Flinders University
Prof Jerzy Filar
Prof
Jerzy
Filar
Flinders University
http://www.flinders.edu.au/people/jerzy.filar
At work
| Phone: | +61 8 82012271 |
| Email: | jerzy.filar@flinders.edu.au |
| Location: | Information, Science & Technology (350) |
| Postal address: | GPO Box 2100, Adelaide 5001, South Australia |
Biography
Jerzy Filar is a broadly trained applied mathematician with research interests spanning a spectrum of both theoretical and applied topics in Operations Research, Optimisation, Game Theory, Applied Probability and Environmental Modelling. Professor Filar co-authored a research level text book 'Competitive Markov Decision Process' published by Springer in 1996. He authored or co-authored approximately 100 refereed research papers. Professor Filar has a record of research grants/contracts with agencies and research institutes such as NSF, ARC, US EPA, World Resources Institute, DSTO and the Sir Keith and Sir Ross Smith Foundation. He is editor-in-chief of Environmental Modelling and Assessment http://www.springer.com/new+%26+forthcoming+titles+%28default%29/journal/10666 and serves on editorial boards of Operations Research, JMAA and a number of other journals. Professor Filar is a Fellow of the Australian Mathematical Society. He has supervised 17 PhD students. Jerzy's Erdos Number is 3 (see details, below).
Qualifications
1972 B.Sc.(Hons) Mathematical Statistics University of Melbourne, Australia.
1975 M.Sc.Statistics, Monash University, Australia.
1977 M.A. Mathematics, University of Illinois, Chicago.
1980 Ph.D. Mathematics, University of Illinois, Chicago.
Honours, awards and grants
1968-72 Commonwealth Tertiary Scholarship, University of Melbourne, Australia.
1973-74 Graduate Scholarship, Monash University, Australia.
1976,78 University Fellowship, University of Illinois, Chicago. USA.
1981 Award for the best paper published in OPSEARCH in 1981.
1985 Environmental Science and Engineering Fellowship, from the American Association for the Advancement of Science, USA.
1989/90 Guest Professor, Department of Mathematics at Rijksuniversiteit Limburg, The Netherlands.
1997 Visiting Professor, Department of Mathematics, University of Ulm, Germany.
1998 Visiting Professor, Department of Systems Engineering, Chinese University of Hong Kong, Hong Kong .
1998 Visiting Professor, Paul Sabatier University, Toulouse, France.
1999 Guest Professor, Institute for Econometrics and Operations Research, Technical University of Vienna, Austria.
2002 Visiting Professor; Department of Mathematics, Harvey Mudd College, Claremont, California, USA and in INRIA, Sophia Antipolis, France.
2003 Fellow of the Australian Mathematical Society.
2005 Ren Potts Medal of the Australian Society for Operations Research.
2006 Australian Research Council Professorial Fellowship 2006-2010.
2007 South Australian Science Excellence Award: Science Leadership and Management Category.
Research Grants and Contracts (see details, in CV attached below)
Jerzy Filar has an established record of research grants and contracts with government agencies and research funding organizations such as NSF, ARC, US EPA, World Resources Institute, DSTO and the Sir Keith and Sir Ross Smith Foundation.
Research and consultancy
Research interests
Stochastic Modelling, Optimization and Operations Research with emphasis on Markov Decision Processes; Theory of Games; Ennvironmental Modelling; Optimal Control; Linear and Nonlinear Programming, and the applications of the above in engineering and economics. In recent years, Jerzy Filar devoted much effort to the analysis of the famous Hamiltonian Cycle Problem (HCP), from a stochastic perspective.
Postgraduate research supervision
Successfully supervised, or co-supervised, seventeen PhD students and two Master's students at The Johns Hopkins University, the University of Maryland at Baltimore County and the University of South Australia. Jerzy Filar's former post graduate students now work in universities, research institutes and companies, world wide (see details in CV attached below).
Publications
Books
Filar, J.A. & Vrieze, K., 1997. Competitive Markov Decision Processes - Theory, Algorithms and Applications, New York, USA: Springer.
Book chapters
Chiera, B.A., Filar, J.A., Zachary, D.S., & Gordon, A.H., 2010. Comparative Forecasting and a Test for Persistence in the El Niño Southern Oscillation. In Uncertainty and Environmental Decision Making. New York, USA: Springer, pp. 253-272.
Filar, J.A., Hudson, I.L., Mathew, T., & Sinha, B., 2008. Analytic perturbations and systematic bias in statistical modeling and inference. In Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen. Lithuania: Institute of Mathematical Statistics, pp. 17-34.
