21 citations · 55 across the 6 of their papers we have counts for
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math.OC2019
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
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…