KTH /
Teknikvetenskap
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Matematik
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Optimeringslära och systemteori
SF2863 Systems engineering, autumn 2011.
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.
Anders Möller,
amolle@kth.se ,
phone: 790 7507.
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, 2010."
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 25/10 |
15-17 |
V34 |
Course introduction. Markov chains. |
| L2. |
Wed 26/10 |
8-10 |
V34 |
Markov processes. |
| E1. |
Tor 27/10 |
13-15 |
V34 |
EXERCISES on Markov chains and processes. |
| L3. |
Fri 28/10 |
8-10 |
Q34 |
More on Markov processes. |
| L4. |
Tue 1/11 |
15-17 |
V34 |
Queueing theory. |
| E2. |
Wed 2/11 |
8-10 |
V34 |
EXERCISES on queueing theory. |
| L5. |
Tor 3/11 |
15-17 |
V34 |
Queueing networks. |
| L6. |
Fri 4/11 |
8-10 |
V34 |
Spare parts optimization I. |
| E3. |
Tue 8/11 |
15-17 |
V34 |
Home ass. exam + EXERCISES. |
| L7. |
Wed 9/11 |
8-10 |
V34 |
Spare parts optimization II. |
| L8. |
Thu 10/11 |
15-17 |
V34 |
Spare parts opt III. Marginal allocation. |
| E4. |
Fri 11/11 |
8-10 |
V34 |
EXERCISES/LECTURE on marginal allocation. |
| L9. |
Tue 15/11 |
15-17 |
V34 |
Deterministic Inventory theory. |
| L10. |
Wed 16/11 |
13-15 |
V34 |
Stochastic Inventory theory |
| E5. |
Fri 18/11 |
8-10 |
V34 |
EXERCISES on Inventory theory. |
| L11. |
Mon 21/11 |
15-17 |
V34 |
Dynamic programming (DynProg) |
| L12. |
Wed 23/11 |
13-15 |
V34 |
Markov decision processes |
| E6. |
Thu 24/11 |
13-15 |
V34 |
EXERCISES on Dynamic programming |
L13. |
Tue 29/11 |
15-17 |
V34 |
More on Markov decision processes |
| E7. |
Wed 30/11 |
13-15 |
V34 |
Home ass. exam + EXERCISES on Dyn.prog |
| E8. |
Thu 1/12 |
15-17 |
V34 |
EXERCISES on Markov decision processes |
| L14. |
Tue 6/12 |
15-17 |
V34 |
Guest Lecture:
Systecon |
| L15. |
Wed 7/12 |
8-10 |
V34 |
Summary of course |
|
| E9. |
Fri 9/12 |
8-10 |
V34 |
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 8/11 and 30/11 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 19, 2011, 08.00-13.00.
Please remember to sign up for the exam on "My Pages" on the internet.
Welcome to the course!
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