nonlinear optimization with fmincon

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heli 2019-9-30

关闭： MATLAB Answer Bot 2021-8-20

Hello together,

first of all I'm sorry for this question. I'm a total beginner in Matlab and I've been really trying to solve this problem by myself.

I have following optimimization problem:

max(K,Z) E[πs (K,Z, ξ )] =sum i=1til n *1/3 * πs (Ki,Zi, ξi )

while πs (Ki,Zi, ξi ) = 75*min(250+[-150,0,150]+normpdf(-75,75),Ki)-60*Ki+Zi

the constraints are:

πb(Ki,Zi, ξi ) ≥ πb(Kj,Zj, ξi ) ∀i = j

πb(Ki,Zi, ξi ) ≥ πmin ∀i

I want to have 3 K's and 3Z's for the three options -150,0.150.

Hope there is anyone out there who has the time to help me !

Thanks in advance!

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