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KTH /
Teknikvetenskap
/
Matematik
/
Optimeringslära och systemteori
SF2863 Systems engineering, 2011
Official KTH information on the course
Some detailed course information (KursPM)
Latest exam
Exam, December 2011
Solutions, December 2011
Supplementary Course Material
On spare parts optimization. (Manuscript.)
On marginal allocation - MALLOC. (Manuscript.)
The Satellite. (Manuscript.)
Home assignment number 1.
Deadline: Tuesday November 8, kl 15.15
sharp !
Home assignment number 2.
Deadline: Wednesday November 30, 13.15
sharp !
Introduction
slides from the class.
Notes for first part about Markov chains
Since the pens were not working well I put up my notes here.
Matlab example
illustrating the different possibilities for the
behavior of the n-step transition matrix when n,
the number of steps, grows large.
Periodicity
explaining the periodic property of Markov chains
Slides from lecture 8
Deterministic dynp slides
Shortest route slide
NEW!
Here are pdf-files for the prototype example
and the various solutions to this problem
presented at the lectures:
Notes from exercise 8 MDP example 5.8 - The dam
Notes from exercise 8 DynP example - Reliability
Last years version of the
formula sheet for the exam .
It will be similar this year too.
Recommended exercises.
Errata for the exercises 2010.
(Last years version)
The errors in the 2010 version have been
corrected in the 2011 version.
Let me know if you find some errors in the 2011 version,
(or other manuscripts), and I will publish corrections here.
Some basic results from
Probability theory
(If you have some more questions on these things, send me an email)
Old exams
Exam, June 2011
Solutions, June 2011
Exam, December 2010
Solutions, December 2010
Exam, June 2010
Solutions, June 2010
Exam, December 2009
Solutions, December 2009
Exam in SF2862 (not SF2863), June 2009.
(ex. 3 is not so relevant for our course)
Solutions, June 2009.
Exam in SF2862 (not SF2863), March 2009.
(ex. 3 is not so relevant for our course)
Solutions, March 2009.
Suggested reading in the book
before (or after) the lectures:
Lecture 1:
Sections 1.1-1.3, 16.1-16.7.
Lecture 2:
Sections 16.8, 17.4.
Lecture 3:
Sections 17.1-17.5
Lecture 4:
Section 17.6,
Lecture 5:
Section 17.9,
Lecture 6:
On spare parts optimization (manuscript) sections 2 and 5.
Lecture 7:
On marginal allocation (manuscript)
Lecture 8:
On spare parts optimization (manuscript) sections 3-4.
Lecture 9:
Sections 18.1-18.3, and problem 18.3-11.
Lecture 10:
Sections 18.7.
Lecture 11:
Guest Lecture
Lecture 12:
Sections 10.1-10.3, 18.4.
Lecture 13:
Sections 19.1-19.3.
Lecture 14:
Sections 10.4-10.5, 19.4.
Lecture 15:
Sections 19.5-19.6. (not successive approximations)
Studentinformation
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