# On the stability of Lipschitz continuous control problems and its application to reinforcement learning

arXiv: https://arxiv.org/abs/2404.13316 · HTML: https://mlsanity.com/paper/2404.13316/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in RL theory and sample complexity, one of 15 directions in Deep reinforcement learning methods.
- Builds on 3 of its 14 references that are in the map.
- First posted on arXiv 20 Apr 2024.

## Placed in

- Deep reinforcement learning methods / [RL theory and sample complexity](https://mlsanity.com/deeprl/rl-theory-and-sample-complexity/)

## Builds on (most cited first, 3 of 3)

- [Continuous control with deep reinforcement learning](https://mlsanity.com/paper/1509.02971/) (2015)
- [q-Learning in Continuous Time](https://mlsanity.com/paper/2207.00713/) (2022)
- [Hamilton-Jacobi Deep Q-Learning for Deterministic Continuous-Time Systems with Lipschitz Continuous Controls](https://mlsanity.com/paper/2010.14087/) (2020)

## Abstract (arXiv)

We address the crucial yet underexplored stability properties of the Hamilton--Jacobi--Bellman (HJB) equation in model-free reinforcement learning contexts, specifically for Lipschitz continuous optimal control problems. We bridge the gap between Lipschitz continuous optimal control problems and classical optimal control problems in the viscosity solutions framework, offering new insights into the stability of the value function of Lipschitz continuous optimal control problems. By introducing structural assumptions on the dynamics and reward functions, we further study the rate of convergence of value functions. Moreover, we introduce a generalized framework for Lipschitz continuous control problems that incorporates the original problem and leverage it to propose a new HJB-based reinforcement learning algorithm. The stability properties and performance of the proposed method are tested with well-known benchmark examples in comparison with existing approaches.