This dissertation focuses on reinforcement learning (RL) controller design aiming for real-life applications in continuous state and control problems. It involves three major research investigations in the aspect of design, analysis, implementation, and evaluation. The application case addresses automatically configuring robotic prosthesis impedance parameters. Major contributions of the dissertation include the following. 1) An “echo control” using the intact knee profile as target is designed to overcome the limitation of a designer prescribed robotic knee profile. 2) Collaborative multiagent reinforcement learning (cMARL) is proposed to directly take into account human influence in the robot control design. 3) A phased actor in actor-critic (PAAC) reinforcement learning method is developed to reduce learning variance in RL. The design of an “echo control” is based on a new formulation of direct heuristic dynamic programming (dHDP) for tracking control of a robotic knee prosthesis to mimic the intact knee profile. A systematic simulation of the proposed control is provided using a human-robot system simulation in OpenSim. The tracking controller is then tested on able-bodied and amputee subjects. This is the first real-time human testing of RL tracking control of a robotic knee to mirror the profile of an intact knee. The cMARL is a new solution framework for the human-prosthesis collaboration (HPC) problem. This is the first attempt at considering human influence on human-robot walking with the presence of a reinforcement learning controlled lower limb prosthesis. Results show that treating the human and robot as coupled and collaborating agents and using an estimated human adaptation in robot control design help improve human walking performance. The above studies have demonstrated great potential of RL control in solving continuous problems. To solve more complex real-life tasks with multiple control inputs and high dimensional state space, high variance, low data efficiency, slow learning or even instability are major roadblocks to be addressed. A novel PAAC method is proposed to improve learning performance in policy gradient RL by accounting for both Q value and TD error in actor updates. Systematical and comprehensive demonstrations show its effectiveness by qualitative analysis and quantitative evaluation in DeepMind Control Suite.