We describe a framework for designing controllers for general, partially observed systems which are robust w.r.t. uncertainties; both parametric and structural. The framework is founded on stochastic decision making by employing maximum entropy stochastic models for the nonlinear system. The framework emphasizes the significance of the Lagrange multipliers involved in the maximum entropy model construction. They provide sensitivities of controller performance vs. uncertainty model complexity - relative value of a model for a control objective. This relationship is further established via duality theory. We then develop a similar framework for networked systems and describe a result which attempts to quantify the duality between information patterns and multi-agent control performance.