A robust optimal control design is proposed in this study for rigid robotic systems under the unknown loads and the other uncertainties. The uncertainties are reflected in the performance index, where the uncertainties are bounded for the quadratic square of the states with a positive definite weighting matrix. An iterative algorithm is presented for the determination of the weighting matrix required for necessary robustness. Computer simulations have been done for a weight-lifting operation of a two-link manipulator and the simulation results shows that the proposed algorithm is very effective for a robust control of robotic systems.