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Hopf–Cole Transformation and Schrödinger Problems

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Geometric Science of Information (GSI 2019)

Part of the book series: Lecture Notes in Computer Science ((LNIP,volume 11712))

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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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Acknowledgement

This project has received funding from AFOSR MURI FA9550-18-1-0502.

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Authors and Affiliations

  1. Department of Mathematics, UCLA, Los Angeles, USA

    Flavien Léger & Wuchen Li

Authors
  1. Flavien Léger
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  2. Wuchen Li
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Corresponding author

Correspondence to Flavien Léger .

Editor information

Editors and Affiliations

  1. Sony Computer Science Laboratories, Inc., Tokyo, Japan

    Frank Nielsen

  2. Thales, Limours, France

    Frédéric Barbaresco

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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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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-26979-1

  • Online ISBN: 978-3-030-26980-7

  • eBook Packages: Computer ScienceComputer Science (R0)

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