3 papers
q-fin.MF2025
Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement
Anastasis Kratsios, Xiaofei Shi, Qiang Sun +1
We present a general computational framework for solving continuous-time financial market equilibria under minimal modeling assumptions while incorporating realistic financial fric…
eess.SY2025
Dynamical Simulation Model of the Pyro-Process in Cement Clinker Production
Jan Lorenz Svensen, Wilson Ricardo Leal da Silva, Zhanhao Zhang +2
This study presents a dynamic simulation model for the pyro-process of clinker production in cement plants. The study aims to construct a simulation model capable of replicating th…
math.OC2025
Numerical Discrete-Time Implementation of Continuous-Time Linear-Quadratic Model Predictive Control
Zhanhao Zhang, Anders Hilmar Damm Christensen, Steen Hørsholt +1
This study presents the design, discretization and implementation of the continuous-time linear-quadratic model predictive control (CT-LMPC). The control model of the CT-LMPC is pa…