On the relative entropy of discrete-time Markov processes with given end-point densities (Q4896831)
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scientific article; zbMATH DE number 937980
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| English | On the relative entropy of discrete-time Markov processes with given end-point densities |
scientific article; zbMATH DE number 937980 |
Statements
On the relative entropy of discrete-time Markov processes with given end-point densities (English)
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23 March 1997
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Markov and reciprocal processes
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relative entropy
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minimum energy LQG control
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