I would like to find the maximum value and the optimal ma and md from the above two functions using GRID search. I have tried but it doesn't work. Do you have any ideas? Any different example of the function with the code would also be great.
f = Integrate[PDF[NormalDistribution[10*Subscript[m, d], 1*Subscript[m, d]], Subscript[c,i]] * (Subscript[m, d]*Subscript[c, i] - 10) * (1-CDF[NormalDistribution[10*Subscript[m, a], 2*Subscript[m, a]], Subscript[c, i]]), {Subscript[c, i], -Infinity, Infinity}];
g = Integrate[PDF[NormalDistribution[10*Subscript[m, a], 2*Subscript[m, a]], Subscript[c,i]] * (Subscript[m, a]*Subscript[c, i] - 10) * (1-CDF[NormalDistribution[10*Subscript[m, d], 1*Subscript[m, a]], Subscript[c, i]]), {Subscript[c, i], -Infinity, Infinity}];
NMaximize[f, {Subscript[m, d], Subscript[m, a]},Method -> {"RandomSearch"}];
NMaximize[g, {Subscript[m, d], Subscript[m, a]},Method -> {"RandomSearch"}];
The results show just f and g. It doesn't work for NMaximize. The screenshot is as follows:
