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/kursPM13.html

« [an error occurred while processing this directive]Back

SF2863 Systems engineering, autumn 2013.

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

Instructors:

Per Enqvist, penqvist@math.kth.se, office 3549, phone: 790 6298.
Lectures and examination.

Hildur Æsa Oddsdóttir, haodd@math.kth.se, office 3750, phone 790 8457.
Exercise classes.

Göran Svensson, goransv@math.kth.se, office 3734, phone 790 6659.
Exercise 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/published on this page during the course.

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

Nr	Date	Time	Room	Subject
L1.	Tue 5/11	10-12	M3	Course introduction. Markov chains.
L1.	Tue 5/11	15-17	D2	Same lecture as in the morning.
L2.	Wed 6/11	13-15	M1	Markov processes.
E1.	Tor 7/11	10-12	L52, Q21	EXERCISES on Markov chains and processes.
L3.	Fri 8/11	13-15	M1	More on Markov processes.
L4.	Tue 12/11	15-17	D2	Queueing theory.
E2.	Wed 13/11	13-15	L52, V34	EXERCISES on Queueing theory.
L5.	Tor 14/11	10-12	K1	Queueing networks.
L6.	Tis 19/11	15-17	D2	Spare parts optimization I.
E3.	Wed 20/11	13-15	L52, V35	EXERCISES on Queueing networks.
L7.	Thu 21/11	10-12	K1	Spare parts optimization II.
L8.	Fri 22/11	13-15	K1	Spare parts opt III. Marginal allocation.
E4.	Tue 26/11	15-17	L52,V22	EXERCISES/LECTURE on Marginal allocation.
L9.	Wed 27/11	13-15	M2	Deterministic Inventory theory.
L10.	Thu 28/11	10-12	K1	Stochastic Inventory theory
E5.	Tue 3/12	15-17	L52,L51	EXERCISES on Inventory theory.
L11.	Wed 4/12	13-15	D2	Dynamic programming (DynProg)
L12.	Thu 5/12	10-12	K1	Markov decision processes
L13.	Tue 10/12	15-17	D2	Guest Lecture: SYSTECON
E6.	Wed 11/12	13-15	L52,L51	EXERCISES on Dynamic programming
E7.	Thu 12/12	10-12	V32,V34	EXERCISES on Dyn.prog
L14.	Fri 13/12	13-15	K1	More on Markov decision processes
E8.	Tue 17/12	15-17	L52,E52	EXERCISES on Markov decision processes
L15.	Wed 18/12	13-15	D2	Summary of course
E9.	Thu 19/12	10-12	L52,E51	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 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 January 13, 2014, 14.00-19.00. Please remember to sign up for the exam on "My Pages" on the internet.