Our paper deals with an effective application of the pseudospectral method to solution of Hamiltonian boundary value problems in optimal control theory. The developed numerical methodology is based on the celebrated Gauss pseudospectral approach. The last one makes it possible to reduce the conventional Hamiltonian boundary value problem to an auxiliary algebraic system. The implementable algorithm we propose is computationally consistent and moreover, involves numerically tractable results for a relative small discretization grids. However, the solution of the obtained algebraic equations system may has a low convergence radius. We next use the differential continuation approach in order to weaken the necessity of the well-defined initial conditions for the above algebraic system. The presented solution procedure can be extremely useful when the generic shooting-type methods fail because of sensitivity or stiffness. We discuss some numerical results and establish the efficiency of the proposed methodology.