  Configurable Markov Decision Processes (Conf-MDPs) have recently been
introduced as an extension of the traditional Markov Decision Processes (MDPs)
to model the real-world scenarios in which there is the possibility to
intervene in the environment in order to configure some of its parameters. In
this paper, we focus on a particular subclass of Conf-MDP that satisfies
regularity conditions, namely Lipschitz continuity. We start by providing a
bound on the Wasserstein distance between $\gamma$-discounted stationary
distributions induced by changing policy and configuration. This result
generalizes the already existing bounds both for Conf-MDPs and traditional
MDPs. Then, we derive a novel performance improvement lower bound.
