强化学习说法DDPG中的Ornstein-Uhlenbeck随机过程 —— How does the Ornstein-Uhlenbeck process work, and how it is used in DDPG?

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https://ai.stackexchange.com/questions/23180/how-does-the-ornstein-uhlenbeck-process-work-and-how-it-is-used-in-ddpg

It should be noted that more recent work suggests that uncorrelated Gaussian noise works just as well. TD3 paper (arxiv.org/pdf/1802.09477.pdf): "Unlike the original DDPG, we used uncorrelated noise for exploration as we found noise drawn from the Ornstein-Uhlenbeck (Uhlenbeck & Ornstein, 1930) process offered no performance benefits." D4PG paper (arxiv.org/pdf/1804.08617.pdf): "We experimented with correlated noise drawn from an Ornstein-Uhlenbeck process, as suggested by (Lillicrap et al., 2016), however we found this was unnecessary and did not add to performance." –

Another useful resource on discrete Ornstein Ulhenbeck process, much less generalized. I think now you can extend this to whatever scenario you are intereted in RL setting.