\select@language {czech} \contentsline {section}{\numberline {1}\'Uvod}{2} \contentsline {section}{\numberline {2}Formulace \'ulohy stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{2} \contentsline {section}{\numberline {3}\v Re\v sen\IeC {\'\i } \'ulohy stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i } pomoc\IeC {\'\i } dynamick\'eho programov\'an\IeC {\'\i }}{3} \contentsline {section}{\numberline {4}Suboptim\'aln\IeC {\'\i } \v re\v sen\IeC {\'\i } \'ulohy stochastick\'eho \v r\IeC {\'\i }zen\IeC {\'\i }}{4} \contentsline {subsection}{\numberline {4.1}Du\'aln\IeC {\'\i } \v r\IeC {\'\i }zen\IeC {\'\i }}{4} \contentsline {subsection}{\numberline {4.2}Kalman\r uv filtr}{4} \contentsline {subsection}{\numberline {4.3}P\v r\IeC {\'\i }stupy k du\'aln\IeC {\'\i }mu \v r\IeC {\'\i }zen\IeC {\'\i }}{4} \contentsline {subsubsection}{\numberline {4.3.1}Certainty equivalecnce control}{4} \contentsline {subsubsection}{\numberline {4.3.2}Causious control}{4} \contentsline {subsubsection}{\numberline {4.3.3}Metoda separace}{4} \contentsline {subsubsection}{\numberline {4.3.4}SIDP}{4} \contentsline {section}{\numberline {5}Pou\v zit\IeC {\'\i } du\'aln\IeC {\'\i }ho \v r\IeC {\'\i }zen\IeC {\'\i } p\v ri \v r\IeC {\'\i }zen\IeC {\'\i } jednoduchh\'eho syst\'emu}{4} \contentsline {subsection}{\numberline {5.1}Popis syst\'emu}{4} \contentsline {subsection}{\numberline {5.2}Srovn\'an\IeC {\'\i } jednotliv\'ych p\v r\IeC {\'\i }stup\r u}{4} \contentsline {section}{\numberline {6}Z\'av\v er}{4}