\select@language {czech}
\contentsline {chapter}{\'Uvod}{4}
\contentsline {chapter}{\numberline {1}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{6}
\contentsline {section}{\numberline {1.1}Formulace z\'akladn\IeC {\'\i } \'ulohy stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{6}
\contentsline {subsection}{\numberline {1.1.1}Syst\'em a jeho popis}{6}
\contentsline {subsection}{\numberline {1.1.2}Ztr\'atov\'a funkce a optim\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i }}{6}
\contentsline {section}{\numberline {1.2}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s aditivn\IeC {\'\i } ztr\'atou}{7}
\contentsline {subsection}{\numberline {1.2.1}Aditivn\IeC {\'\i } ztr\'atov\'a funkce}{7}
\contentsline {subsection}{\numberline {1.2.2}Dynamick\'e programov\'an\IeC {\'\i }}{7}
\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}
\contentsline {chapter}{\numberline {2}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s ne\'upln\'ym pozorov\'an\IeC {\'\i }m}{9}
\contentsline {section}{\numberline {2.1}Formulace \'ulohy stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s nep\v resn\'ymi daty}{9}
\contentsline {subsection}{\numberline {2.1.1}V\'ystup syst\'emu a infoma\v cn\IeC {\'\i } vektor}{9}
\contentsline {subsection}{\numberline {2.1.2}Optim\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i } pro \'ulohu s nep\v resn\'ymi daty}{9}
\contentsline {subsection}{\numberline {2.1.3}P\v revod na \'ulohu s \'upln\'ymi daty}{10}
\contentsline {section}{\numberline {2.2}\v R\IeC {\'\i }zen\IeC {\'\i } syst\'emu s nezn\'am\'ymi parametry}{10}
\contentsline {subsection}{\numberline {2.2.1}Syst\'em s nezn\'am\'ymi parametry, hyperstav}{11}
\contentsline {subsection}{\numberline {2.2.2}P\v revod na \'ulohu s nep\v resn\'ymi daty}{11}
\contentsline {subsection}{\numberline {2.2.3}Kalman\r uv filtr}{12}
\contentsline {chapter}{\numberline {3}Suboptim\'aln\IeC {\'\i } p\v r\IeC {\'\i }stupy k \'uloze du\'aln\IeC {\'\i }ho \v r\IeC {\'\i }zen\IeC {\'\i }}{14}
\contentsline {section}{\numberline {3.1}Certainty equivalent control}{14}
\contentsline {section}{\numberline {3.2}Metoda separace}{15}
\contentsline {section}{\numberline {3.3}Du\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i }}{15}
\contentsline {section}{\numberline {3.4}Iterativn\IeC {\'\i } dynamick\'e programov\'an\IeC {\'\i }}{15}
\contentsline {subsection}{\numberline {3.4.1}Diskretizace prostoru}{16}
\contentsline {section}{\numberline {3.5}Metoda Monte Carlo}{16}
\contentsline {subsection}{\numberline {3.5.1}Pou\v zit\IeC {\'\i } metody Monte Carlo k v\'ypo\v ctu o\v cek\'avan\'e ztr\'aty}{16}
\contentsline {section}{\numberline {3.6}SIDP}{17}
\contentsline {subsection}{\numberline {3.6.1}Algoritmus SIDP}{17}
\contentsline {subsection}{\numberline {3.6.2}Detaily implementace}{18}
\contentsline {chapter}{\numberline {4}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}{21}
\contentsline {section}{\numberline {4.1}Popis syst\'emu}{21}
\contentsline {section}{\numberline {4.2}Specifika jednotliv\'ych p\v r\IeC {\'\i }stup\r u}{22}
\contentsline {subsection}{\numberline {4.2.1}Certainty equivalent control}{22}
\contentsline {subsection}{\numberline {4.2.2}Metoda separace}{22}
\contentsline {subsection}{\numberline {4.2.3}SIDP}{22}
\contentsline {section}{\numberline {4.3}Srovn\'an\IeC {\'\i } jednotliv\'ych p\v r\IeC {\'\i }stup\r u}{24}
\contentsline {chapter}{Z\'av\v er}{25}
\contentsline {chapter}{Seznam pou\v zit\'ych zdroj\r u}{26}