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An algorithm of optimal control based on a bilinear model is presented for continuous-time nonlinear systems. By alternately solving the problem of parameter estimation and the problem of the modified bilinear model based optimal control, the optimization solution of the original problem is obtained, and in spite of the differences between the model and the represented real system. Meanwhile, in each iteration, a novel method for solving the problem of modified bilinear model-based optimal control is proposed and the convergence of the method is also proven. Many simulation examples show the algorithm can reduce the number of iterations and improve the convergence.