Optimal control of multivariable systems is a complex dynamic process that minimizes the cost function to obtain the optimal control strategy. Unfortunately, for nonlinear systems, it is not possible to use the traditional linear quadratic regulator (LQR), which would be optimal over the entire range of parameter variation. The problem of nonlinear multivariable systems and their optimal control is very momentous. The solution presented in this paper is based on the application of Reinforcement Learning (RL) networks in controlling a five-degree-of-freedom overhead crane system. Additionally, unlike the classical approach, the algorithm is adapted to directly analyze tabular data of inputs and outputs of the controlled model instead of analyzing its state as feedback (model-free). Implementing the new control structure for the multivariable system improved control quality compared to the classical LQR controller with linearization at the operating point. In addition to quality, the resource indicators, which in the LQR controller are represented by the matrix R, have been significantly improved. The architecture of the neural control system is presented, ensuring that over the entire range of nonlinearity, the quality of control is preserved while reducing the cost of its resource intensity. Obtaining optimal control with reduced resources for its implementation induces a wide range of applications of such neural control in engineering systems. The effectiveness of the proposed control system has been demonstrated in simulation studies. The simulation results present the system’s excellent control performance and adaptability over the entire range of object nonlinearity. The neural algorithm resulted in significantly shorter adjustment time and better control quality with significantly less system resource consumption and increased system dynamics.