\relax \catcode`"\active \catcode`-\active \select@language{czech} \@writefile{toc}{\select@language{czech}} \@writefile{lof}{\select@language{czech}} \@writefile{lot}{\select@language{czech}} \citation{bellman1957dynamic} \citation{feldbaum1965optimal} \citation{luus2000iterative} \citation{hammersley1964monte} \citation{thompson2005stochastic} \@writefile{toc}{\contentsline {chapter}{\'Uvod}{4}} \@writefile{toc}{\contentsline {chapter}{\numberline {1}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{6}} \@writefile{lof}{\addvspace {10\p@ }} \@writefile{lot}{\addvspace {10\p@ }} \@writefile{toc}{\contentsline {section}{\numberline {1.1}Z\'akladn\IeC {\'\i } \'uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{6}} \@writefile{toc}{\contentsline {subsection}{\numberline {1.1.1}Syst\'em a jeho popis}{6}} \newlabel{sys}{{1.1}{6}} \@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}} \citation{bellman1957dynamic} \citation{bertsekas1995dynamic} \newlabel{con}{{1.3}{7}} \newlabel{los}{{1.4}{7}} \@writefile{toc}{\contentsline {section}{\numberline {1.2}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s aditivn\IeC {\'\i } ztr\'atou}{7}} \@writefile{toc}{\contentsline {subsection}{\numberline {1.2.1}Aditivn\IeC {\'\i } ztr\'atov\'a funkce}{7}} \newlabel{adi}{{1.6}{7}} \newlabel{ex}{{1.7}{7}} \@writefile{toc}{\contentsline {subsection}{\numberline {1.2.2}Dynamick\'e programov\'an\IeC {\'\i }}{7}} \@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}} \newlabel{impl}{{1.10}{8}} \@writefile{toc}{\contentsline {section}{\numberline {1.3}\'Uloha stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } s nep\v resn\'ymi daty}{8}} \@writefile{toc}{\contentsline {subsection}{\numberline {1.3.1}V\'ystup syst\'emu a infoma\v cn\IeC {\'\i } vektor}{9}} \newlabel{poz}{{1.11}{9}} \@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}} \newlabel{icon}{{1.13}{9}} \newlabel{ilos}{{1.14}{9}} \@writefile{toc}{\contentsline {subsection}{\numberline {1.3.3}P\v revod na \'ulohu s \'upln\'ymi daty}{9}} \newlabel{nep}{{1.15}{9}} \citation{peterka1981bayesian} \@writefile{toc}{\contentsline {section}{\numberline {1.4}\'Uloha \v r\IeC {\'\i }zen\IeC {\'\i } syst\'emu s nezn\'am\'ymi parametry}{10}} \@writefile{toc}{\contentsline {subsection}{\numberline {1.4.1}Syst\'em s nezn\'am\'ymi parametry, hyperstav}{10}} \newlabel{poz2}{{1.19}{10}} \newlabel{bay}{{1.20}{10}} \newlabel{the}{{1.21}{10}} \citation{kalman1960new} \@writefile{toc}{\contentsline {subsection}{\numberline {1.4.2}P\v revod na \'ulohu s nep\v resn\'ymi daty}{11}} \newlabel{los2}{{1.22}{11}} \newlabel{ilos2}{{1.23}{11}} \@writefile{toc}{\contentsline {subsection}{\numberline {1.4.3}Kalman\r uv filtr}{11}} \newlabel{sys2}{{1.26}{11}} \citation{peterka1981bayesian} \newlabel{opr}{{1.33}{12}} \newlabel{Pt+1}{{1.35}{12}} \newlabel{Kt}{{1.40}{13}} \newlabel{Pt+12}{{1.41}{13}} \@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}} \@writefile{lof}{\addvspace {10\p@ }} \@writefile{lot}{\addvspace {10\p@ }} \newlabel{ilos3}{{2.1}{14}} \newlabel{the2}{{2.2}{14}} \newlabel{poz4}{{2.3}{14}} \newlabel{los3}{{2.4}{14}} \@writefile{toc}{\contentsline {section}{\numberline {2.1}Du\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i }}{14}} \citation{feldbaum1965optimal} \citation{wittenmark2002adaptive} \citation{bertsekas1995dynamic} \citation{bertsekas1995dynamic} \citation{wittenmark2002adaptive} \newlabel{dual}{{2.5}{15}} \@writefile{toc}{\contentsline {section}{\numberline {2.2}Certainty equivalent control}{15}} \newlabel{CE}{{2.6}{15}} \@writefile{toc}{\contentsline {section}{\numberline {2.3}Opatrn\'e \v r\IeC {\'\i }zen\IeC {\'\i }}{15}} \citation{luus2000iterative} \@writefile{toc}{\contentsline {section}{\numberline {2.4}Iterativn\IeC {\'\i } dynamick\'e programov\'an\IeC {\'\i }}{16}} \newlabel{idp}{{2.4}{16}} \@writefile{toc}{\contentsline {subsection}{\numberline {2.4.1}Diskretizace prostoru}{16}} \citation{thompson2005stochastic} \citation{hammersley1964monte} \@writefile{toc}{\contentsline {subsection}{\numberline {2.4.2}Konvergence metody}{17}} \newlabel{predp}{{1}{17}} \citation{thompson2005stochastic} \citation{thompson2005stochastic} \@writefile{toc}{\contentsline {section}{\numberline {2.5}Metoda Monte Carlo}{18}} \@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}} \newlabel{mon}{{2.8}{18}} \@writefile{toc}{\contentsline {section}{\numberline {2.6}SIDP}{18}} \@writefile{lot}{\contentsline {table}{\numberline {2.1}{\ignorespaces Parametry algoritmu SIDP}}{19}} \newlabel{par1}{{2.1}{19}} \@writefile{toc}{\contentsline {subsection}{\numberline {2.6.1}Algoritmus SIDP}{19}} \newlabel{sidp1}{{2.6.1}{19}} \newlabel{alg}{{2.6.1}{19}} \citation{thompson2005stochastic} \citation{nelson2001simple} \@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}} \newlabel{tra}{{2.1}{20}} \@writefile{toc}{\contentsline {subsection}{\numberline {2.6.2}Detaily algoritmu}{20}} \newlabel{sidp}{{2.6.2}{20}} \citation{astrom1986dual} \@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}} \@writefile{lof}{\addvspace {10\p@ }} \@writefile{lot}{\addvspace {10\p@ }} \@writefile{toc}{\contentsline {section}{\numberline {3.1}Integr\'ator s nezn\'am\'ym ziskem}{22}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.1.1}Popis syst\'emu}{22}} \newlabel{simple}{{3.1}{22}} \newlabel{glos}{{3.4}{22}} \citation{astrom1986dual} \newlabel{kal}{{3.6}{23}} \newlabel{dos}{{3.9}{23}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.1.2}Transformace rovnic syst\'emu}{23}} \newlabel{trab}{{3.11}{23}} \newlabel{eta}{{3.15}{23}} \newlabel{beta}{{3.16}{23}} \newlabel{bel}{{3.17}{23}} \newlabel{optcon}{{3.20}{24}} \@writefile{toc}{\contentsline {section}{\numberline {3.2}Pou\v zit\'e \v r\IeC {\'\i }d\IeC {\'\i }c\IeC {\'\i } algoritmy}{24}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.2.1}Certainty equivalent control}{24}} \newlabel{cecon}{{3.24}{24}} \citation{astrom1986dual} \@writefile{toc}{\contentsline {subsection}{\numberline {3.2.2}Metoda opatrn\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{25}} \newlabel{optcon2}{{3.25}{25}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.2.3}Klasick\'y p\v r\IeC {\'\i }stup k dynamick\'emu programov\'an\IeC {\'\i }}{25}} \newlabel{ast}{{3.26}{25}} \citation{thompson2005stochastic} \citation{bh-eamvb-01} \@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}} \newlabel{box}{{3.1}{26}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.2.4}SIDP}{26}} \@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}} \newlabel{box1}{{3.2}{27}} \@writefile{lot}{\contentsline {table}{\numberline {3.1}{\ignorespaces Konkr\'etn\IeC {\'\i } volba parametr\r u algoritmu SIDP}}{27}} \newlabel{par2}{{3.1}{27}} \citation{astrom1986dual} \citation{thompson2005stochastic} \citation{thompson2005stochastic} \@writefile{toc}{\contentsline {section}{\numberline {3.3}Srovn\'an\IeC {\'\i } jednotliv\'ych p\v r\IeC {\'\i }stup\r u}{28}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.1}Kvantitativn\IeC {\'\i } srovn\'an\IeC {\'\i }}{28}} \@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}} \newlabel{5}{{3.3}{29}} \@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}} \newlabel{10}{{3.4}{29}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.2}Kvalitativn\IeC {\'\i } srovn\'an\IeC {\'\i }}{29}} \@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}} \newlabel{1}{{3.5}{30}} \@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}} \newlabel{2}{{3.6}{30}} \@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}} \newlabel{3}{{3.7}{31}} \@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}} \newlabel{4}{{3.8}{31}} \citation{astrom1986dual} \citation{thompson2005stochastic} \@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}} \newlabel{rob}{{3.9}{32}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.3}Porovn\'an\IeC {\'\i } robustnosti}{32}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.4}\v Casov\'a n\'aro\v cnost SIDP}{32}} \citation{astrom1986dual} \@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}} \newlabel{hor}{{3.2}{33}} \@writefile{toc}{\contentsline {subsection}{\numberline {3.3.5}Shrnut\IeC {\'\i } v\'ysledk\r u simulace}{33}} \citation{thompson2005stochastic} \citation{astrom1986dual} \@writefile{toc}{\contentsline {chapter}{Z\'av\v er}{35}} \bibstyle{plain} \bibdata{literatura} \bibcite{astrom1986dual}{1} \bibcite{bh-eamvb-01}{2} \bibcite{bellman1957dynamic}{3} \bibcite{bertsekas1995dynamic}{4} \bibcite{feldbaum1965optimal}{5} \bibcite{hammersley1964monte}{6} \bibcite{kalman1960new}{7} \bibcite{luus2000iterative}{8} \bibcite{nelson2001simple}{9} \bibcite{peterka1981bayesian}{10} \bibcite{thompson2005stochastic}{11} \bibcite{wittenmark2002adaptive}{12} \@writefile{toc}{\contentsline {chapter}{Seznam pou\v zit\'ych zdroj\r u}{36}}