# Use NMaximize output as parameter?

Posted 5 months ago
404 Views
|
|
0 Total Likes
|
 Hello, I'm running two maximization problem and I want to use the output for additional condition in "If" function. How can I use the output as parameter? (e.g. X+z in this code)Here is the Code: ClearAll[Y ,X,z,w] T0=1 Hmu=0.2 SA=10+Hmu SB=10-Hmu Sigma=1.5 K=10 r=1.02 gamma=0.1 Vi=2 Eye=2 ZC=(K-SA)/Sigma ZB=(K-SB)/Sigma S0=(SA-gamma(Sigma^2)(Vi /Eye ))/r C0=((SA-gamma(Sigma^2)(Vi /Eye ) -K)(1-CDF[NormalDistribution[0, 1], ZC+gamma*Sigma*(Vi /Eye ) ])+(PDF[NormalDistribution[0, 1], ZC+gamma*Sigma*(Vi /Eye ) ])Sigma)/r A=(((Vi /Eye ) -X)S0-Y*C0)r+X*SA-(gamma/2)(X^2)(Sigma^2) B=(((Vi /Eye ) -X)S0-Y*C0)r +(X +Y)SA -(gamma/2)(X +Y) ^2(Sigma^2) -Y *K Q=(((Vi /Eye ) -z)S0-w*C0)r+z*SB-(gamma/2)(z^2)(Sigma^2) P=(((Vi /Eye ) -z)S0-w*C0)r +(z +w)SB -(gamma/2)(z +w) ^2(Sigma^2) -w *K UA=-Exp[-gamma*A]*(CDF[NormalDistribution[0, 1], ZC+gamma*X *Sigma ]) -Exp[-gamma*B]*(1-CDF[NormalDistribution[0, 1], ZC+gamma*(X +Y )*Sigma ]) UB=-Exp[-gamma*Q ]*(CDF[NormalDistribution[0, 1], ZB+gamma*z *Sigma ]) -Exp[-gamma*P ]*(1-CDF[NormalDistribution[0, 1], ZB+gamma*(z +w )*Sigma ]) NMaximize[UA ,{X >=0,X<=2,Y>=-1,Y<=1},{X ,Y}] NMaximize[UB ,{z >=0,z<=2,w>=-1,w<=1},{z ,w}] If[X+z<=2,1,0] 
 I managed to solve it: AMAX=Maximize[UA ,{X >=0,X<=2,Y>=-1,Y<=1},{X ,Y}] BMAX=Maximize[UB ,{z >=0,z<=2,w>=-1,w<=1},{z ,w}] xx=Replace[X,AMAX [[2,1]]] yy=Replace[Y,AMAX [[2,2]]] zz=Replace[z,BMAX [[2,1]]] ww=Replace[w,BMAX [[2,2]]]