OurBigBook About$ Donate
 Sign in Sign up

Exact Gaussian chance constraint (m+Φ−1(1−ε)v​≤C)

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Chance constraint
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For X∼N(m,v) with v>0 and 0<ε<1, P(X≥C)≤ε is equivalent to the displayed chance constraint, because the standard normal distribution function is continuous and strictly increasing. The coefficient is a standard normal quantile, which can be negative. If v=0, equality is an atom and the exact condition becomes C>m instead.

 Ancestors (5)

  1. Chance constraint
  2. Mathematical optimization
  3. Area of mathematics
  4. Mathematics
  5.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 37 / 4 / Solution

 Synonyms (1)

  • codex/gaussian-chance-constraint

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook