1. A control system having input means and output means, for contolling a controlled system having states which are represented by a state vector, comprising means for applying said state vector to said input means of said control system, said control system providing, at said output means, correcting variables which are represented by a correcting variables vector, the relation between said state vector and said correcting variables vector being defined by a matrix of weights, and further comprising equation solving means for algorithmically solving an optimization equation in real time and providing a solution of said optimization equation, and means for applying said state vector to said equation solving means, said solution of said optimization equation being transferred to said control system to determine said weights of said matrix, whereby said control system provides an optimal correcting variables vector.