The optimal control of linear differential-difference systems of neutral type with respect to quadratic performance criteria over an infinite time interval is treated. The linear differential-difference systems with delays in coordinates, derivatives, and control actions are analysed. Dynamic programming is used to determine the optimization equations. A set of Riccati type equations is obtained. The closed-loop system synthesis problem is discussed. The approximate optimal problem is formulated. A connection is established between the original and approximate optimal problems. Special attention is paid to the suboptimal system synthesis problem.