Maximizing a given function and plotting exponential distribution

Hi,

I am new to MATLAB and need help with maximization. Here is the formula I need to maximize and plot as PDF and CDF

M = t*y - (1-p) * int(g(b), b, infinity) + F

where g(b) is another formula that I will substitute and for other variables t, p and F, I have a range on which I need to find the maximum ie p[0,1] F[0,100] and t[0,1] and y and b are some constants.

How can I model the same and approach the solution in matlab

Thanks in Advanced!

Answer 1

[Matt J]

The maximization has an obvious analytical solution.

1. If y is positive then t=1, otherwise t=0
2. If int(g(b), b, infinity) is positive then p=1, otherwise p=0
3. F=100

In other words, all of your unknowns are just linear coefficients of known terms, so you just make the coefficient as large or small as possible depending on the sign of the term.