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About course

SF2862 Stochastic Decision Support Models 7.5 credits

Administer About course

Course offerings are missing for current or upcoming semesters.
Headings with content from the Course syllabus SF2862 (Autumn 2007–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

Queuing theory, Z transform, event driven simulation, inventory theory, stochastic dynamical programming, forecasting, decision analysis and optimization of Markovian chains.

Intended learning outcomes

That the student should be well acqainted with various quantitative stochastic decision support models and methods.

Literature and preparations

Specific prerequisites

A basic course in optimization and a course in reliability theory including Markov theory.

Recommended prerequisites

No information inserted

Equipment

No information inserted

Literature

Hillier and Lieberman: Introduction to operations research.

Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale

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

Examination

  • HEM1 - Exercises, - credits, grading scale: A, B, C, D, E, FX, F
  • TEN1 - Examination, 7.5 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Other requirements for final grade

A written examination. Homework assignments give credits on the final exam.

Opportunity to complete the requirements via supplementary examination

No information inserted

Opportunity to raise an approved grade via renewed examination

No information inserted

Examiner

No information inserted

Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

Main field of study

Mathematics

Education cycle

Second cycle

Add-on studies

SF2867 Decision support methods - project course.