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SF2863 Systems engineering, autumn 2014.

Homepage of the course:
http://www.math.kth.se/optsyst/grundutbildning/kurser/SF2863/.

Instructors:

Per Enqvist, penqvist@math.kth.se, office 3549, phone: 790 6298.
Lectures and examination.

Hildur Æsa Oddsdóttir, haodd@math.kth.se, office 3750, phone 790 8457.
Exercise classes.

Göran Svensson, goransv@math.kth.se, office 3734, phone 790 7507.
Exercise classes.

Course material:

Hillier and Lieberman: "Introduction to Operations Research", 9th edition.
Please note, the 10th edition just appeared and is the one that is sold at the KTH bookshop. You may use either version, I will try to adapt the reading instructions asap.

For sale at the Student bookshop at KTH.
"Exercises in Systems Engineering, 2014."
Available for registered students at Bilda.
Additional material (manuscripts) will be available on the homepage.
Matlab projects/home assignments will be handed out/published on this page during the course.

Preliminary schedule for the lectures (L) and exercises (E):

Nr	Date	Time	Room	Subject
L1.	Mon 3/11	13-15	B2	Course introduction. Markov chains.
L2.	Wed 5/11	15-17	B2	Markov processes.
E1.	Fri 7/11	13-15	V23, V32	EXERCISES on Markov chains and processes.
L3.	Tue 11/11	10-12	B2	More on Markov processes.
L4.	Thu 13/11	10-12	B2	Queueing theory.
E2.	Thu 13/11	13-15	L51, L52	EXERCISES on Queueing theory.
L5.	Mon 17/11	15-17	B2	Queueing networks.
L6.	Thu 20/11	10-12	B2	Spare parts optimization I.
E3.	Thu 20/11	13-15	E31, E51	EXERCISES on Queueing networks.
L7.	Tue 25/11	10-12	B2	Spare parts optimization II.
L8.	Thu 27/11	10-12	B2	Spare parts opt III. Marginal allocation.
E4.	Thu 27/11	13-15	V33,V34	EXERCISES/LECTURE on Marginal allocation.
L9.	Mon 1/12	10-12	B2	Deterministic Inventory theory.
L10.	Wed 3/12	10-12	B2	Stochastic Inventory theory
E5.	Wed 3/12	13-15	E31,E51	EXERCISES on Inventory theory.
L11.	Mon 8/12	10-12	B2	Dynamic programming (DynProg)
L12.	Wed 10/12	10-12	B2	Markov decision processes
E6.	Wed 10/12	13-15	E31,E51	EXERCISES on Dynamic programming
L13.	Fri 12/12	10-12	B2	More on Markov decision processes
E7.	Fri 12/12	13-15	V34,V35	EXERCISES on Dyn.prog
L14.	Mon 15/12	10-12	B2	Guest Lecture: SYSTECON
E8.	Tue 16/12	13-15	V33,V35	EXERCISES on Markov decision processes
L15.	Thu 18/12	10-12	B2	Summary of course
E9.	Thu 18/12	13-15	V33,V35	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 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 January 12, 2015, 14.00-19.00. Please remember to sign up for the exam on "My Pages" on the internet.