Beck, J. & Filar, J.A., 2007. Games, Incompetence, and Training. In Advances in Dynamic Game Theory. New York, USA: Springer, pp. 93-110.
Filar, J.A. & Kang, B., 2006. Two Types of Risk. In Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems. New York, USA: Springer, pp. 109-140.
Filar, J.A., Manyem, P., Visser, M.S., & White, K., 2003. Air Traffic Management at Sydney with Cancellations and Curfew Penalties. In Optimization and Industry: New Frontiers. Boston, USA: Kluwer, pp. 113-140.
Filar, J.A. & Guo, X., 2002. Linear program for communication MDPs with multiple constraints. In Markov Processes and Controlled Markov Chains. Dordrecht, The Netherlands: Kluwer, pp. 245-254.
Filar, J.A., 2002. Mathematical Models. In Knowledge for sustainable development: an insight into the encyclopedia of life support systems. Johannesburg, South Africa: UNESCO/EOLSS Publishers, pp. 339-354.
Filar, J.A., Lin, Y., & Liu, K., 2002. Finite Horizon Portfolio Risk Models with Probability Criterion. In Markov Processes and Controlled Markov Chains. Dordrecht, The Netherlands: Kluwer, pp. 405-424.
Avrachenkov, K., Filar, J.A., & Haviv, M., 2001. Singular perturbations of Markov chains and decision processes. In Handbook of Markov Decision Processes: Methods and Applications. Boston, USA: Kluwer, pp. 113-152.
Books
Filar, J.A. & Vrieze, K., 1997. Competitive Markov Decision Processes - Theory, Algorithms and Applications, New York, USA: Springer.
Book chapters
Chiera, B.A., Filar, J.A., Zachary, D.S., & Gordon, A.H., 2010. Comparative Forecasting and a Test for Persistence in the El Niño Southern Oscillation. In Uncertainty and Environmental Decision Making. New York, USA: Springer, pp. 253-272.
Filar, J.A., Hudson, I.L., Mathew, T., & Sinha, B., 2008. Analytic perturbations and systematic bias in statistical modeling and inference. In Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen. Lithuania: Institute of Mathematical Statistics, pp. 17-34.
Beck, J. & Filar, J.A., 2007. Games, Incompetence, and Training. In Advances in Dynamic Game Theory. New York, USA: Springer, pp. 93-110.
Filar, J.A. & Kang, B., 2006. Two Types of Risk. In Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems. New York, USA: Springer, pp. 109-140.
Filar, J.A., Manyem, P., Visser, M.S., & White, K., 2003. Air Traffic Management at Sydney with Cancellations and Curfew Penalties. In Optimization and Industry: New Frontiers. Boston, USA: Kluwer, pp. 113-140.
Filar, J.A. & Guo, X., 2002. Linear program for communication MDPs with multiple constraints. In Markov Processes and Controlled Markov Chains. Dordrecht, The Netherlands: Kluwer, pp. 245-254.
Filar, J.A., 2002. Mathematical Models. In Knowledge for sustainable development: an insight into the encyclopedia of life support systems. Johannesburg, South Africa: UNESCO/EOLSS Publishers, pp. 339-354.
Filar, J.A., Lin, Y., & Liu, K., 2002. Finite Horizon Portfolio Risk Models with Probability Criterion. In Markov Processes and Controlled Markov Chains. Dordrecht, The Netherlands: Kluwer, pp. 405-424.
Avrachenkov, K., Filar, J.A., & Haviv, M., 2001. Singular perturbations of Markov chains and decision processes. In Handbook of Markov Decision Processes: Methods and Applications. Boston, USA: Kluwer, pp. 113-152.
Andramonov, M., Filar, J.A., Rubinov, A., & Pardalos, P.M., 2000. Hamiltonian Cycle Problem via Markov Chains and Min-type Applications. In Approximation and Complexity in Numerical Optimization. Boston, USA: Kluwer, pp. 31-47.
Connell, S.A., Filar, J.A., Szczechla, W., & Vrieze, O.J., 1999. Discounted Stochastic Games, a Complex Analytic Perspective. In Stochastic and Differential Games: Theory and Numerical Methods. Boston, USA: Birkhauser, pp. 271-296.
Filar, J.A. & Haurie, A., 1998. Uncertainty in environmental models: dynamic systems perspective. In The Co-Action between Living Systems and the Planet. Geneva, Switzerland: University of Geneva, pp. 283-302.
Curiel, I., Filar, J.A., & Zapert, R., 1997. Relative Contribution of the Enhanced Greenhouse Effect on the Coastal Changes in Louisiana. In Modeling Environmental Policy. New York, USA: Kluwer, pp. 161-184.
