Thanks Frank!

My function is

g[c_,s_]=-118093./((3.33333 (2 - 0.3 c)^0.3 (1 - s) +

3.33333 (1 + 0.7 c)^0.3 s)^3.33333)^3.2

and I have defined

f[c_?NumericQ] =

NExpectation[g[c,s], s \ TriangularDistribution[{0, 0.5}]]

But my optimization still gives errors:

NMaximize[{f, 0 <= c <=2}, {c}]