We investigate the use of optimal coordinated control techniques in large eddy simulations of wind farm boundary layer interaction with the aim of increasing the total energy extraction in wind farms. The individual wind turbines are considered as flow actuators, and their energy extraction is dynamically regulated in time, so as to optimally influence the flow field. We extend earlier work on wind farm optimal control in the fully-developed regime (Goit and Meyers 2015, J. Fluid Mech. 768, 5–50) to a ‘finite’ wind farm case, in which entrance effects play an important role. For the optimal control, a receding horizon framework is employed in which turbine thrust coefficients are optimized in time and per turbine. Optimization is performed with a conjugate gradient method, where gradients of the cost functional are obtained using adjoint large eddy simulations. Overall, the energy extraction is increased 7% by the optimal control. This increase in energy extraction is related to faster wake recovery throughout the farm. For the first row of turbines, the optimal control increases turbulence levels and Reynolds stresses in the wake, leading to better wake mixing and an inflow velocity for the second row that is significantly higher than in the uncontrolled case. For downstream rows, the optimal control mainly enhances the sideways mean transport of momentum. This is different from earlier observations by Goit and Meyers (2015) in the fully-developed regime, where mainly vertical transport was enhanced.