On the relative entropy of discrete-time Markov processes with given end-point densities
From MaRDI portal
Publication:4896831
DOI10.1109/18.532893zbMath0858.60068OpenAlexW1980154707MaRDI QIDQ4896831
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
Measures of information, entropy (94A17) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (7)
Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints ⋮ Geometric thermodynamics for the Fokker-Planck equation: stochastic thermodynamic links between information geometry and optimal transport ⋮ Markov property of Gaussian states of canonical commutation relation algebras ⋮ State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge ⋮ Positive contraction mappings for classical and quantum Schrödinger systems ⋮ Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space
This page was built for publication: On the relative entropy of discrete-time Markov processes with given end-point densities