Researchers address stability properties of the Hamilton — Jacobi — Bellman (HJB) equation in Lipschitz continuous optimal control problems for model-free reinforcement learning.
They bridge the gap between Lipschitz continuous optimal control problems and classical optimal control problems, exploring stability and convergence rates of value functions.
A generalized framework for Lipschitz continuous control problems is proposed, along with a new HJB-based reinforcement learning algorithm.
The proposed method is compared with existing approaches using benchmark examples.