| 1 | | \section{Popis syst�} |
| 2 | | \section{Transformace syst�} |
| 3 | | \section{Srovn� jednotliv��up� |
| | 1 | A�liv pou�it�ynamick� programov� p����ok v ��lohy du�� ��analytick�e�en�bvykle nen�o�n��at. V ka�d��ov�kroku se toti� pot�se dv� obecn�bt��obl�my: 1) v� st� hodnoty a 2) minimalizace vzhledem k $u_t$. Oba probl� obecn�emaj�nalytick�e�en� bez dal��pecifikace � je proto t�p� k aproxima�m metod� |
| | 2 | |
| | 3 | V t� kapitole p��me popis n�lika mo�n��up�proximativn� ��lohy du�� ��P�e� �e �u du�� ��je nalezen��c�trategie $\pi=\mu_{0:N-1}$, kter�y minimalizovala o��nou ztr� |
| | 4 | \begin{equation} |
| | 5 | \label{ilos} |
| | 6 | J_\pi=\E_{y_0,w_{0:N-1}}\left\{g_N(y_N)+\sum_{t=0}^{N-1}g_t(y_t,\mu_t(I_t),w_t)\right\}, |
| | 7 | \end{equation} |
| | 8 | za podm�k |
| | 9 | \begin{gather} |
| | 10 | \label{the2} |
| | 11 | \theta_{t+1}=h_t(\theta_t,I_t,y_{t+1},u_t),\\ |
| | 12 | \label{poz3} |
| | 13 | y_0=h_0(\theta_0,v_0),\qquad y_{t+1}=h_t(\theta_t, I_t,u_t,v_{t+1}), \qquad t=0,\ldots,N-1, |
| | 14 | \end{gather} |
| | 15 | |
| | 16 | \section{Certainty equivalecnce control} |
| | 17 | \section{Metoda separace} |
| | 18 | \section{SIDP} |
