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Derivative of long expression renders Piecewise[…<<…>>…] in Jupyter notebook

My mathematical problem is to solve the optimization problem: $$ Max_{u} \quad \mathbb{E}[\gamma S-S^2]$$ where $$S= A_0 u X+a-\max(\alpha u X+b,0)$$ with $\gamma,A_0,a,\alpha,b$ some constants and $X\...
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