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This article presents information on large macro-economic models. It is opined that rational expectations, when applied to the large macro-economic models, implies that the expectation of a variable must be the same as the eventual model forecast of that variable. This particular concept has posed serous problems for large model users as the traditional solution techniques are not capable of solving such models. The solution technique used by the London Business School involves formulating the problem in an optimal control framework. The control variables are taken to be the expectation variables and an objective function is set up which minimizes the squared difference between the expected variables and their eventual outcome. This technique is fairly reliable; if a solution to the model exists it will generally find it. It is, however, fairly expensive in computer time as any control exercise on a large model is bound to be. The real drawback of this technique is, however, that it severely limits the number of expectations terms which can appear in the model.