The difficulty is that such a "global" constraint can be too demanding in that there is no formula_35 that satisfies this constraint. But even if such an formula_35 exists, the constraint can be too "conservative" in that it yields a solution formula_35 that generates a very small payoff formula_38 that is not representative of the performance of other decisions in formula_39. For instance, there could be an formula_40 that only slightly violates the robustness constraint but yields a very large payoff formula_41. In such cases it might be necessary to relax a bit the robustness constraint and/or modify the statement of the problem.