activity
20182022
most citedA kinetic description for the herding behavior in financial market

21 citations · 71 across the 10 of their papers we have counts for

collaborators

10 papers

math.AP2022

Large-time behavior of composite waves of viscous shocks for the barotropic Navier-Stokes equations

Sungho Han, Moon-Jin Kang, Jeongho Kim

We study the large-time behavior of the 1D barotropic Navier-Stokes flow perturbed from Riemann data generating a composition of two shock waves with small amplitudes. We prove tha…

math.AP2021

Hydrodynamic limits of the nonlinear Schrödinger equation with the Chern-Simons gauge fields

Jeongho Kim, Bora Moon

We present two types of the hydrodynamic limit of the nonlinear Schrödinger-Chern-Simons (SCS) system. We consider two different scalings of the SCS system and show that each SCS s…

math.AP2021

Hydrodynamic limit of a coupled Cucker-Smale system with strong and weak internal variable relaxation

Jeongho Kim, David Poyato, Juan Soler

In this paper, we present the hydrodynamic limit of a multiscale system describing the dynamics of two populations of agents with alignment interactions and the effect of an intern…

cs.LG2020★ 15 cited

Hamilton-Jacobi Deep Q-Learning for Deterministic Continuous-Time Systems with Lipschitz Continuous Controls

Jeongho Kim, Jaeuk Shin, Insoon Yang

In this paper, we propose Q-learning algorithms for continuous-time deterministic optimal control problems with Lipschitz continuous controls. Our method is based on a new class of…

math.OC2020★ 5 cited

Hamilton-Jacobi-Bellman Equations for Maximum Entropy Optimal Control

Jeongho Kim, Insoon Yang

Maximum entropy reinforcement learning (RL) methods have been successfully applied to a range of challenging sequential decision-making and control tasks. However, most of existing…

eess.SY2020★ 14 cited

Multi-Objective Predictive Taxi Dispatch via Network Flow Optimization

Beomjun Kim, Jeongho Kim, Subin Huh +2

In this paper, we discuss a large-scale fleet management problem in a multi-objective setting. We aim to seek a receding horizon taxi dispatch solution that serves as many ride req…

math.OC2019★ 10 cited

Hamilton-Jacobi-Bellman Equations for Q-Learning in Continuous Time

Jeongho Kim, Insoon Yang

In this paper, we introduce Hamilton-Jacobi-Bellman (HJB) equations for Q-functions in continuous time optimal control problems with Lipschitz continuous controls. The standard Q-f…

math.AP2019★ 1 cited

Propagation of the mono-kinetic solution in the Cucker-Smale-type kinetic equations

Moon-Jin Kang, Jeongho Kim

In this paper, we study the propagation of the mono-kinetic distribution in the Cucker-Smale-type kinetic equations. More precisely, if the initial distribution is a Dirac mass for…

math.AP2019★ 21 cited

A kinetic description for the herding behavior in financial market

Hyeong-Ohk Bae, Seung-Yeon Cho, Jeongho Kim +1

As a continuation of the study of the herding model proposed in (Bae et al. in arXiv:1712.01085, 2017), we consider in this paper the derivation of the kinetic version of the herdi…

math.DS2018★ 5 cited

Cucker-Smale model with a bonding force and a singular interaction kernel

Jeongho Kim, Jan Peszek

We prove the lack of asymptotic collisions between particles following the Cucker-Smale flocking model with a bonding force and its simplification. Moreover, we prove that in the c…