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SF2863 Systems Engineering 7.5 credits

Systemteknik

Please note

The information on this page is based on a course plan that is not yet valid.

  • Educational level

    Second cycle

  • Academic level (A-D)

    D

  • Subject area

    Mathematics

  • Grade scale

    A, B, C, D, E, FX, F

Course offerings

Autumn 12 for programme students

Autumn 13 for programme students

Autumn 13 for programme students

  • Periods

    Autumn 13 P2 (7.5 credits)

  • Application code

    50478

  • Start date

    2013 week: 45

  • End date

    2014 week: 3

  • Language of instruction

    English

  • Campus

    KTH Campus

  • Number of lectures

  • Number of exercises

  • Tutoring time

    Daytime

  • Form of study

    Normal

  • Number of places *

    Max. 20

    *) If there are more applicants than number of places selection will be made.

  • Schedule

    Schedule (new window)

  • Course responsible

    Per Enqvist

  • Teacher

    Hildur Æsa Oddsdóttir <haodd@kth.se>
    Per Enqvist <penqvist@kth.se>

  • Target group

    SwB Aerospace Engineering

Learning outcomes

The overall purpose of the course is that you should be well acquainted with some operations research models (i.e. mathematical decision support models) which are relevant for analysis and optimization of technical systems. Moreover, you should be able to apply these models on various problems. In particular, you should be able to formulate, analyze, and apply

  • reliability models based on Markov chains and Markov processes,
  • queueing models based on Markov processes, including models for queueing networks,
  • inventory models, deterministic as well as stochastic,
  • models for spareparts optimization, including multi-echelon techniques,
  • dynamic programming, for reqursive decision-making,
  • Markov decision processes.

Course main content

Basic optimization theory. Basic theory for Markov chains and Markov processes. Some models for reliability and queues based on Markov theory, including queueing models with Erlang distributed service times. Jackson’s models for queueing networks. Deterministic inventory models, including the Wilson formula. Stochastic inventory models, including the “newsvendor problem”. Sherbrooke’s models for optimization of spareparts, including multi-echelon techniques. Dynamic programming. Markov decision processes.

Eligibility

In general:

150 university credits (hp) including 28 hp in Mathematics and 6 hp in Mathematical Statistics.

6 hp in Optimization is recommended.

Documented proficiency in English corresponding to English B.

More precisely for KTH students:

Passed courses in calculus, linear algebra, differential equations, mathematical statistics, numerical analysis.

Optimization is recommended.

Literature

Hillier and Lieberman: Introduction to operations research, eighth edition, samt kompletterande kursmaterial från institutionen.

Examination

  • TEN1 - Examination, 7.5 credits, grade scale: A, B, C, D, E, FX, F

Requirements for final grade

A written examination (TEN1; 7,5 hp). Homework assignments (based on Matlab) give credits on the final exam.

Offered by

SCI/Mathematics

Examiner

Add-on studies

SF2812 Applied linear optimization. SF2822 Applied nonlinear optimization. SF2852 Optimal control.

Version

Course plan valid from: Autumn 13.
Examination information valid from: Autumn 09.