In this talk I will introduce a statistical mechanics problem known as the Schrödinger problem, which aims at finding the most likely evolution of a cloud of particles conditionally to initial and final configurations. Starting from this problem I will guide you towards stochastic optimal control, entropic optimal transport and finally generative models. (No prior knowledge of statistical mechanics is required, it might be useful basic knowledge of SDEs, though you might enjoy the talk even without it and with a bit of faith).