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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

Home assignments based on Matlab give bonus points to the written examination on March 13, 2009, 8.00-13.00.

Welcome to the course!