


KTH /
Teknikvetenskap
/
Matematik
/
Optimeringslära och systemteori
SF2863 Systems engineering, 2012
Official KTH information on the course
Some detailed course information
(KursPM)
Latest exams
Exam, June 2013
Solutions, June 2013,
Exam, December 2012
Solutions, December 2012 ,
DynP graphical solution
Supplementary Course Material
Some material will be posted here during the course.
On spare parts optimization. (Manuscript.)
On marginal allocation  MALLOC. (Manuscript.)
The Satellite. (Manuscript.)
Home assignment number 1.
Deadline: Tuesday November 6, at 15.15
sharp !
Home assignment number 2.
Deadline: Thursday November 29, at 13.15
sharp !
Introduction
slides from the class.
Matlab example
illustrating the different possibilities for the
behavior of the nstep transition matrix when n,
the number of steps, grows large.
Periodicity
explaining the periodic property of Markov chains
For those who are extra mathematically interested
you may have a look at these concept mentioned during the classes.
The PerronFrobenius
theorem is an important Theorem in the field, but is not
included in the course, for furter info see, e.g.,
Wikipedia.
In the classification of states of Markov chains we
talked about
equivalence classes.
Slides from the lecture on systems of queues.
Queues in series and
Jackson Networks.
Slides from lecture 8
on Marginal Allocation.
Newsboy problem and Marginal allocation
Deterministic dynp slides
Shortest route slide
Probabilistic Dynamic Programming
figure,
explaining the recursive dependence.
Notes from exercise session number 6
stochastic inventory
NEW!
Here are pdffiles for the prototype example
and the various solutions to this problem
presented at the lectures:
Notes from exercise 9
MDP example 5.8  The dam and
5.8
Last years version of the
formula sheet for the exam .
It will be similar this year too.
Recommended exercises.
Errata for the exercises 2010.
(Old version)
The errors in the 2010 version have been
corrected in the 2011 version.
Let me know if you find some errors in the 2011 version,
(or other manuscripts), and I will publish corrections here.
Some basic results from
Probability theory
(If you have some more questions on these things, send me an email)
For a longer description, see the web text pages of the
course book, Chapter 24.
Old exams
Exam, June 2012
Solutions, June 2012
Exam, December 2011
Solutions, December 2011
Exam, June 2011
Solutions, June 2011
Exam, December 2010
Solutions, December 2010
Exam, June 2010
Solutions, June 2010
Exam, December 2009
Solutions, December 2009
Exam in SF2862 (not SF2863), June 2009.
(ex. 3 is not so relevant for our course)
Solutions, June 2009.
Exam in SF2862 (not SF2863), March 2009.
(ex. 3 is not so relevant for our course)
Solutions, March 2009.
Suggested reading in the book
before (or after) the lectures:
Lecture 1:
Sections 1.11.3, 16.116.7.
Lecture 2:
Sections 16.8, 17.4.
Lecture 3:
Sections 17.117.5
Lecture 4:
Section 17.6,
Lecture 5:
Section 17.9,
Lecture 6:
On spare parts optimization (manuscript) sections 2 and 5.
Lecture 7:
On marginal allocation (manuscript)
Lecture 8:
On spare parts optimization (manuscript) sections 34.
Lecture 9:
Sections 18.118.3, and problem 18.311.
Lecture 10:
Sections 18.7.
Lecture 11:
Sections 10.110.3, 18.4.
Lecture 12:
Sections 19.119.3.
Lecture 13:
Sections 10.410.5, 19.4.
Lecture 14:
Guest Lecture
Lecture 15:
Sections 19.519.6. (not successive approximations)
Studentinformation
 