solution for this is from comment for https://issues.jenkins-ci.org/browse/JENKINS-29616.
The following are the comment from Aaron Jensen:
We were getting this error because our instance of Jenkins is served via HTTPS (no HTTP allowed). For some reason, default Java 1.8 can't connect. We had to download and install the Java Cryptography Extension (JCE) Unlimited Strength Jurisdiction Policy Files and install its .jar files into c\security. Once those files were in place, the agent was able to connect.
For my slave, slave IP is out of China using NordVPN, I downloaded the Java Cryptography Extension (JCE) Unlimited Strength Jurisdiction Policy Files and copy the .jar files to $JAVA_HOME/lib folder, and then reconnect to jenkins master using jnlp command line, it works.
