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The control of continuous tandem cold rolling of metal strip is similar to the control of stand-alone tandem cold rolling except that additional challenges occur during the passage of the weld, which generally is done at reduced speed. The more significant issues that must be considered are: (1) reducing the length of strip near the weld that has excessive excursions in thickness, (2) reducing the excursions in tension and roll force as the weld goes through a stand, and (3) maintaining the mass flow balance in the mill. This paper presents the results of an investigation of the application of the state-dependent Riccati equation (SDRE) technique developed for improvement in the control of stand-alone tandem cold rolling, to continuous tandem cold rolling, particularly during passage of the weld. Two methods of control during this regime of operation are evaluated and a preferred method is selected. Using the preferred method it was determined by simulation that the SDRE technique has the capability for successfully controlling the mill during weld passage, so that this novel approach offers a strong potential for improvement in the control of both the stand-alone and continuous tandem cold rolling processes.