The terminal-cost optimization of a control-affine nonlinear system leads to a discontinuous solution that can be characterized in a piecewise manner. To implement such an optimal trajectory despite disturbances and parametric uncertainty, a cascade optimization scheme is proposed in this paper, where optimal reference signals are tracked. Optimality is achieved by the appropriate definition of reference signals (input bounds, state constraints, or switching functions) to track in various sub-intervals. Furthermore, conservatism is introduced into the optimization problem to ensure satisfaction of path constraints in the presence of uncertainty. Finally, the proposed cascade optimization scheme is illustrated on a simulation of a fed-batch penicillin fermentation plant. (C) 2000 Elsevier Science Ltd. All rights reserved.