{"paper":{"title":"Minimum Relative Entropy State Transitions in Linear Stochastic Systems: the Continuous Time Case","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.IT","cs.SY","math.DS","math.IT","math.PR"],"primary_cat":"math.OC","authors_text":"Ian R. Petersen, Igor G. Vladimirov","submitted_at":"2012-08-20T11:34:45Z","abstract_excerpt":"This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in the nominal model is quantified by relative entropy. We discuss a dissipation inequality for the noise relative entropy supply. The problem of minimizing the supply required to drive the system between given Gaussian state distributions over a specified time horizon is considered. This problem, known in the literature as the Schroedinger bridge, was treated "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1208.3981","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}