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SF2863 Systems engineering, autumn 2012.

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.

Hildur Æsa Oddsdóttir, haodd@math.kth.se, office 3727, phone 790 6660.
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, 2011."
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 23/10	15-17	L52	Course introduction. Markov chains.
L2.	Wed 24/10	8-10	L52	Markov processes.
E1.	Tor 25/10	13-15	Q36	EXERCISES on Markov chains and processes.
L3.	Fri 26/10	8-10	L52	More on Markov processes.
L4.	Tue 30/10	15-17	L52	Queueing theory.
E2.	Wed 31/10	8-10	L52	EXERCISES on queueing theory.
L5.	Tor 1/11	13-15	Q36	Queueing networks.
L6.	Fri 2/11	8-10	L51	Spare parts optimization I.
E3.	Tue 6/11	15-17	Q36	Home ass. exam + EXERCISES.
L7.	Wed 7/11	8-10	L52	Spare parts optimization II.
L8.	Thu 8/11	15-17	L52	Spare parts opt III. Marginal allocation.
E4.	Fri 9/11	8-10	L51	EXERCISES/LECTURE on marginal allocation.
L9.	Tue 13/11	15-17	Q36	Deterministic Inventory theory.
L10.	Wed 14/11	8-10	L52	Stochastic Inventory theory
E5.	Fri 16/11	8-10	L51	EXERCISES on Inventory theory.
L11.	Mon 19/11	15-17	L51	Dynamic programming (DynProg)
L12.	Wed 21/11	13-15	L51	Markov decision processes
E6.	Thu 22/11	13-15	M33	EXERCISES on Dynamic programming
L13.	Tue 27/11	13-15	L51	More on Markov decision processes
L14.	Wed 28/11	15-17	L51	Guest Lecture: SYSTECON
E7.	Thu 29/11	13-15	L51	Home ass. exam + EXERCISES on Dyn.prog
E8.	Tue 4/12	15-17	Q36	EXERCISES on Markov decision processes
L15.	Wed 5/12	8-10	L52	Summary of course
E9.	Fri 7/12	8-10	L52	EXERCISES on various subjects

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 6/11 and 29/11 are necessary. For full details, see the descriptions for the assignments that will be available on the homepage.
Maximum credits on the exam is 50 points. Preliminary grade limits are, 23 for an Fx, 25 For E, 28 for D, 33 for C, 38 for B and 43 for A. The first written exam is given on December 12, 2012, 14.00-19.00. Please remember to sign up for the exam on "My Pages" on the internet.