The choice of the final time, tj, in the optimal control of nonlinear systems is shown to be very important. By choosing tf to be small, and repeatedly optimizing the system operation over the short time intervals gives a highly oscillatory type of control for a particular nonlinear chemical reactor. The cumulative profit as compared to that obtained by choosing tf to be large, is substantially lower. In the operation of a batch reactor it is shown that if tf is small, bang‐bang control with singular sub‐arcs results. When tf is large, the optimal control policy tends to be relatively smooth and the profitability is substantially improved.