cs.IT · 2026-09-24 · No. 123

Information Theory, 2026-09-24.

1 new papers in cs.IT. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    The Risk-Sensitive Schrödinger Bridge: Is Not a KL Projection

    Hamidreza Behjoo

    cs.IT · cs.AI

    The Schrödinger bridge owes its computational power to a single structural fact: by Girsanov's theorem the controlled problem is a Kullback--Leibler (KL) projection onto a fixed reference measure, solvable by alternating projections. This letter shows that the fact does not survive risk sensitivity. When the expected path cost is replaced by the entropic risk measure and both endpoint marginals are kept as hard constraints, the resulting...

    arxiv.org/abs/2609.27250 · PDF

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