Connecticut’s hospitals, embroiled in a battle with Gov. Dannel P. Malloy over cuts in Medicaid payments, are not ruling out a path taken by their counterparts in New Hampshire: possible legal action. That state’s hospital association decided in 2011 to sue New Hampshire after its Republican-controlled Legislature cut Medicaid funding by more than $130 million, but retained a tax on hospitals that was supposed to help the state gain matching federal money to pay for health care for the poor.