This paper proposes a robust control design method using reinforcement learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement learning algorithm with a new learning technique based on the robust control theory. By learning from the data, the algorithm proposes actions that guarantee the stability of the closed-loop system within the uncertainties estimated also from the data. Control policies are calculated by solving a set of linear matrix inequalities. The controller was evaluated using simulations on a blood glucose model for patients with Type 1 diabetes. Simulation results show that the proposed methodology is capable of safely regulating the blood glucose within a healthy level under the influence of measurement and process noises. The controller has also significantly reduced the post-meal fluctuation of the blood glucose. A comparison between the proposed algorithm and the existing optimal reinforcement learning algorithm shows the improved robustness of the closed-loop system using our method.

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