[an error occurred while processing this directive]


Kungl Tekniska högskolan / Optimeringslära och systemteori /

[an error occurred while processing this directive]This is a printer-friendly version of https://math.kth.se/optsyst/grundutbildning/kurser/SF2863/kursPM12.html



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.

Welcome to the course!