A new computationally efficient nonlinear optimal control synthesis technique, named as unscented model predictive static programming (U-MPSP), is presented in this paper that is applicable to a class of problems with uncertainties in time-invariant system parameters and/or initial conditions. This new technique is a fusion of two recent ideas, namely MPSP and Riemann–Stieltjes optimal control problems. First, unscented transform is utilized to construct a low-dimensional finite number of deterministic problems. The philosophy of MPSP is utilized next so that the solution can be obtained in a computational efficient manner. The control solution not only ensures that the terminal constraint is met accurately with respect to the mean value, but it also ensures that the associated covariance matrix (i.e., the error ball) is minimized. Significance of U-MPSP has been demonstrated by successfully solving two benchmark problems, namely the Zermelo problem and inverted pendulum problem, which contain parametric and initial condition uncertainties.