A recurrent neural network for the optimal control of a group of interconnected dynamic systems is presented in this paper. On the basis of decomposition and coordination strategy for interconnected dynamic systems, the proposed neural network has a two-level hierarchical structure: several local optimization subnetworks at the lower level and one coordination subnetwork at the upper level. A goal-coordination method is used to coordinate the interactions between the subsystems. By nesting the dynamic equations of the subsystems into their corresponding local optimization subnetworks, the number of dimensions of the neural network can be reduced significantly. Furthermore, the subnetworks at both the lower and upper levels can work concurrently. Therefore, the computation efficiency, in comparison with the consecutive executions of numerical algorithms on digital computers, is increased dramatically. The proposed method is extended to the case where the control inputs of the subsystems are bounded. The stability analysis shows that the proposed neural network is asymptotically stable. Finally, an example is presented which demonstrates the satisfactory performance of the neural network.