Active cyber defense is one important defensive method for combating cyber attacks. Unlike traditional defensive methods such as firewall-based filtering and anti-malware tools, active cyber defense is based on spreading "white" or "benign" worms to combat against the attackers' malwares (i.e., malicious worms) that also spread over the network. In this paper, we initiate the study of {\em optimal} active cyber defense in the setting of strategic attackers and/or strategic defenders. Specifically, we investigate infinite-time horizon optimal control and fast optimal control for strategic defenders (who want to minimize their cost) against non-strategic attackers (who do not consider the issue of cost). We also investigate the Nash equilibria for strategic defenders and attackers. We discuss the cyber security meanings/implications of the theoretic results. Our study brings interesting open problems for future research.