Very simple examples help many people so let me try to show how

http://people.brunel.ac.uk/~mastjjb/jeb/or/sp.html

is simple in OPL

Let us start without alpha which means the probability should be 1, no uncertainty

dvar float+ x;
dvar float+ y;

minimize 5*x+6*y;
subject to
{
    forall(a1,a2 in 1..6) a1*x + a2*y >= 3;
}   

we get

x = 3;
y = 0;

Now with alpha=0.05 we write

float alpha=0.05;

dvar float+ x;
dvar float+ y;

minimize 5*x+6*y;
subject to
{
    1/36*sum(a1,a2 in 1..6) (a1*x + a2*y >= 3)>=1-alpha;
}   

and get

x = 1;
y = 1;

regards