While trying to test different RL models, I've come to a concern, we define the model through a function "loglik" where I define the different input vectors and values through an iteration of different subjects (i) and I use fminbnd to search for the min value, being 0 and 1 the min and max limits. U and UU simply relates to two different vectors of data from two different agents.
hh = @(alpha)loglik_modelA(alpha,U,UU);
aa(i) = fminbnd(hh,0,1);
This simply works perfectly fine, but the problem is when our model has more parameters, let's say for instance two alphas. I know fminbnd is thought for a single variable function, and I understand fmincon is the function that would help me with multiple variables. I've tried this piece of code based on the previous one, but it does not seem to work as I understand the logic behind fmincon might be slightly different.
hh = @(alpha1,alpha2)loglik_modelB(alpha1,alpha2,U,UU);
aa(i) = fmincon(hh,alpha1,alpha2,0,1);
As usual, alphas are parameters associated to different prediction errors, and range from 0 to 1.
Any insight would be highly appreciated!