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SF2863 Systems engineering, autumn 2010.

Homepage of the course:
http://www.math.kth.se/optsyst/grundutbildning/kurser/SF2863/.

Instructors:

Per Enqvist, penqvist@math.kth.se , phone: 790 6298.
Lectures and the examination.

Mikael Fallgren, werty@kth.se , phone: 790 7220.
Exercises classes.

Course material:

Hillier and Lieberman: "Introduction to Operations Research", 9th edition.
For sale at the Student bookshop at KTH.
"Exercises in Systems Engineering, 2010."
For sale at the Student expedition of the Math department.
Additional material (manuscripts) will be available on the homepage.
Matlab projects/home assignments will be handed out during the course.

Preliminary schedule for the lectures (L) and exercises (E):

Nr	Date	Time	Room	Subject
L1.	Tue 26/10	13-15	Q36	Course introduction. Markov chains.
L2.	Wed 27/10	13-15	V34	Markov processes.
E1.	Tor 28/10	08-10	V22	EXERCISES on Markov chains and processes.
L3.	Fri 29/10	08-10	V22	More on Markov processes.
L4.	Tue 2/11	13-15	V32	Queueing theory.
E2.	Wed 3/11	8-10	V34	EXERCISES on queueing theory.
L5.	Tor 4/11	13-15	V34	Queueing networks.
L6.	Fri 5/11	8-10	V22	Spare parts optimization I.
E3.	Mon 8/11	15-17	V34	Home ass. exam + EXERCISES.
L7.	Tue 9/11	13-15	L52	Spare parts optimization II.
L8.	Thu 11/11	10-12	V34	Spare parts opt III. Marginal allocation.
E4.	Fri 12/11	15-17	V34	EXERCISES/LECTURE on marginal allocation.
L9.	Tue 16/11	13-15	Q36	Deterministic Inventory theory.
L10.	Thu 18/11	10-12	V34	Stochastic Inventory theory
L11.	Fri 19/11	15-17	V34	Guest Lecture: Dr Patrik Alfredsson, Systecon
E5.	Tue 23/11	13-15	Q36	EXERCISES on Inventory theory.
L12.	Thu 25/11	10-12	V34	Dynamic programming (DynProg)
E6.	Fri 26/11	13-15	Q33	EXERCISES on Dynamic programming
L13.	Tue 30/11	13-15	V34	Markov decision processes
L14.	Thu 2/12	13-15	Q34	More on Markov decision processes
E7.	Fri 3/12	13-15	Q33	Home ass. exam + EXERCISES on Dyn.prog
E8.	Tue 7/12	13-15	Q36	EXERCISES on Markov decision processes
L15.	Thu 9/12	10-12	V34	Summary of course
E9.	Fri 10/12	8-10	Q31	EXERCISES on various subject

Examination

Two voluntary home assignments will be given, they give bonus points to the written examination (2+4 bonus points). For full credits, both a written report and possibly an oral presentation have to be performed, and therefore attendance to the exercise sessions on the 8/11 and 3/12 are necessary. For full details, see the descriptions for the assignments that will be available on the homepage.
The first written exam is given on December 18, 2010, 09.00-14.00. Please remember to sign up for the exam on "My Pages" on the internet.