# JuMPChance — JuMP extensions for chance constraints¶

JuMPChance is an extension for JuMP. We assume that the reader is familiar with the syntax of JuMP, which is described in its documentation.

JuMPChance supports a particular class of chance constraints, namely those involving affine combinations of jointly normal random variables. Distributionally robust chance constraints are supported in the form of intervals on the mean and variance of the normally distributed random variables.

JuMPChance is research code and not officially supported as part of JuMP. JuMPChance is released under the terms of the LGPL license version 3:

JuMPChance is free software: you can redistribute it and/or modify
it under the terms of the GNU Lesser General Public License,