A method using machine learned, scenario based control heuristics including: providing a simulation model for predicting a system state vector of the dynamical system in time based on a current scenario parameter vector and a control vector; using a Model Predictive Control, MPC, algorithm to provide the control vector during a simulation of the dynamical system using the simulation model for different scenario parameter vectors and initial system state vectors; calculating a scenario parameter vector and initial system state vector a resulting optimal control value by the MPC algorithm; generating machine learned control heuristics approximating the relationship between the corresponding scenario parameter vector and the initial system state vector for the resulting optimal control value using a machine learning algorithm; and using the generated machine learned control heuristics to control the complex dynamical system modelled by the simulation model.