Small parameter limit for ergodic, discrete-time, partially observed, risk-sensitive control problems

We show that discrete-time, partially observed, risk-sensitive control prob lems over an infinite time horizon converge, in the small noise limit, to d eterministic dynamic games, in the sense of uniform convergence of the valu e function on compact subsets of its domain. We make use of new results con cerning large deviations and existence of value functions.