ENTITY Linear Exponential Quadratic Gaussian

Linear Exponential Quadratic Gaussian

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TOOL · CL_252145 · Sep 14 · 04:00

New LEQG Covariance Steering Problem Analyzed in Continuous Time

Researchers have formulated and analyzed the linear exponential quadratic Gaussian (LEQG) covariance steering problem in continuous time. This problem can be viewed as a risk-sensitive Schrödinger bridge between Gaussia…

New LEQG Covariance Steering Problem Analyzed in Continuous Time