Abstract: A kind of infinite process possesses the approximate period property,which provide possible to solvethe problem of it's optimal control.The main problem is the optimization of periodic initial state.A control method of fictitious optimization is advanced in this paper.Combining with proper link method of states between two periods,this method not only reduces computational and storing quantity,but alsogives a better optimal result.Simulation of a water plant control shows this method is effective in economizing energy.