The aim of this paper is to extend the Dynamic Programming (DP) approach to multi-model optimal control problems (OCPs). We deal with robust optimization of multimodel control systems and are particularly interested in the Hamilton-Jacobi-Bellman (HJB) equation for the above class of problems. In this paper, we study a variant of the HJB for multi-model OCPs and examine the natural relationship between the Bellman DP techniques and the Robust Maximum Principle (MP) [7], [8], [9], [18]. Moreover, we describe a concept for practical calculations in the context of multi-model LQ-problems and derive the associated Riccati-type equation. ©2008 AACC.