Chance-constrained programming (CCP) is one of the most difficult classes optimization problems that has attracted attention researchers since 1950s. In this survey, we focus on cases when only limited information distribution available, such as a sample from distribution, or moments distribution. We first review recent developments in mixed-integer linear formulations chance-constrained progra...

We consider an n-player strategic game with finite action sets and random payoffs. We formulate this as a chance-constrained game by considering that the payoff of each player is defined using a chance-constraint. We consider that the components of the payoff vector of each player are independent normal/Cauchy random variables. We also consider the case where the payoff vector of each player fo...

Can there be deterministic chance? That is, can there be objective chance values other than 0 or 1, in a deterministic world? I will argue that the answer is no. In a deterministic world, the only function that can play the role of chance is one that outputs just 0s and 1s. The role of chance involves connections from chance to credence, possibility, time, intrinsicness, lawhood, and causation....