Rescue assignments strategy are crucial for multiple Autonomous Underwater Vehicle (multi-AUV) systems in three dimensional (3-D) complex underwater environments. Considering the requirements of rescue missions, multi-AUV systems need to be cost-effective, fast-rescuing, and less concerned about the relationship between rescue missions. The real-time rescue plays a vital role in the multi-AUV system with the characteristics mentioned above. In this paper, we propose an efficient Reward acting on Reinforcement Learning and Particle Swarm Optimization (R-RLPSO), to provide a strategy of real-time rescue assignment for the multi-AUV system in the 3-D underwater environment. This strategy consists of the following three parts. Firstly, we present a reward-based real-time rescue assignment algorithm. Secondly, we propose an Attraction Rescue Area containing a Rescue Area. For the waypoints in each Attraction Rescue Area, the reward is calculated by a linear reward function. Thirdly, to speed up the convergence of the R-RLPSO and mark the rescue states of Attraction Rescue Area and rescue area, we develop a Reward Coefficient based on the reward of all Attraction Rescue Areas and Rescue Areas. Finally, simulation results show that the system based on R-RLPSO is more cost-effective and time-saving than that of based on comparison algorithms ISOM and IACO.