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From: "Steven_Lord" <slord@mathworks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Minimization of the sum of integrals with unknown bounds
Date: Fri, 8 Jul 2011 09:31:53 -0400
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"Ita Atz" <ita.atz@gmail.com> wrote in message 
news:iv6up8$rp4$1@newscl01ah.mathworks.com...
> Torsten <Torsten.Hennig@umsicht.fraunhofer.de> wrote in message 
> <a3a75740-7ae9-4b13-9413-2144d36a8c5a@ct4g2000vbb.googlegroups.com>...

*snip*

> I'll try to describe my specific problem.
>
> I have a H-dimensional vector x, whose elements x(h) are random variables 
> with known distributions pdf(x(h)). So I have to find the H-dimensional 
> vector y that minimizes
>
>
> sum_{h=1}^H [ int(-inf,y(h)) pdf(x(h)) fun(x(h),y) dx(h) ]
>
>
> where the function fun is known and depends both on the single element of 
> x and the whole vector y, which is the one I have to calculate in the 
> minimization.
>
> I hope it was clear. Thanks for your patience!

Not really. Show a SPECIFIC example where H = 3 (for demonstration purposes; 
your real value of H may be much larger, but let's stick with a value that 
fits in a newsgroup posting.) Describe exactly how you generate x and give a 
simple example of a fun function, then show the specific expression that you 
want to minimize.

-- 
Steve Lord
slord@mathworks.com
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