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#artificial intelligence Preprint Sep 2026

Linear Exponential Quadratic Gaussian Covariance Steering

We formulate and analyze the linear exponential quadratic Gaussian (LEQG) covariance steering problem in continuous time over a given deadline (finite time horizon). The solution for this problem can be seen as a risk-sensitive Schr\"{o}dinger bridge between Gaussian endpoints in the linear quadratic setting. Unlike th...

C. Cherian, Yasemin Isik, A. Halder · 0 citations

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