Specifically for continuous control PPO, let's say my action space range is between $X$ (low) and $Y$ (high) and they are all sampled from a Gaussian Action Distribution with mean $\mu$ and standard deviation $\rho$.
From what I understood, the actions sampled should fall between $\mu - \rho$ and $\mu + \rho$, but that's not what happens in practice? What am I misunderstanding here? How do I ensure this range constraint from a custom action distribution with a given mean and standard deviation?
Any advice or tips for me? I would really appreciate any insights!