Abstract
We study generalized Hopf–Cole transformations motivated by the Schrödinger bridge problem. We present two examples of canonical transformations, including a Schrödinger problem associated with a quadratic Rényi entropy.
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This project has received funding from AFOSR MURI FA9550-18-1-0502.
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Léger, F., Li, W. (2019). Hopf–Cole Transformation and Schrödinger Problems. In: Nielsen, F., Barbaresco, F. (eds) Geometric Science of Information. GSI 2019. Lecture Notes in Computer Science(), vol 11712. Springer, Cham. https://doi.org/10.1007/978-3-030-26980-7_76
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DOI: https://doi.org/10.1007/978-3-030-26980-7_76
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