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6 6 R 3 B > / ?429 Maximizing probability of satisfying a linear inequality Let c be a random variable in Rn, normally distributed with mean ¯c and covariance matrix R Consider the problem maximize prob(cTx ≥ α) subject to Fx g, Ax = b Find the conditions under which this is equivalent to a convex or quasiconvex optimizaY = C I G X – M in equilibrium Y = 125 075(Y100) 1 100 = 345 075Y – 75 Y = 270 075Y 025Y = 270 Y = 1080 (b) C = Consumption function = 075(Y – T) T = 02Y G = Government Spending = 50 I = Investment Spending = X = M 10 Y = C I G X – M in equilibrium Y = 075(Y – 02Y) 50 10 = 100 Frontiers Past Present And Future Of Regulatory T Cell Therapy In Transplantation And Autoimmunity Immunology 'tŠy ƒCƒ‰ƒXƒg ‚©‚í‚¢‚¢