This work presents the use of dynamic programming (DP), neuro-dynamic programming (NDP), rollout algorithm (RA) and model predictive control (MPC) for optimal control of batch cultivation of the yeast Kluyveromyces marxianus var. lactis MC5. DP is a widespread method for solving problems related to optimization and optimal process control. To reduce the “curse of dimensionality”, NDP has been implemented as an alternative. In NDP, a neural network is used to solve the dimensionality problem. A simpler NDP method, called RA, is used to approximate the optimal cost through the cost of a relatively good suboptimal policy, called the baseline policy. RA is a suboptimal method for deterministic and stochastic problems that can be solved by DP. In this paper we also present off-line MPC technique for tracking of constrained fermentation systems and it overcomes the problem by off-line optimizations prior to implementation. MPC is used to provide perturbation feedback and it is developed theoretical on base a controller as an illustration how we can avoid disturbances in the process optimisation. The developed control algorithm-combined NDP and MPC ensures maximum biomass production at the end of the process and feedback during disturbances and process stability and shows that robust stability can be ensured.