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Kungl Tekniska högskolan / Optimeringslära och systemteori /

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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.

Welcome to the course!