6 citations · 11 across the 7 of their papers we have counts for
7 papers
Maximum Principle for State-Constrained Optimal Control Problems of Volterra Integral Equations having Singular and Nonsingular Kernels
Jun Moon
In this paper, we study the optimal control problem with terminal and inequality state constraints for state equations described by Volterra integral equations having singular and…
Deep Reinforcement Learning-based UAV Navigation and Control: A Soft Actor-Critic with Hindsight Experience Replay Approach
Myoung Hoon Lee, Jun Moon
In this paper, we propose SACHER (soft actor-critic (SAC) with hindsight experience replay (HER)), which constitutes a class of deep reinforcement learning (DRL) algorithms. SAC is…
Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems
Jun Moon
This paper considers linear-quadratic (LQ) stochastic leader-follower Stackelberg differential games for jump-diffusion systems with random coefficients. We first solve the LQ prob…
Backward Reachability Approach to State-Constrained Stochastic Optimal Control Problems for Jump Diffusion Systems
Jun Moon
In this paper, we consider the stochastic optimal control problem for jump diffusion systems with state constraints. In general, the value function of such problems is a discontinu…
Zero-Sum Differential Games on the Wasserstein Space
Jun Moon, Tamer Basar
We consider two-player zero-sum differential games (ZSDGs), where the state process (dynamical system) depends on the random initial condition and the state process's distribution,…
Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions
Jun Moon, Hyun Jong Yang
In this technical note, we consider the linear-quadratic time-inconsistent mean-field type leader-follower Stackelberg differential game with an adapted open-loop information struc…