Veremyev, Alexander; Tsyurmasto, Peter; Uryasev, Stan; … - In: Computational Management Science 11 (2014) 4, pp. 341-364
This paper considers a class of functions referred to as convex-concave-convex (CCC) functions to calibrate unimodal or multimodal probability distributions. In discrete case, this class of functions can be expressed by a system of linear constraints and incorporated into an optimization...