Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty

Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty

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We discuss and develop HERBATINT 4R the convex approximation for robust joint chance constraints under uncertainty of first- and second-order moments.Robust chance constraints are approximated by Worst-Case CVaR constraints which can be reformulated by a semidefinite programming.Then the chance constrained problem Accessories can be presented as semidefinite programming.We also find that the approximation for robust joint chance constraints has an equivalent individual quadratic approximation form.