A closed electro-hydraulic control system comprised a differential hydraulic cylinder, two safety valves, a small path fluid one-way valve, a displacement transducer, a subtractor, two controllers, a hydraulic pump, a prime motor, a low-pressure oil-supply system and a rotational speed governor. The hydraulic pump has three oil ports connected with a rod-free cavity, a rod cavity of the differential hydraulic cylinder and the low-pressure oil-supply system separately.