root/applications/dual/SIDP/bakalarka/SIDP/text/prace/baksimple.toc @ 1351

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1\select@language {czech}
2\contentsline {chapter}{\'Uvod}{4}
3\contentsline {chapter}{\numberline {1}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{6}
4\contentsline {section}{\numberline {1.1}Z\'akladn\IeC {\'\i } \'uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{6}
5\contentsline {subsection}{\numberline {1.1.1}Syst\'em a jeho popis}{6}
6\contentsline {subsection}{\numberline {1.1.2}Ztr\'atov\'a funkce a optim\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i }}{6}
7\contentsline {section}{\numberline {1.2}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s aditivn\IeC {\'\i } ztr\'atou}{7}
8\contentsline {subsection}{\numberline {1.2.1}Aditivn\IeC {\'\i } ztr\'atov\'a funkce}{7}
9\contentsline {subsection}{\numberline {1.2.2}Dynamick\'e programov\'an\IeC {\'\i }}{7}
10\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}
11\contentsline {section}{\numberline {1.3}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s nep\v resn\'ymi daty}{8}
12\contentsline {subsection}{\numberline {1.3.1}V\'ystup syst\'emu a infoma\v cn\IeC {\'\i } vektor}{9}
13\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}
14\contentsline {subsection}{\numberline {1.3.3}P\v revod na \'ulohu s \'upln\'ymi daty}{9}
15\contentsline {section}{\numberline {1.4}\'Uloha \v r\IeC {\'\i }zen\IeC {\'\i } syst\'emu s nezn\'am\'ymi parametry}{10}
16\contentsline {subsection}{\numberline {1.4.1}Syst\'em s nezn\'am\'ymi parametry, hyperstav}{10}
17\contentsline {subsection}{\numberline {1.4.2}P\v revod na \'ulohu s nep\v resn\'ymi daty}{11}
18\contentsline {subsection}{\numberline {1.4.3}Kalman\r uv filtr}{11}
19\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}
20\contentsline {section}{\numberline {2.1}Du\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i }}{14}
21\contentsline {section}{\numberline {2.2}Certainty equivalent control}{15}
22\contentsline {section}{\numberline {2.3}Opatrn\'e \v r\IeC {\'\i }zen\IeC {\'\i }}{15}
23\contentsline {section}{\numberline {2.4}Iterativn\IeC {\'\i } dynamick\'e programov\'an\IeC {\'\i }}{16}
24\contentsline {subsection}{\numberline {2.4.1}Diskretizace prostoru}{16}
25\contentsline {subsection}{\numberline {2.4.2}Konvergence metody}{17}
26\contentsline {section}{\numberline {2.5}Metoda Monte Carlo}{18}
27\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}
28\contentsline {section}{\numberline {2.6}SIDP}{18}
29\contentsline {subsection}{\numberline {2.6.1}Algoritmus SIDP}{19}
30\contentsline {subsection}{\numberline {2.6.2}Detaily algoritmu}{20}
31\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}
32\contentsline {section}{\numberline {3.1}Integr\'ator s nezn\'am\'ym ziskem}{22}
33\contentsline {subsection}{\numberline {3.1.1}Popis syst\'emu}{22}
34\contentsline {subsection}{\numberline {3.1.2}Transformace rovnic syst\'emu}{23}
35\contentsline {section}{\numberline {3.2}Pou\v zit\'e \v r\IeC {\'\i }d\IeC {\'\i }c\IeC {\'\i } algoritmy}{24}
36\contentsline {subsection}{\numberline {3.2.1}Certainty equivalent control}{24}
37\contentsline {subsection}{\numberline {3.2.2}Metoda opatrn\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{25}
38\contentsline {subsection}{\numberline {3.2.3}Klasick\'y p\v r\IeC {\'\i }stup k dynamick\'emu programov\'an\IeC {\'\i }}{25}
39\contentsline {subsection}{\numberline {3.2.4}SIDP}{26}
40\contentsline {section}{\numberline {3.3}Srovn\'an\IeC {\'\i } jednotliv\'ych p\v r\IeC {\'\i }stup\r u}{28}
41\contentsline {subsection}{\numberline {3.3.1}Kvantitativn\IeC {\'\i } srovn\'an\IeC {\'\i }}{28}
42\contentsline {subsection}{\numberline {3.3.2}Kvalitativn\IeC {\'\i } srovn\'an\IeC {\'\i }}{29}
43\contentsline {subsection}{\numberline {3.3.3}Porovn\'an\IeC {\'\i } robustnosti}{32}
44\contentsline {subsection}{\numberline {3.3.4}\v Casov\'a n\'aro\v cnost SIDP}{32}
45\contentsline {subsection}{\numberline {3.3.5}Shrnut\IeC {\'\i } v\'ysledk\r u simulace}{33}
46\contentsline {chapter}{Z\'av\v er}{35}
47\contentsline {chapter}{Seznam pou\v zit\'ych zdroj\r u}{36}
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