1 | \relax |
---|
2 | \catcode`"\active |
---|
3 | \catcode`-\active |
---|
4 | \select@language{czech} |
---|
5 | \@writefile{toc}{\select@language{czech}} |
---|
6 | \@writefile{lof}{\select@language{czech}} |
---|
7 | \@writefile{lot}{\select@language{czech}} |
---|
8 | \citation{bellman1957dynamic} |
---|
9 | \citation{feldbaum1965optimal} |
---|
10 | \citation{luus2000iterative} |
---|
11 | \citation{hammersley1964monte} |
---|
12 | \citation{thompson2005stochastic} |
---|
13 | \@writefile{toc}{\contentsline {chapter}{\'Uvod}{4}} |
---|
14 | \@writefile{toc}{\contentsline {chapter}{\numberline {1}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{6}} |
---|
15 | \@writefile{lof}{\addvspace {10\p@ }} |
---|
16 | \@writefile{lot}{\addvspace {10\p@ }} |
---|
17 | \@writefile{toc}{\contentsline {section}{\numberline {1.1}Z\'akladn\IeC {\'\i } \'uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{6}} |
---|
18 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.1.1}Syst\'em a jeho popis}{6}} |
---|
19 | \newlabel{sys}{{1.1}{6}} |
---|
20 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.1.2}Ztr\'atov\'a funkce a optim\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i }}{6}} |
---|
21 | \citation{bellman1957dynamic} |
---|
22 | \citation{bertsekas1995dynamic} |
---|
23 | \newlabel{con}{{1.3}{7}} |
---|
24 | \newlabel{los}{{1.4}{7}} |
---|
25 | \@writefile{toc}{\contentsline {section}{\numberline {1.2}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s aditivn\IeC {\'\i } ztr\'atou}{7}} |
---|
26 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.2.1}Aditivn\IeC {\'\i } ztr\'atov\'a funkce}{7}} |
---|
27 | \newlabel{adi}{{1.6}{7}} |
---|
28 | \newlabel{ex}{{1.7}{7}} |
---|
29 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.2.2}Dynamick\'e programov\'an\IeC {\'\i }}{7}} |
---|
30 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.2.3}Pou\v zit\IeC {\'\i } dynamick\'eho programov\'an\IeC {\'\i } p\v ri \v re\v sen\IeC {\'\i } \'ulohy stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s aditivn\IeC {\'\i } ztr\'atou}{8}} |
---|
31 | \newlabel{impl}{{1.10}{8}} |
---|
32 | \@writefile{toc}{\contentsline {section}{\numberline {1.3}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s nep\v resn\'ymi daty}{8}} |
---|
33 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.3.1}V\'ystup syst\'emu a infoma\v cn\IeC {\'\i } vektor}{9}} |
---|
34 | \newlabel{poz}{{1.11}{9}} |
---|
35 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.3.2}Optim\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i } pro \'ulohu s nep\v resn\'ymi daty}{9}} |
---|
36 | \newlabel{icon}{{1.13}{9}} |
---|
37 | \newlabel{ilos}{{1.14}{9}} |
---|
38 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.3.3}P\v revod na \'ulohu s \'upln\'ymi daty}{9}} |
---|
39 | \newlabel{nep}{{1.15}{9}} |
---|
40 | \citation{peterka1981bayesian} |
---|
41 | \@writefile{toc}{\contentsline {section}{\numberline {1.4}\'Uloha \v r\IeC {\'\i }zen\IeC {\'\i } syst\'emu s nezn\'am\'ymi parametry}{10}} |
---|
42 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.4.1}Syst\'em s nezn\'am\'ymi parametry, hyperstav}{10}} |
---|
43 | \newlabel{poz2}{{1.19}{10}} |
---|
44 | \newlabel{bay}{{1.20}{10}} |
---|
45 | \newlabel{the}{{1.21}{10}} |
---|
46 | \citation{kalman1960new} |
---|
47 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.4.2}P\v revod na \'ulohu s nep\v resn\'ymi daty}{11}} |
