Chance-constrained

CHANCE
- joint<constraint_name> >|=|< <fractile>
- indiv [I1,..,In] <constraint_name> >|=|< < fractile[I1,..,In] >

RANDOM DATA

D[T,I,J,SC]:=…

DATA

JFRA:=0.98;

IFRA[T=1,I,J]:=...

DECISION VARIABLES

X[T,I,J];

Y[T,I,J];

SUBJECT TO:

DEM[T,I,J]: X[T,I,J]-Y[T,I,J]>=D[T,I,J];

CHANCE

INDIV DEM[T=1,J,K] >= IFRA[T=1,J,K]:

JOINT DEM[Tɭ,J,K] >= JFRA;