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The anatomy, physiology, and biochemistry of the human skin have been studied for a long time. A special interest has been shown in the water permeability of the premature infant's skin, which is known to be an important factor in the maintenance of a controlled water and heat balance. The rate of evaporative heat exchange between the skin surface of a very premature infant and the surrounding incubator air may be so high that evaporative heat loss alone may exceed the infant's total metabolic heat production. However, it has been demonstrated in several investigations published in recent years that basal evaporative water loss can be consistently reduced by increasing the ambient humidity. Nevertheless, the passive humidification system (water reservoir) used in most incubators cannot achieve high and steady humidity levels. Here, the authors propose an active humidification system. The algorithm is based on a combination of optimal control theory and dynamic programming approach. The relative-humidity (R.H.) regulation is performed in range of 35-90% at 33° C with small oscillations (±0.5% R.H.) around the reference value (i.e., prescribed R.H.).