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math-ph2008
Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space
Michele Pavon, Francesco Ticozzi
The theory of Schroedinger bridges for diffusion processes is extended to classical and quantum discrete-time Markovian evolutions. The solution of the path space maximum entropy p…
math-ph2004
Generalized Hamilton-Jacobi equations for nonholonomic dynamics
Michele Pavon
Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solut…