"Design and experimental verification of a Constrained Finite Time Optimal control scheme for the attitude control of a Quadrotor Helicopter subject to wind gusts" by Kostas Alexis, George Nikolakopoulos, Anthony Tzes
Please have a look at this paper for an in-depth understanding.
Aganovic, Zijad, and Zoran Gajic. "The successive approximation procedure for finite-time optimal control of bilinear systems." IEEE Transactions on Automatic Control 39, no. 9 (1994): 1932-1935.