Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty

We discuss and develop 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 Accessories FLORAL WATER LAVENDER reformulated by a semidefinite programming.Then the chance constrained problem can be presented as semidefinite programming.We also find that the approximation for robust joint chance constraints has an equivalent individual quadratic approximation form.