KTH /
Teknikvetenskap
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Matematik
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Optimeringslära och systemteori
SF2863 Systems engineering, autumn 2009.
Homepage of the course:
http://www.math.kth.se/optsyst/grundutbildning/kurser/SF2863/.
Instructors:
Krister Svanberg ,
krille@math.kth.se ,
phone: 790 7137.
Responsible for the lectures and the written exam.
Per Enqvist ,
penqvist@math.kth.se ,
phone: 790 6298.
Responsible for the exercises and the projects/home assignments.
Course material:
Hillier and Lieberman: "Introduction to Operations Research", 8th
edition.
For sale at the Student bookshop at KTH.
"Exercises in Systems Engineering, 2009."
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 27/10 |
10-12 |
H1 |
Course introduction. Markov chains. |
| L2. |
Thu 29/10 |
10-12 |
D3 |
Markov processes. |
| E1. |
Fri 30/10 |
10-12 |
D3 |
EXERCISES on Markov chains and processes. |
| L3. |
Tue 3/11 |
10-12 |
H1 |
More on Markov processes. |
| L4. |
Wed 4/11 |
15-17 |
D3 |
Queueing theory. |
| E2. |
Thu 5/11 |
8-10 |
E2 |
EXERCISES on queueing theory. |
| L5. |
Fri 6/11 |
13-15 |
E3 |
Queueing networks. |
| L6. |
Tue 10/11 |
10-12 |
H1 |
Spare parts optimization I. |
| E3. |
Thu 12/11 |
13-15 |
E2 |
Home ass exam + EXERCISES. |
| L7. |
Fri 13/11 |
10-12 |
E3 |
Spare parts optimization II. |
| L8. |
Tue 17/11 |
10-12 |
H1 |
Spare parts opt III. Marginal allocation. |
| E4. |
Wed 18/11 |
10-12 |
V3 |
EXERCISES on marginal allocation. |
| L9. |
Thu 19/11 |
13-15 |
E2 |
Deterministic Inventory theory. |
| L10. |
Fri 20/11 |
10-12 |
D3 |
Stochastic Inventory theory |
| E5. |
Tue 24/11 |
10-12 |
H1 |
EXERCISES on Inventory theory. |
| L11. |
Wed 25/11 |
15-17 |
D3 |
Guest Lecture: Dr Patrik Alfredsson, Systecon |
| L12. |
Thu 26/11 |
13-15 |
E3 |
Dynamic programming (DynProg) |
| E6. |
Fri 27/11 |
13-15 |
D32 |
EXERCISES on Dynamic programming |
L13. |
Wed 2/12 |
15-17 |
E2 |
Markov decision processes |
| L14. |
Thu 3/12 |
13-15 |
E3 |
More on Markov decision processes |
|
| E7. |
Fri 4/12 |
10-12 |
E2 |
Home ass exam + EXERCISES on Dyn.prog |
| E8. |
Mon 7/12 |
13-15 |
E2 |
EXERCISES on Markov decision processes |
| L15. |
Wed 9/12 |
15-17 |
E2 |
Summary of course |
| E9. |
Thu 10/12 |
8-10 |
E3 |
EXERCISES on various subject |
Examination
Home assignments based on Matlab give bonus points to the
written examination on December 19, 2009, 14.00-19.00.
Welcome to the course!
| 
