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Hamidreza Behjoo

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#artificial intelligence Preprint Sep 2026

The Risk-Sensitive Schr\"odinger Bridge: Is Not a KL Projection

The Schr\"odinger bridge owes its computational power to a single structural fact: by Girsanov's theorem the controlled problem is a Kullback--Leibler (KL) projection onto a fixed reference measure, solvable by alternating projections. This letter shows that the fact does not survive risk sensitivity. When the expected...

Hamidreza Behjoo · 0 citations