We propose an optimal control approach to robust control design. Our goal is to design a state feedback to stabilize a system under uncertainty. We translate this robust control problem into an optimal control problem of minimizing a cost. Because the uncertainty bound is reflected in the cost, the solution to the optimal control problem is a solution to the robust control problem. Our approach can dear with both linear and non-linear systems. Furthermore it can handle both matched and unmatched uncertainties. It can also handle uncertainty in the control input matrix.