This paper proposes a new optimal guidance law based on proportional-integral (PI) concept to reduce the sensitivity to unknown target maneuvers. Compared to existing PI guidance laws, the proposed guidance command is derived in the optimal control framework while guaranteeing finite time convergence. The kinematics equation with respect to the zero-effortmiss (ZEM) is utilized and the integral ZEM is augmented as a new system state. The proposed guidance law is derived through the Schwarz's inequality method. The closed-form solution of proposed guidance law is presented to provide better insight of its properties. Additionally, the working principle of the integral command is investigated to show why the proposed guidance law is robust ag...