This chapter concerns the optimal control problem for an electromagnetic wave equation with a potential term depending on a real parameter and with missing initial conditions. By using both the average control notion introduced recently by E. Zuazua to control parameter depending systems and the no-regret method introduced for the optimal control of systems with missing data. The relaxation of averaged no-regret control by the averaged low-regret control sequence transforms the problem into a standard optimal control problem. We prove that the problem of average optimal control admits a unique averaged no-regret control that we characterize by means of optimality systems.