Robust programming, and more specific LMI techniques, have proven to be an extremely effective tool for the synthesis of missile guidance laws. The advantage of this model-based approach is that a large class of uncertainties can be taken into account and a robust guidance law is obtained. In this paper the class of uncertainties applicable for robust design is extended to include non-linear dynamics. Hence the obtained robust disturbance feedback strategies provide an upper bound on the performance of the nonlinear system against all allowable evader disturbances and model uncertainties. Furthermore it is shown that implementing the strategies as a receeding horizon control strategy lead to very satisfactory results. Copyright © 2009 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.