Self-assembly, the process by which interacting components form well-defined and often intricate structures, is typically thought of as a spontaneous process arising from equilibrium dynamics. When a system is driven by external nonequilibrium forces, states statistically inaccessible to the equilibrium dynamics can arise, a process sometimes termed direct self-assembly. However, if we fix a given target state and a set of external control variables, it is not well-understood (i) how to design~a protocol to drive the system toward the desired state nor (ii) the cost of persistently perturbing the stationary distribution. In this work, we derive a bound that relates the proximity to the chosen target with the dissipation associated with the external drive, showing that high-dimensional external control can guide systems toward target distribution but with an inevitable cost. Remarkably, the bound holds arbitrarily far from equilibrium. Second, we investigate the performance of deep reinforcement learning algorithms and provide evidence for the realizability of complex protocols that stabilize otherwise inaccessible states of matter.