With the rapid development of society, the progress of science and technology, computer technology through continuous improvement and perfect has been widely used in various fields. In power system, the main function of the optimal control theory is in the midst of all the solutions to find a more scientific and reasonable solution. The optimal control theory in modern control theory occupies a very important role [1] . In the control system, is the most important part of computer, computer is mainly to complete the online control, the optimal control theory to thoroughly applied to the practical work, improve the work efficiency of the power system to ensure the reliability and security of power system With the rapid development of science and technology, power system automation direction gradually, the safe operation of power system automation is decided by the control theory [2] . With the rapid development of the optimal control theory and its application in electric power system more and more deep, the existence of this theory is mainly in all solutions in the search for a suitable method. The optimal control theory is in the last century 60 s come up an idea, after half a century of development, its application in power system is perfect, the application result in power system is also very obvious.
THE ROLE OF THE OPTIMAL CONTROL THEORYIn modern control theory, the optimal control theory is the core content, is an important part of the whole control theory, under certain conditions to choose all the control laws and policies, choosing an optimal control strategy and control rule, makes the whole power system under prescribed performance indicators to achieve the optimal value. For the optimal control theory, the most basic content is a maximum theory and dynamic programming, and the system is the main way of using the variational method.Dynamic programming was first proposed in the last century 50 s, puts forward the main purpose of this policy is to be able to solve multi-stage decision process. This method can get the implementation and application, mainly has the optimality principle as the foundation. Similarly, is also the last century 50s, ponte aurous created out of the maximum principle, and the maximum principle the optimal