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KTH / Teknikvetenskap / Matematik / Optimeringslära och systemteori

SF2862 Stochastic decision support models, kursPM 2008/09.

Homepage of the course:
http://www.math.kth.se/optsyst/grundutbildning/kurser/SF2862/.

Lecturer and examiner:

Krister Svanberg , krille@math.kth.se , phone: 790 7137.

Assistant teacher:

Mikael Fallgren , werty@math.kth.se , phone: 790 7220.

Course material:

Hillier and Lieberman: "Introduction to Operations Research", 8th edition.
For sale at the Student bookshop at KTH.
"Exercises in Stochastic Decision Support Models".
For sale at the Student expedition of the Math department.
Matlab exercises will be handed out during the course.

Preliminary schedule for the lectures and exercises:

Nr	Date	Time	Room	Subject
L1.	Wed 14/1	15-17	E34	Introduction. Some Markov theory.
L2.	Thu 15/1	13-15	D32	Markov queuing models
E1.	Fri 16/1	15-17	E33	EXERCISES on Markov queueing models
L3.	Mon 19/1	10-12	E33	Queuing models with Erlang distributions
L4.	Wed 21/1	15-17	D41	M/D/1. A priority queuing model
E2.	Thu 22/1	15-17	D32	EXERCISES on Erlang and priority models
L5.	Mon 26/1	10-12	E33	Queueing networks
L6.	Wed 28/1	15-17	D41	Summary of queueing theory
E3.	Thu 29/1	15-17	D32	EXERCISES on queueing networks
L7.	Mon 2/2	10-12	E33	Deterministic inventory models
L8.	Wed 4/2	15-17	D41	Stochastic inventory models
E4.	Thu 5/2	15-17	M24	EXERCISES on inventory theory
L9.	Mon 9/2	10-12	E33	Dynamic Programming and an inventory model
L10.	Wed 11/2	15-17	D41	More Dynamic Programming
E5.	Thu 12/2	15-17	D33	EXERCISES on inventory theory
L11.	Mon 16/2	10-12	E33	Markov Decision Processes (MDP)
L12.	Tue 17/2	13-15	D35	MDP and Stochastic Dynamic Programming
E6.	Thu 19/2	15-17	M24	EXERCISES on dynamic programming
L13.	Mon 23/2	10-12	E33	Decision trees
E7.	Wed 25/2	15-17	D41	EXERCISES on decision trees
L14.	Thu 26/2	15-17	D33	More on Markov dec proc
E8.	Mon 2/3	10-12	E33	EXERCISES on Markov dec proc
L15.	Wed 4/3	15-17	D31	Summary of the course
E9.	Thu 5/3	15-17	D33	EXERCISES on various subjects

Examination