A stable neural network control scheme for unknown non-linear systems is developed in this paper. While the control variable is optimised to minimize the performance index, convergence of the index is guaranteed asymptotically stable by a Lyapnov control law. The optimization is achieved using a gradient descent searching algorithm and is consequently slow. A fast convergence algorithm using an adaptive learning rate is employed to speed up the convergence. Application of the stable control to a single input single output (SISO) non-linear system is simulated. The satisfactory control performance is obtained.