Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Minimum Relative Entropy State Transitions in Linear Stochastic Systems:
  the Continuous Time Case   This paper is concerned with a dissipativity theory for dynamical systems
governed by linear Ito stochastic differential equations driven by random noise
with an uncertain drift. The deviation of the noise from a standard Wiener
process in the nominal model is quantified by relative entropy. We discuss a
dissipation inequality for the noise relative entropy supply. The problem of
minimizing the supply required to drive the system between given Gaussian state
distributions over a specified time horizon is considered. This problem, known
in the literature as the Schroedinger bridge, was treated previously in the
context of reciprocal processes. A closed-form smooth solution is obtained for
a Hamilton-Jacobi equation for the minimum required relative entropy supply by
using nonlinear algebraic techniques.

8
The categories of this paper are: hep-ex
37
The categories of this paper are: supr-con
9
The categories of this paper are: nlin
27
The categories of this paper are: comp-gas
20
The categories of this paper are: acc-phys
35
The categories of this paper are: mtrl-th
10
The categories of this paper are: q-bio
24
The categories of this paper are: dg-ga
16
The categories of this paper are: stat
6
The categories of this paper are: astro-ph
33
The categories of this paper are: plasm-ph
12
The categories of this paper are: nucl-th
21
The categories of this paper are: adap-org
22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg
17
The categories of this paper are: q-fin