  We study a version of the Ornstein-Uhlenbeck bridge driven by a
spectrally-positive subordinator. Our formulation is based on a
Linear-Quadratic control subject to a singular terminal condition. The
Ornstein-Uhlenbeck bridge, we develop, is written as a limit of the obtained
optimally controlled processes, and is shown to admit an explicit expression.
Its extension with self-excitement is also considered. The terminal condition
is confirmed to be satisfied by the obtained process both analytically and
numerically. The methods are also applied to a streamflow regulation problem
using a real-life dataset.
