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On the Equivalence of Stochastic Control and Path Space Formulations for Schrödinger Bridges over Compact Connected Lie Groups

arXiv · AI, language, vision and robotics · article · Sep 12, 2026 · UTC

We establish the equivalence between the stochastic optimal control and path space formulations of the Schrödinger bridge problem (SBP) for the kinematic equation on a compact connected Lie group. Using the geometric concepts of horizontal lift and stochastic anti-development, we derive a Girsanov-type change-of-measure result, and show that the expected control energy equals the relative entropy of the controlled path law with respect to the reference Wiener measure. Thus, the SBP is equivalently a path space relative entropy minimization problem subject to prescribed endpoint marginals.Our r

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First collected: 2026-09-20T16:41:15.630Z. This is not the publication date.