## Convex Approximations of Chance Constrained Programs

We consider a chance constrained problem, where one seeks to minimize a convex objective over solutions satisfying, with a given (close to one) probability, a system of randomly perturbed convex constraints. Our goal is to build a computationally tractable approximation of this (typically intractable) problem, i.e., an explicitly given convex optimization program with the feasible … Read more