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math.OC2026
Symmetrizing Bregman Divergence on the Cone of Positive Definite Matrices: Which Mean to Use and Why
Tushar Sial, Abhishek Halder
This work uncovers variational principles behind symmetrizing the Bregman divergences induced by generic mirror maps over the cone of positive definite matrices. We show that compu…
math.OC2025
Fixed Horizon Linear Quadratic Covariance Steering in Continuous Time with Hilbert-Schmidt Terminal Cost
Tushar Sial, Abhishek Halder
We formulate and solve the fixed horizon linear quadratic covariance steering problem in continuous time with a terminal cost measured in Hilbert-Schmidt (i.e., Frobenius) norm err…