---|
48 | \newlabel{los2}{{1.22}{11}} |
---|
49 | \newlabel{ilos2}{{1.23}{11}} |
---|
50 | \@writefile{toc}{\contentsline {subsection}{\numberline {1.4.3}Kalman\r uv filtr}{11}} |
---|
51 | \newlabel{sys2}{{1.26}{11}} |
---|
52 | \citation{peterka1981bayesian} |
---|
53 | \newlabel{opr}{{1.33}{12}} |
---|
54 | \newlabel{Pt+1}{{1.35}{12}} |
---|
55 | \newlabel{Kt}{{1.40}{13}} |
---|
56 | \newlabel{Pt+12}{{1.41}{13}} |
---|
57 | \@writefile{toc}{\contentsline {chapter}{\numberline {2}Suboptim\'aln\IeC {\'\i } p\v r\IeC {\'\i }stupy k n\'avrhu \v r\IeC {\'\i }d\IeC {\'\i }c\IeC {\'\i } strategie}{14}} |
---|
58 | \@writefile{lof}{\addvspace {10\p@ }} |
---|
59 | \@writefile{lot}{\addvspace {10\p@ }} |
---|
60 | \newlabel{ilos3}{{2.1}{14}} |
---|
61 | \newlabel{the2}{{2.2}{14}} |
---|
62 | \newlabel{poz4}{{2.3}{14}} |
---|
63 | \newlabel{los3}{{2.4}{14}} |
---|
64 | \@writefile{toc}{\contentsline {section}{\numberline {2.1}Du\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i }}{14}} |
---|
65 | \citation{feldbaum1965optimal} |
---|
66 | \citation{wittenmark2002adaptive} |
---|
67 | \citation{bertsekas1995dynamic} |
---|
68 | \citation{bertsekas1995dynamic} |
---|
69 | \citation{wittenmark2002adaptive} |
---|
70 | \newlabel{dual}{{2.5}{15}} |
---|
71 | \@writefile{toc}{\contentsline {section}{\numberline {2.2}Certainty equivalent control}{15}} |
---|
72 | \newlabel{CE}{{2.6}{15}} |
---|
73 | \@writefile{toc}{\contentsline {section}{\numberline {2.3}Opatrn\'e \v r\IeC {\'\i }zen\IeC {\'\i }}{15}} |
---|
74 | \citation{luus2000iterative} |
---|
75 | \@writefile{toc}{\contentsline {section}{\numberline {2.4}Iterativn\IeC {\'\i } dynamick\'e programov\'an\IeC {\'\i }}{16}} |
---|
76 | \newlabel{idp}{{2.4}{16}} |
---|
77 | \@writefile{toc}{\contentsline {subsection}{\numberline {2.4.1}Diskretizace prostoru}{16}} |
---|
78 | \citation{thompson2005stochastic} |
---|
79 | \citation{hammersley1964monte} |
---|
80 | \@writefile{toc}{\contentsline {subsection}{\numberline {2.4.2}Konvergence metody}{17}} |
---|
81 | \newlabel{predp}{{1}{17}} |
---|
82 | \citation{thompson2005stochastic} |
---|
83 | \citation{thompson2005stochastic} |
---|
84 | \@writefile{toc}{\contentsline {section}{\numberline {2.5}Metoda Monte Carlo}{18}} |
---|
85 | \@writefile{toc}{\contentsline {subsection}{\numberline {2.5.1}Pou\v zit\IeC {\'\i } metody Monte Carlo k v\'ypo\v ctu o\v cek\'avan\'e ztr\'aty}{18}} |
---|
86 | \newlabel{mon}{{2.8}{18}} |
---|
87 | \@writefile{toc}{\contentsline {section}{\numberline {2.6}SIDP}{18}} |
---|
88 | \@writefile{lot}{\contentsline {table}{\numberline {2.1}{\ignorespaces Parametry algoritmu SIDP}}{19}} |
---|
89 | \newlabel{par1}{{2.1}{19}} |
---|
90 | \@writefile{toc}{\contentsline {subsection}{\numberline {2.6.1}Algoritmus SIDP}{19}} |
---|
91 | \newlabel{sidp1}{{2.6.1}{19}} |
---|
92 | \newlabel{alg}{{2.6.1}{19}} |
---|
93 | \citation{thompson2005stochastic} |
---|
94 | \citation{nelson2001simple} |
---|
95 | \@writefile{lof}{\contentsline {figure}{\numberline {2.1}{\ignorespaces Trajektorie v hyperstavu -- jednotliv\'a realizace trajektorie je napo\v c\IeC {\'\i }t\'av\'ana pomoc\IeC {\'\i } realizac\IeC {\'\i } \v sumu a nezn\'am\'eho parametru}}{20}} |
---|
96 | \newlabel{tra}{{2.1}{20}} |
---|
97 | \@writefile{toc}{\contentsline {subsection}{\numberline {2.6.2}Detaily algoritmu}{20}} |
---|
98 | \newlabel{sidp}{{2.6.2}{20}} |
---|
