  The importance of feedback control is being increasingly appreciated in
quantum physics and applications. This paper describes the use of optimal
control methods in the design of quantum feedback control systems, and in
particular the paper formulates and solves a risk-sensitive optimal control
problem. The resulting risk-sensitive optimal control is given in terms of a
new unnormalized conditional state, whose dynamics include the cost function
used to specify the performance objective. The risk-sensitive conditional
dynamic equation describes the evolution of our {\em knowledge} of the quantum
system tempered by our {\em purpose} for the controlled quantum system.
Robustness properties of risk-sensitive controllers are discussed, and an
example is provided.
