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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... |