Chance constraint (source code)

= Chance constraint
{title2=$P\{\text{constraint holds}\}\geq1-\varepsilon$}

A constraint imposed with a specified <probability> when data or demands are random. Distributional assumptions can turn it into a deterministic condition on decision variables. The choice of strict versus non-strict event matters when the distribution has atoms, as in the <deterministic boundary in an upper-tail chance constraint>.