שליטה באופק הסתברותי של גורמי תגובה

תקציר מקורי באנגליתarXiv:2609.12463v1 Announce Type: cross Abstract: 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 the risk-neutral case, the LEQG covariance steering controller--still a linear state feedback--can no longer be written in closed form. We show that the optimal controller is parameterized by a symmetric matrix solving an algebraic equation that encodes the implicit dependence on the risk-sensitivity parameter. We explain how the structure of this optimal controller significantly generalizes the existing results for the risk-neu