99 | \citation{astrom1986dual} |
---|
100 | \@writefile{toc}{\contentsline {chapter}{\numberline {3}Srovn\'an\IeC {\'\i } suboptim\'aln\IeC {\'\i } p\v r\IeC {\'\i }stup\r u p\v ri \v r\IeC {\'\i }zen\IeC {\'\i } jednoduch\'eho syst\'emu}{22}} |
---|
101 | \@writefile{lof}{\addvspace {10\p@ }} |
---|
102 | \@writefile{lot}{\addvspace {10\p@ }} |
---|
103 | \@writefile{toc}{\contentsline {section}{\numberline {3.1}Integr\'ator s nezn\'am\'ym ziskem}{22}} |
---|
104 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.1.1}Popis syst\'emu}{22}} |
---|
105 | \newlabel{simple}{{3.1}{22}} |
---|
106 | \newlabel{glos}{{3.4}{22}} |
---|
107 | \citation{astrom1986dual} |
---|
108 | \newlabel{kal}{{3.6}{23}} |
---|
109 | \newlabel{dos}{{3.9}{23}} |
---|
110 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.1.2}Transformace rovnic syst\'emu}{23}} |
---|
111 | \newlabel{trab}{{3.11}{23}} |
---|
112 | \newlabel{eta}{{3.15}{23}} |
---|
113 | \newlabel{beta}{{3.16}{23}} |
---|
114 | \newlabel{bel}{{3.17}{23}} |
---|
115 | \newlabel{optcon}{{3.20}{24}} |
---|
116 | \@writefile{toc}{\contentsline {section}{\numberline {3.2}Pou\v zit\'e \v r\IeC {\'\i }d\IeC {\'\i }c\IeC {\'\i } algoritmy}{24}} |
---|
117 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.2.1}Certainty equivalent control}{24}} |
---|
118 | \newlabel{cecon}{{3.24}{24}} |
---|
119 | \citation{astrom1986dual} |
---|
120 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.2.2}Metoda opatrn\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{25}} |
---|
121 | \newlabel{optcon2}{{3.25}{25}} |
---|
122 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.2.3}Klasick\'y p\v r\IeC {\'\i }stup k dynamick\'emu programov\'an\IeC {\'\i }}{25}} |
---|
123 | \newlabel{ast}{{3.26}{25}} |
---|
124 | \citation{thompson2005stochastic} |
---|
125 | \citation{bh-eamvb-01} |
---|
126 | \@writefile{lof}{\contentsline {figure}{\numberline {3.1}{\ignorespaces Oblast ur\v cen\'a k diskretizaci $H_t$ pomoc\IeC {\'\i } nejmen\v s\IeC {\'\i }ho obd\'eln\IeC {\'\i }ku -- body uvnit\v r obecn\v e orientovan\'eho obd\'eln\IeC {\'\i }ka nemus\IeC {\'\i } spl\v novat po\v zadavek na nez\'apornost}}{26}} |
---|
127 | \newlabel{box}{{3.1}{26}} |
---|
128 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.2.4}SIDP}{26}} |
---|
129 | \@writefile{lof}{\contentsline {figure}{\numberline {3.2}{\ignorespaces Oblast ur\v cen\'a k diskretizaci $H_t$ pomoc\IeC {\'\i } zde pou\v zit\'e metody -- v p\v r\IeC {\'\i }pad\v e pot\v reby se napo\v cten\'y obd\'eln\IeC {\'\i }k vhodn\v e zmen\v s\IeC {\'\i } a nato\v c\IeC {\'\i }}}{27}} |
---|
130 | \newlabel{box1}{{3.2}{27}} |
---|
131 | \@writefile{lot}{\contentsline {table}{\numberline {3.1}{\ignorespaces Konkr\'etn\IeC {\'\i } volba parametr\r u algoritmu SIDP}}{27}} |
---|
132 | \newlabel{par2}{{3.1}{27}} |
---|
133 | \citation{astrom1986dual} |
---|
134 | \citation{thompson2005stochastic} |
---|
135 | \citation{thompson2005stochastic} |
---|
136 | \@writefile{toc}{\contentsline {section}{\numberline {3.3}Srovn\'an\IeC {\'\i } jednotliv\'ych p\v r\IeC {\'\i }stup\r u}{28}} |
---|
137 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.1}Kvantitativn\IeC {\'\i } srovn\'an\IeC {\'\i }}{28}} |
---|
138 | \@writefile{lof}{\contentsline {figure}{\numberline {3.3}{\ignorespaces V\'ysledky simulace pro d\'elku horizontu $N=5$, rozptyl $P_0=1$ a $P_0=10$ a r\r uzn\'e st\v redn\IeC {\'\i } hodnoty $\mathaccentV {hat}05E{\theta }_0$}}{29}} |
