In this article, a method for computing an optimal state feedback control law for continuous-time switched affine systems exhibiting cyclic behaviour in steady state is presented. The hybrid solutions are deduced from the Fillipov solutions. It is shown that the optimal trajectory synthesis implies to determine singular arcs. Algebraic conditions are given to obtain these particular arcs of the trajectory. A numerical procedure is then proposed to generate optimal trajectories on a given state space area avoiding the classical two-point boundary value problem occurring in optimal control synthesis. The interpolation of the solutions set, through a neural network, yields a state feedback control law. Several examples in the power converters field show the feasibility and the efficiency of the method.