Today it is no more reasonable to think that air is free. In order to increase energy efficiency, the control of electropneumatic actuator requires the energy balance in terms of air flow delivered by the power modulators to be optimized during tasks such as trajectory tracking. This paper tries to tackle two essential difficulties when dealing with pneumatic actuation. First, the modeling of the heat transfer phenomena in the cylinder chambers and second, control syntheses taking into account a realistic representation of the temperature dynamic. As a consequence, this approach enables to address properly the optimization of the overall actuation efficiency.