Chrome Not Set Session’s Cookie

I have an ASP.NET MVC e-commerce application. Our help desk report me some chrome browsers have problems with our site. I found the problem but i cannot solve the problem. The problem is some chrome browsers not set session cookie. There is no cookie for session and the application use session of course so the application doesn’t properly on some chrome browser. You can see my session setting at below.
What can i do? I don’t solve the problem.