SF2863 Systems Engineering 7.5 credits

Systemteknik

  • Education cycle

    Second cycle
  • Main field of study

    Mathematics
  • Grading scale

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

Course offerings

Autumn 19 SAP for Study Abroad Programme (SAP)

  • Periods

    Autumn 19 P2 (7.5 credits)

  • Application code

    10048

  • Start date

    28/10/2019

  • End date

    14/01/2020

  • Language of instruction

    English

  • Campus

    KTH Campus

  • Tutoring time

    Daytime

  • Form of study

    Normal

  • Number of places

    No limitation

  • Course responsible

    Per Enqvist <penqvist@kth.se>

  • Teacher

    Per Enqvist <penqvist@kth.se>

  • Target group

    Only for SAP-students. Students from UCAS.

  • Application

    Apply for this course at antagning.se through this application link.
    Please note that you need to log in at antagning.se to finalize your application.

Autumn 18 SAP for Study Abroad Programme (SAP)

  • Periods

    Autumn 18 P2 (7.5 credits)

  • Application code

    10022

  • Start date

    29/10/2018

  • End date

    14/01/2019

  • Language of instruction

    English

  • Campus

    KTH Campus

  • Tutoring time

    Daytime

  • Form of study

    Normal

  • Number of places

    No limitation

  • Schedule

    Schedule (new window)

  • Course responsible

    Per Enqvist <penqvist@kth.se>

  • Target group

    Only for SAP-students. Students from UCAS.

Intended 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 spare parts optimization,
  • dynamic programming, for reqursive decision-making,
  • optimal policy design for Markov decision processes.

Course main content

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. Marginal allocation. 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, samt kompletterande kursmaterial från institutionen.

Hillier and Lieberman: Introduction to operations research, and some written course material from the department.

Examination

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

Requirements for final grade

A written examination (TEN1; 7,5 hp).

Homework assignments can give bonus points for the written exam.

Offered by

SCI/Mathematics

Contact

Per Enqvist (penqvist@kth.se)

Examiner

Per Enqvist <penqvist@kth.se>

Add-on studies

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

Version

Course syllabus valid from: Autumn 2014.
Examination information valid from: Autumn 2009.