Designing efficient closed-loop control algorithms is a key issue in Additive Manufacturing (AM), as various aspects of the AM process require continuous monitoring and regulation, with temperature being a particularly significant factor. Here we study closed-loop control for the temperatures in the extruder of a Material Extrusion AM system, specifically a Big Area Additive Manufacturing (BAAM) system. Previous approaches for temperature control in AM either require the knowledge of exact model parameters, or involve discretisation of the state and action spaces to employ traditional data-driven control techniques. On the other hand, modern algorithms that can handle continuous state and action space problems require a large number of hyperparameter tuning to ensure good performance. In this work, we circumvent the above limitations by making use of a state space temperature model while focusing on both model-based and data-driven methods. We adopt the Linear Quadratic Tracking (LQT) framework and utilise the quadratic structure of the value function in the model-based analytical solution to produce a data-driven approximation formula for the optimal controller. We demonstrate these approaches using a simulator of the temperature evolution in the extruder of a BAAM system and perform an in-depth comparison of the performance of these methods. We find that we can learn an effective controller using solely simulated input–output process data. Our approach achieves parity in performance compared to model-based controllers and so lessens the need for estimating a large number of parameters of the often intricate and complicated process model. We believe this result is an important step towards achieving autonomous intelligent manufacturing.