Naive Question: How to convert max{t,0} to min{.. , ..}
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You may use the following relationship $$ \inf_{x\in\mathcal{X}}\{x\} = \sup_{x\in\mathcal{X}}\{x\} $$ where $\mathcal{X} = \{A,B\}$. See here for details.
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Mohsin
Updated on March 02, 2020Comments

Mohsin over 3 years
Perhaps it is a very basic question, I want the following in $min$ form:
$\max\{A,B\}$
What is the equivalent $\min\{.,.\}$ formulation?
Thanks.

jdods over 8 years$\min\{A,B\}$? I think we need more details about your problem.

Cameron Williams over 8 yearsHere's a way to do it for the example in the title. I'll leave you to figure out how to do it in general. $min\{t, 0\}$ is the answer you're looking for.

Mohsin over 8 yearsSo it should be $min\{t,0\}$? Thanks.

Mohsin over 8 yearsI want the formulation of Semivariance in min form. It is given as: $\sigma_{}(X)^2 = E[\max\{EX  X,0\}^2]$ I am looking for the above definition in $min$ form so something like (according to the above suggestion): $\sigma_{}(X)^2 = E[\min\{(EX  X),0\}^2]$

jdods over 8 yearsNext time, you might consider adding these highly relevant details to your original question! Asking the question in the body and not just in the title would be helpful to potential answerers as well.

Mohsin over 8 yearsThanks. I will take care of that. Thanks agian.
