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