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Mechanics and Control pp 21–39Cite as

Entropy Minimization Problems with Linear Constraints, Schrödinger Bridge and a Conditional Sanov Theorem

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Abstract

This paper accounts for Csiszar’s geometric approach to entropy minimization problems, connection with Schrödinger’s bridge and a conditional Sanov theorem.

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Author information

Authors and Affiliations

  1. Université de Paris, 22 rue de la Prairie, 92410, Ville d’Avray, France

    Austin Blaquière

  2. Département de Mathématique et d’Informatique, Université du Maine, Faculté des Sciences, Avenue Olivier Messiaen BP 535, Le Mans Cedex, 72017, France

    M. Sigal-Pauchard

Authors
  1. Austin Blaquière
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  2. M. Sigal-Pauchard
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Editor information

Editors and Affiliations

  1. University of Southern California, Los Angeles, California, USA

    Ramesh S. Guttalu

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© 1994 Springer Science+Business Media New York

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Blaquière, A., Sigal-Pauchard, M. (1994). Entropy Minimization Problems with Linear Constraints, Schrödinger Bridge and a Conditional Sanov Theorem. In: Guttalu, R.S. (eds) Mechanics and Control. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-2425-0_4

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  • DOI: https://doi.org/10.1007/978-1-4615-2425-0_4

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-6029-2

  • Online ISBN: 978-1-4615-2425-0

  • eBook Packages: Springer Book Archive

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