1. A method for generating a control vector during each of a plurality of sampling instants k, said control vector to be applied to an apparatus which carries out a process having at least one input variable and at least one output variable, at least one of said input variables defining a process input vector, said apparatus varying said process input vector in accordance with the value of said control vector, said method comprising the steps of: (A) storing a model which is capable of predicting the trajectory of a dynamic process output vector, which vector is composed of at least one of said process output variables, between future sampling instants k+r+1 and k+r+1+.lambda., .lambda. being a positive integer, as a function of a future sequence of said control vectors between sampling instants k and k+.lambda.; (B) selecting, at each of said sampling instants k, a desired dynamic process output trajectory between sampling instants k+r+1 and k+r+1+.lambda., said desired dynamic process output trajectory being equal to that specific process output trajectory between sampling instants k+r+1 and k+r+1+.lambda., which said model predicts would be caused by a specific future sequence of control vectors between sampling instants k and k+.lambda., and such that said specific process output trajectory and said specific future control sequence optimize a chosen performance criterion defined by an index which includes a first set of weighting matrices corresponding to the set of dynamic process output vectors included in the process output trajectory predicted by said model and a second set of weighting matrices corresponding to the set of the control vectors included in the sequence of control vectors that said model predicts will cause said process output trajectory, said weighting matrices being selected such that said index may be minimized without requiring the solution of a Ricatti equation; and (C) generating, at each of said sampling instants k, that control vector which said model predicts will cause said dynamic process output vector at sampling instant k+r+1 to be equal to the value of said desired dynamic process output trajectory at said sampling instant k+r+1, such that said control vector is equal to the value at sampling instant k of said specific control vector sequence and thereby optimizes said chosen performance criterion.