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