How can I numerically integrate a function that has another integrate?

I need to evaluate the following integral

Where vR is a max(f(tau),0) function. I've been trying to do this with the integral function and with the symbolic toolbox, but I couldn't success. Do you have any kind of advice to evaluate this?

Thanks Javier

[Walter Roberson]

What does the raised bar after nu_R(tau) indicate?

You indicate that nu_R is max(f(tau),0) . Is f an arbitrary function for this purpose, or is f related to F_R that is being defined?

In the inner integral, the first character inside the (), is that a gamma? As the character does not appear otherwise, is it an arbitrary free variable, or does it represent Euler's constant, approximately 0.57721 ?

Could you check my transliteration?

nu_R = max(f(tau), 0)
F_R(t, nu_R) = exp( -int(gamma + BAR(nu_R(tau)), tau = t .. mu), mu = t..T)

where I am currently unsure what BAR is intended to mean, and I am unsure what f(tau) and gamma and T are for this purpose.

[Javier Garcia]

Sorry for the late response Walter, let me tell you: The BAR means that instead of max(f(tau),0) it would be max(-f(tau),0). The function f is arbitrary: in this case it is a+b*tau where "a" and "b" are two constants. And the first character in the inner integral is a "r", just another parameter.

The main problem is that I couldn't find any kind of function in Matlab that could help me evaluating this expression numerically, even worse, I have a huge expression filled with this kind of integrals that should be minimized with respect to "a" and "b" that I explained before.

[Walter Roberson]

It appears that the symbolic expression would be

int(exp(-(int(r+max(0, -f(tau)), tau = t .. mu))), mu = t .. T)

[Javier Garcia]

Yes, that's correct, but that expresion can't be evaluated, at least not if the function f(tau) is the max() function. I did manage to evaluate it, but with a function recreating the riemman sum of the outer integral