Exercise doesn't have to be walking, how mobile can you be? Can you hide food around the house? Or throw a frisbee?
It might be tricky to teach but if you're stuck in one spot you can get a couple of balls and play fetch, you hold the second ball, refuse to throw it until he brings the first one within reaching distance, smart dogs get that quite quickly. It also helps their brain cause they have to work out what you want them to do.
Talking of the brain, sometimes thinking is as good as doing, so you can set up puzzles, set up a frozen kong, all sorts.