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The controlled diffusion satisfies the stochastic differential equation  \\[ dX^{u,\\varepsilon}= b(X^{u,\\varepsilon}, u) dt+ \\sqrt\\varepsilon\\sigma(X^{u, \\varepsilon}) dW, \\]  where \\(W\\) is a Brownian motion and \\(u\\) an admissible control. Denoting the exit time from \\(G\\) by \\(\\tau^{u,\\varepsilon}\\), the authors investigate the value function \\(V^\\varepsilon\\) by the risk-sensitive criterion; \\(J^{\\varepsilon,u}= -\\varepsilon\\log E_x\\exp(-{\\theta\\tau^{u, \\varepsilon}\\over \\varepsilon})\\). Using probabilistic arguments and the representation formula, they expressed \\(J^{\\varepsilon, u}\\) as the minimizing cost for a stochastic control problem. This fact derives that \\(V^\\varepsilon\\) coincides with the upper value of stochastic differential game and \\(V^\\varepsilon\\) converges to the value of an associated deterministic differential game, as \\(\\varepsilon\\to 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