Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions

In this paper, a change constrained optimization programming problem is studied under the assumption that model coe¢ cients in inequalities defned as random variables are independent and assumed to be Normal, t; Non Normal Skew distributions; t distributions. The Hulkursar method transform stochastic into non-linear deterministic used study. most common distribution CCSP Distribution; but real world problems always may not include normality.Therefore; practice stage, an application aij technologic coefficient bi right side values have both distributions given. Finally obtained results been compared.