We consider a chance constraint Prob{ξ : A(x, ξ) ∈ K} ≥ 1 − 2 (x is the decision vector, ξ is a random perturbation, K is a closed convex cone, and A(·, ·) is bilinear). While important for many applications in Optimization and Control, chance constraints typically are “computationally intractable”, which makes it necessary to look for their tractable approximations. We present these approximat...