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This paper investigates the use of Generalized Sampled Data Hold Function Control (GSHF) to optimize the intersampling behavior of sampled data control loops. The idea of GSHF control is to use sampled data feedback, but consider the hold function as a design parameter. Explicit solutions are given for the GSHF versions of the optimal LQ and LQG regulators. The questions of existence, uniqueness and computation of optimal hold functions are treated.