Most of the time, people perform their daily activities inside buildings. Thus, an important factor is to look for a tradeoff between energy saving and user welfare, since lack of poor indoor comfort has a direct effect on users' productivity and an indirect effect on energy efficiency. The use of appropriate control strategies can highly contribute to this purpose. This paper presents a comparison among several predictive control approaches, that allow to obtain a high thermal comfort level optimizing the use of an HVAC (Heating, Ventilation and Air Conditioning) system by means of different cost functions. Real results obtained in a solar energy research centre are included and commented. (C) 2011 Elsevier B.V. All rights reserved.