The steady state solution of optimal control of a one-machine five-product manufacturing system with setup changes, operating in a continuous time dynamic environment is considered. The system is deterministic. When production is switched from one product to the other, a known constant setup time and a setup cost are incurred. Each product has specified constant processing time and constant demand rate, as well as a reasonably long supply of raw materials. The problem is formulated as a feedback control problem. The aim is to minimize the total backlog, inventory and setup costs incurred over a finite horizon. The optimal solution provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels).