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Dynamics of the relative entropy minimization processes

Dmitry Shalymov, Alexander Fradkov, Svetlana Liubchich, Boris Sokolov
Dynamics of non-stationary processes that minimize the KullbackÔÇôLeibler divergence (follow the minimum of the relative entropy principle) are considered. A set of equations describing the system dynamics under the mass conservation and energy conservation constraints is derived. The existence and uniqueness of solution are established, asymptotic stability of the equilibrium is proved. Equations are derived based on the Speed-Gradient (SG) principle originated in the control theory.
CYBERNETICS AND PHYSICS, Vol. 6, No. 2, 2017, 80-87.
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