It is also wise to remember, Kim is basically a newbie to his country. His country still adores and worships him like with his father, but, he's new, and therefore figures he needs to prove himself to his people.
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Not just to his people, but his military staff as well. When he first came to power, a lot of analysts believed that in order to stave off a potential coup, he would need to prove his mettle to the army. That's what many believe is occurring right now, a show of brinksmanship to prove his ability as a competent leader.
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But, you throw in the fact that he's relatively young, and he may do more than just showing off. While the country may not pose a threat, or so people think, it would be foolish to underestimate them. If people want a war, they can easily get the equipment to wage one. He wants to prove his worth, he's young and brash, and might take it a step farther than expected. All I can say is, if he actually makes the jump to a war or does anything involving nuclear weapons, I'd -blam!-ing hate to be in that country. There'd be so many enemies coming at that place from all directions.