On the relative entropy of discrete-time Markov processes with given end-point densities

DOI10.1109/18.532893zbMath0858.60068OpenAlexW1980154707MaRDI QIDQ4896831

Alessandro Beghi

Publication date: 23 March 1997

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.532893

zbMATH Keywords

relative entropyMarkov and reciprocal processesminimum energy LQG control

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Continuous-time Markov processes on discrete state spaces (60J27)

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