Ensure you are on version 1.1.8.0 or higher. This major patch fixed significant checkpoint and stability issues that plagued the launch version.
Are you getting a specific (like an Unreal Engine 4 crash) when it closes? Ensure you are on version 1
If you are on a laptop, ensure the game is forced to run on your High-performance NVIDIA/AMD processor in Windows Graphics Settings . Ensure you are on version 1
In the same Compatibility tab, check Disable fullscreen optimizations to prevent Windows from interfering with the game's display mode. FPS & Performance Optimization Ensure you are on version 1