# Is Bellman Equation Enough for Learning Control?

arXiv: https://arxiv.org/abs/2503.02171 · HTML: https://mlsanity.com/paper/2503.02171/

## 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 19 of its 40 references that are in the map.
- First posted on arXiv 4 Mar 2025.

## 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, 19 of 19)

- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [Continuous control with deep reinforcement learning](https://mlsanity.com/paper/1509.02971/) (2015)
- [Trust Region Policy Optimization](https://mlsanity.com/paper/1502.05477/) (2015)
- [Self-Normalizing Neural Networks](https://mlsanity.com/paper/1706.02515/) (2017)
- [Safe Learning in Robotics: From Learning-Based Control to Safe Reinforcement Learning](https://mlsanity.com/paper/2108.06266/) (2021)
- [Deep Lagrangian Networks: Using Physics as Model Prior for Deep Learning](https://mlsanity.com/paper/1907.04490/) (2019)
- [Continuous Deep Q-Learning with Model-based Acceleration](https://mlsanity.com/paper/1603.00748/) (2016)
- [Safe Control with Learned Certificates: A Survey of Neural Lyapunov, Barrier, and Contraction methods](https://mlsanity.com/paper/2202.11762/) (2022)
- [Learning Stable Deep Dynamics Models](https://mlsanity.com/paper/2001.06116/) (2020)
- [Accelerated Policy Learning with Parallel Differentiable Simulation](https://mlsanity.com/paper/2204.07137/) (2022)
- [Adaptive Deep Learning for High-Dimensional Hamilton-Jacobi-Bellman Equations](https://mlsanity.com/paper/1907.05317/) (2019)
- [Stabilizing Neural Control Using Self-Learned Almost Lyapunov Critics](https://mlsanity.com/paper/2107.04989/) (2021)
- [On the consistency of hyper-parameter selection in value-based deep reinforcement learning](https://mlsanity.com/paper/2406.17523/) (2024)
- [Value Iteration in Continuous Actions, States and Time](https://mlsanity.com/paper/2105.04682/) (2021)
- [HJB Optimal Feedback Control with Deep Differential Value Functions and Action Constraints](https://mlsanity.com/paper/1909.06153/) (2019)
- [Robust Value Iteration for Continuous Control Tasks](https://mlsanity.com/paper/2105.12189/) (2021)
- [Continuous-Time Fitted Value Iteration for Robust Policies](https://mlsanity.com/paper/2110.01954/) (2021)
- [On the Uniqueness of Solution for the Bellman Equation of LTL Objectives](https://mlsanity.com/paper/2404.05074/) (2024)
- [On nouniqueness of solutions of Hamilton-Jacobi-Bellman equations](https://mlsanity.com/paper/1505.06567/) (2015)

## Abstract (arXiv)

The Bellman equation and its continuous-time counterpart, the Hamilton-Jacobi-Bellman (HJB) equation, serve as necessary conditions for optimality in reinforcement learning and optimal control. While the value function is known to be the unique solution to the Bellman equation in tabular settings, we demonstrate that this uniqueness fails to hold in continuous state spaces. Specifically, for linear dynamical systems, we prove the Bellman equation admits at least binom2nn solutions, where n is the state dimension. Crucially, only one of these solutions yields both an optimal policy and a stable closed-loop system. We then demonstrate a common failure mode in value-based methods: convergence to unstable solutions due to the exponential imbalance between admissible and inadmissible solutions. Finally, we introduce a positive-definite neural architecture that guarantees convergence to the stable solution by construction to address this issue.