---|
139 | \newlabel{5}{{3.3}{29}} |
---|
140 | \@writefile{lof}{\contentsline {figure}{\numberline {3.4}{\ignorespaces V\'ysledky simulace pro d\'elku horizontu $N=10$, rozptyl $P_0=1$ a $P_0=10$ a r\r uzn\'e st\v redn\IeC {\'\i } hodnoty $\mathaccentV {hat}05E{\theta }_0$}}{29}} |
---|
141 | \newlabel{10}{{3.4}{29}} |
---|
142 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.2}Kvalitativn\IeC {\'\i } srovn\'an\IeC {\'\i }}{29}} |
---|
143 | \@writefile{lof}{\contentsline {figure}{\numberline {3.5}{\ignorespaces V\'ysledky jednotliv\'ych simulac\IeC {\'\i } p\v ri \v r\IeC {\'\i }zen\IeC {\'\i } metodou certainty equivalence}}{30}} |
---|
144 | \newlabel{1}{{3.5}{30}} |
---|
145 | \@writefile{lof}{\contentsline {figure}{\numberline {3.6}{\ignorespaces V\'ysledky jednotliv\'ych simulac\IeC {\'\i } p\v ri \v r\IeC {\'\i }zen\IeC {\'\i } metodou cautious control}}{30}} |
---|
146 | \newlabel{2}{{3.6}{30}} |
---|
147 | \@writefile{lof}{\contentsline {figure}{\numberline {3.7}{\ignorespaces V\'ysledky jednotliv\'ych simulac\IeC {\'\i } p\v ri \v r\IeC {\'\i }zen\IeC {\'\i } metodou SIDP}}{31}} |
---|
148 | \newlabel{3}{{3.7}{31}} |
---|
149 | \@writefile{lof}{\contentsline {figure}{\numberline {3.8}{\ignorespaces V\'ysledky jednotliv\'ych simulac\IeC {\'\i } p\v ri \v r\IeC {\'\i }zen\IeC {\'\i } metodou metodou DP}}{31}} |
---|
150 | \newlabel{4}{{3.8}{31}} |
---|
151 | \citation{astrom1986dual} |
---|
152 | \citation{thompson2005stochastic} |
---|
153 | \@writefile{lof}{\contentsline {figure}{\numberline {3.9}{\ignorespaces Porovn\'an\IeC {\'\i } robustnosti navr\v zen\'e \v r\IeC {\'\i }d\IeC {\'\i }c\IeC {\'\i } strategie vzhledem k nep\v resnosti apriorn\IeC {\'\i } informace $\mathaccentV {hat}05E{\theta }_0$}}{32}} |
---|
154 | \newlabel{rob}{{3.9}{32}} |
---|
155 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.3}Porovn\'an\IeC {\'\i } robustnosti}{32}} |
---|
156 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.4}\v Casov\'a n\'aro\v cnost SIDP}{32}} |
---|
157 | \citation{astrom1986dual} |
---|
158 | \@writefile{lot}{\contentsline {table}{\numberline {3.2}{\ignorespaces V\'ypo\v cetn\IeC {\'\i } \v cas $t$ algoritmu SIDP v z\'avislosti na d\'elce \v r\IeC {\'\i }d\IeC {\'\i }c\IeC {\'\i }ho horizontu $N$ a jemnosti diskretizace $n_g$, $\mathaccentV {bar}016{J}$ je pr\r um\v ern\'a ztr\'ata}}{33}} |
---|
159 | \newlabel{hor}{{3.2}{33}} |
---|
160 | \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.5}Shrnut\IeC {\'\i } v\'ysledk\r u simulace}{33}} |
---|
161 | \citation{thompson2005stochastic} |
---|
162 | \citation{astrom1986dual} |
---|
163 | \@writefile{toc}{\contentsline {chapter}{Z\'av\v er}{35}} |
---|
164 | \bibstyle{plain} |
---|
165 | \bibdata{literatura} |
---|
166 | \bibcite{astrom1986dual}{1} |
---|
167 | \bibcite{bh-eamvb-01}{2} |
---|
168 | \bibcite{bellman1957dynamic}{3} |
---|
169 | \bibcite{bertsekas1995dynamic}{4} |
---|
170 | \bibcite{feldbaum1965optimal}{5} |
---|
171 | \bibcite{hammersley1964monte}{6} |
---|
172 | \bibcite{kalman1960new}{7} |
---|
173 | \bibcite{luus2000iterative}{8} |
---|
174 | \bibcite{nelson2001simple}{9} |
---|
175 | \bibcite{peterka1981bayesian}{10} |
---|
176 | \bibcite{thompson2005stochastic}{11} |
---|
177 | \bibcite{wittenmark2002adaptive}{12} |
---|
178 | \@writefile{toc}{\contentsline {chapter}{Seznam pou\v zit\'ych zdroj\r u}{36}} |
---|