-theta-index, where index is from 1 to 5. The .lp files can be read and solved by AMPL or CPLEX. 