Pantograph-catenary interaction is one of the most important items for operation of high speed trains, reliable current collection being the necessary pre-condition to speed up trains. Severe limitations can come from the variability of the contact force acting between the pantograph and the catenary, which can lead to poor current collection or excessive wear of both contact wire and collector strips. This paper describes a pneumatic actively controlled pantograph which exploits the air spring located at the base of the articulated frame as actuator, in order to reduce contact force variability. The control strategy adopted is the Optimal Control (LQR – Linear Quadratic Regulator) based on a Finite Time approach. The outcome of the full process is a pneumatic actively controlled pantograph: simulations show promising results up to 300 km/h, in terms of reduction of vertical displacement of the catenary and contact force variability.