KTH /
Teknikvetenskap
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Matematik
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Optimeringslära och systemteori
SF2863 Systems engineering, autumn 2012.
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.
Hildur Æsa Oddsdóttir,
haodd@math.kth.se,
office 3727, phone 790 6660.
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, 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 during the course.
Preliminary schedule for the lectures (L) and exercises (E):
| Nr |
Date |
Time |
Room |
Subject |
| L1. |
Tue 23/10 |
15-17 |
L52 |
Course introduction. Markov chains. |
| L2. |
Wed 24/10 |
8-10 |
L52 |
Markov processes. |
| E1. |
Tor 25/10 |
13-15 |
Q36 |
EXERCISES on Markov chains and processes. |
| L3. |
Fri 26/10 |
8-10 |
L52 |
More on Markov processes. |
| L4. |
Tue 30/10 |
15-17 |
L52 |
Queueing theory. |
| E2. |
Wed 31/10 |
8-10 |
L52 |
EXERCISES on queueing theory. |
| L5. |
Tor 1/11 |
13-15 |
Q36 |
Queueing networks. |
| L6. |
Fri 2/11 |
8-10 |
L51 |
Spare parts optimization I. |
| E3. |
Tue 6/11 |
15-17 |
Q36 |
Home ass. exam + EXERCISES. |
| L7. |
Wed 7/11 |
8-10 |
L52 |
Spare parts optimization II. |
| L8. |
Thu 8/11 |
15-17 |
L52 |
Spare parts opt III. Marginal allocation. |
| E4. |
Fri 9/11 |
8-10 |
L51 |
EXERCISES/LECTURE on marginal allocation. |
| L9. |
Tue 13/11 |
15-17 |
Q36 |
Deterministic Inventory theory. |
| L10. |
Wed 14/11 |
8-10 |
L52 |
Stochastic Inventory theory |
| E5. |
Fri 16/11 |
8-10 |
L51 |
EXERCISES on Inventory theory. |
| L11. |
Mon 19/11 |
15-17 |
L51 |
Dynamic programming (DynProg) |
| L12. |
Wed 21/11 |
13-15 |
L51 |
Markov decision processes |
| E6. |
Thu 22/11 |
13-15 |
M33 |
EXERCISES on Dynamic programming |
L13. |
Tue 27/11 |
13-15 |
L51 |
More on Markov decision processes |
| L14. |
Wed 28/11 |
15-17 |
L51 |
Guest Lecture:
SYSTECON |
| E7. |
Thu 29/11 |
13-15 |
L51 |
Home ass. exam + EXERCISES on Dyn.prog |
| E8. |
Tue 4/12 |
15-17 |
Q36 |
EXERCISES on Markov decision processes |
| L15. |
Wed 5/12 |
8-10 |
L52 |
Summary of course |
|
| E9. |
Fri 7/12 |
8-10 |
L52 |
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 6/11 and 29/11 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 12, 2012, 14.00-19.00.
Please remember to sign up for the exam on "My Pages" on the internet.
Welcome to the course!
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