  We propose an open loop control scheme for linear systems with time-varying
random elements in the plant's state matrix. This paper focuses on joint chance
constraints for potentially time-varying target sets. Under assumption of
finite and known expectation and variance, we use the one-sided
Vysochanskij-Petunin inequality to reformulate joint chance constraints into a
tractable form. We demonstrate our methodology on a two-bus power system with
stochastic load and wind power generation. We compare our method with situation
approach. We show that the proposed method had superior solve times and
favorable optimally considerations.
