Scanning exposure apparatus and device manufacturing method

A scanning exposure apparatus includes a projection optical system; a stage to move while holding a substrate; a measurement system to measure a position of the substrate in an optical axis direction of the projection optical system; a generation system to generate a driving signal, in which a change amount being controlled to be equal to or less than an upper limit value, to the stage based on the result of measurement by the measurement system; and a setting system to set the upper limit value based on a running status of the stage.