This paper presents a new model-based algorithm that computes predictive optimal controls on-line and in closed loop for traditionally challenging nonlinear systems. Examples demonstrate the same algorithm controlling hybrid impulsive, underactuated, and constrained systems using only high-level models and trajectory goals. Rather than iteratively optimize finite horizon control sequences to minimize an objective, this paper derives a closed-form expression for individual control actions, i.e., control values that can be applied for short duration, that optimally improve a tracking objective over a long time horizon. Under mild assumptions, actions become linear feedback laws near equilibria that permit stability analysis and performance-based parameter selection. Globally, optimal actions are guaranteed existence and uniqueness. By sequencing these actions on-line, in receding horizon fashion, the proposed controller provides a min-max constrained response to state that avoids the overhead typically required to impose control constraints. Benchmark examples show the approach can avoid local minima and outperform nonlinear optimal controllers and recent, case-specific methods in terms of tracking performance, and at speeds orders of magnitude faster than traditionally achievable.3 are nonlinear in state x : R → R n . Though these methods apply more broadly, we derive controls for the case where (1) is linear with respect to the control, u : R → R m , satisfying control-affine form, f (t, x(t), u(t)) = g(t, x(t)) + h(t, x(t)) u(t) .(2)The time dependence in (1) and (2) will be dropped for brevity. The prediction phase simulates motion resulting from some choice of nominal control, u = u 1 . Thus, the nominal predicted motion corresponds to, u 1 (t)).Although the nominal control may be chosen arbitrarily, all examples here use a null nominal control, u 1 = 0. Hence, in the SLIP example, SAC seeks actions that improve performance relative to doing nothing, i.e., letting the SLIP fall.With l 1 : R n → R and m : R n → R, the cost functional,