ROS catkin build - cannot find shared library

I ran into the same issue. I made the following changes based on this post on ROS Answers and the below comment in the generic CMakeLists.txt file for the catkin_packages macro:

## LIBRARIES: libraries you create in this project that dependent projects also need

I did a few things to fix this...

1. Added LIBRARIES agentlib to the catkin_packages macro in the rl_agent/CMakeLists.txt file. This makes the agentlib library available later to rl_experiment.
2. Added LIBRARIES envlib to the catkin_packages macro in the rl_env/CMakeLists.txt file. This makes the envlib library available later to rl_experiment.
3. Removed agentlib and envlib from the target_link_libraries macro in the rl_experiment/CMakeLists.txt file. These are not necessary.
4. Verified rl_agent and rl_env packages are listed in the find_package macro of the rl_experiment/CMakeLists.txt.

...then everything successfully compiled.

Adding snippets for further clarification...

1. rl_agent CMakeLists.TXT Changes (item 1 above):

    ...

    ## Declare a cpp library
    # add_library(rgbd_tools
    #   src/${PROJECT_NAME}/
    # )

    add_library(agentlib
      src/Agent/DiscretizationAgent.cc
      src/Agent/QLearner.cc
      ...
      src/newmat/newmatrm.cc
      src/newmat/newmat9.cc
    )

    ## Declare a cpp executable
    # add_executable(rgbd_tools_node src/rgbd_tools_node.cpp)

    ...

2. rl_env CMakeLists.txt Changes (item 2 above):

    ...
    ###################################
    ## catkin specific configuration ##
    ###################################
    ...
    catkin_package(
       INCLUDE_DIRS include
       LIBRARIES envlib
    #  CATKIN_DEPENDS roscpp rospy std_msgs
       CATKIN_DEPENDS message_runtime
    #  DEPENDS system_lib
    )

    ...

3. rl_experiment CMakeLists.txt Changes (items 3 & 4 above):

    ...
    ## Find catkin macros and libraries
    ## if COMPONENTS list like find_package(catkin REQUIRED COMPONENTS xyz)
    ## is used, also find other catkin packages
    find_package(catkin REQUIRED COMPONENTS
      roscpp
      std_msgs
      rl_common
      rl_env
      rl_agent
    )

    ## System dependencies are found with CMake's conventions
    # find_package(Boost REQUIRED COMPONENTS system)
    ...
    ## Declare a cpp executable
    # add_executable(rgbd_tools_node src/rgbd_tools_node.cpp)

    add_executable(experiment src/rl.cc)
    # target_link_libraries(experiment agentlib envlib ${catkin_LIBRARIES})
    target_link_libraries(experiment ${catkin_LIBRARIES})

    #add_executable(image_converter src/image_converter.cpp)
    ...