On safe tractable approximations of chance constraints

► We build conservative tractable approximations of conic chance constraints. ► We focus on approximations of high-confidence constraints. ► The results include: Bernstein approximation of affinely perturbed scalar linear inequalities. ► Lagrangian approximation of quadratically perturbed scalar linear inequalities. ► Approximation of affinely perturbed conic quadratic/semidefinite inequalities.