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Kungl Tekniska högskolan / Optimeringslära och systemteori /

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SF2863 Systems engineering,   2010

  • Official KTH information on the course

  • Some detailed course information (KursPM)


  • Latest exam
  • Exam, June 2011
  • Solutions, June 2011


  • Supplementary Course Material

  • Home assignment number 1.
  • Deadline: Monday November 8, kl 15.15
  • Home assignment number 2.
  • Deadline: Friday December 3, 13.15

  • This years version of the formula sheet for the exam . This is the final version.
  • The Satellite. (Manuscript.)
  • On spare parts optimization. (Manuscript.)
  • On marginal allocation - MALLOC. (Manuscript.)
  • Recommended exercises.
  • NEW! Errata for the exercises. Let me know if you find some errors in the exercise booklet, (or other manuscripts), and I will publish corrections here.
  • The simulation about discrete time Markov chain transitions that I wanted to show at Lecture 1: matlab-file
  • Notes from exercise 1
  • Example from lecture 3
  • Derivation of the average M|M|s queue length.
  • Slides from lecture 8
  • Due to lack of time I skipped some steps in the derivation of the expression for the optimal Newsboy inventory strategy using the marginal allocation, and some interpretations of the optimal strategy which can be found in: Partial notes from lecture 10
  • Notes from exercise 6
  • Figure from exercise 7 shortest path problem
    Figure from exercise 7 knapsack problem
  • Notes from exercise 8 MDP example
  • Notes from exercise 9 MDP example old exam
  • NEW! Here are pdf-files for the prototype example and the various solutions to this problem presented at the lectures:
  • Some basic results from Probability theory
    (If you have some more questions on these things, send me an email)
  • Old exams

  • 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)