Filar, J.A. & Liu, K., 1996. Hamiltonian Cycle Problem and Singularly Perturbed Markov Decision Process. In Statistics, Probability and Game Theory: Papers in Honor of David Blackwell. USA: Institute of Mathematical Sciences, pp. 45-64.
Filar, J.A., Gaertner, P.S., & Janssen, M.A., 1996. An Application of Optimization to the Problem of Climate Change. In State of the Art in Global Optimization: Computational Methods and Applications. Boston, USA: Kluwer, pp. 475-498.
Filar, J.A. & Zapert, R., 1996. Uncertainty Analysis of a Greenhouse Effect Model. In Operations Research and Environmental Management. Dordrecht, The Netherlands: Kluwer, pp. 101-118.
Chen, M. & Filar, J.A., 1992. Hamiltonian Cycles, Quadratic Programming, and Ranking of Extreme Points. In Recent Advances in Global Optimization. Princeton, USA: Princeton University Press, pp. 32-49.
Braddock, R.D., Filar, J.A., & Zapert, R., 1992. System and control theory perspectives of the IMAGE greenhouse model. In Stochastic Theory and Adaptive Control. Berlin, Germany: Springer, pp. 53-68.
Filar, J.A. & Tolwinski, B., 1991. On the Algorithm of Pollatschek and Avi-ltzhak. In Stochastic Games And Related Topics. Dordrecht, The Netherlands: Kluwer Academic Publishers, pp. 59-70.
Refereed journal articles
Filar, J.A., Haythorpe, M.A., & Murray, W., 2012. On the Determinant and its Derivatives of the Rank-one corrected Generator of a Markov Chain on a Graph. Journal of Global Optimization.
Borkar, V.S. & Filar, J.A., 2011. Markov chains, Hamiltonian cycles and volumes of convex bodies. Journal of Global Optimization.
Boland, J., Filar, J.A., Mohammadian, G., & Nazari, A., 2011. Australian electricity market and price volatility. Annals of Operations Research.
Eshragh, A. & Filar, J.A., 2011. Hamiltonian Cycles, Random Walks, and Discounted Occupational Measures. Mathematics of Operations Research, 36(2), 258-270.
Eshragh, A., Filar, J.A., & Haythorpe, M., 2011. A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem. Annals of Operations Research, 189, 103-125.
Eshragh, A., Filar, J.A., & Nazari, A., 2011. A Projection-Adapted Cross Entropy (PACE) method for transmission network planning. Energy Systems, 2(2), 189-208.
Avrachenkov, K., Burachik, R.S., Filar, J.A., & Gaitsgory, V., 2010. Constraint augmentation in pseudo-singularly perturbed linear programs. MATHEMATICAL PROGRAMMING.
Avrachenkov, K., Ejov, V., & Filar, J.A., 2010. Multivariate polynomial perturbations of algebraic equations. Journal of Mathematical Analysis and Applications, 369(1), 214-221.
Filar, J.A., Haythorpe, M., & Nguyen, G.T., 2010. A conjecture on the prevalence of cubic bridge graphs. Discussiones Mathematicae. Graph Theory, 30(1), 175-179.
Conticini, C., Filar, J.A., & Nazari, A., 2010. A note on price volatility in the Australian electricity market. Australian and New Zealand Industrial and Applied Mathematics Journal, 51, C730-C746.
Boland, J., Filar, J.A., & Howlett, P.G., 2010. Environmental Problems, Uncertainty and Mathematical Modeling. Notices of the American Mathematical Society, 57(10), 1286-1294.
Borkar, V.S., Ejov, V., & Filar, J.A., 2009. On the Hamiltonicity Gap and Doubly Stochastic Matrices. Random Structures and Algorithms, 34(4), 502-519.
Ejov, V., Filar, J.A., Haythorpe, M., & Nguyen, G.T., 2009. Refined MDP-Based Branch-and-Fix Algorithm for the Hamiltonian Cycle Problem. Mathematics of Operations Research, 34(3), 758-768.
Ejov, V., Filar, J.A., Murray, W., & Nguyen, G.T., 2008. Determinants and Longest Cycles of Graph. Siam Journal on Discrete Mathematics, 22(3), 1215-1225.
Ejov, V., Filar, J.A., Lucas, S.K., & Zograf, P., 2007. Clustering of spectra and fractals of regular graphs. Journal of Mathematical Analysis and Applications, 333(1), 236-246.
Ejov, V., Filar, J.A., & Spieksma, F.M., 2007. On regularly perturbed fundamental matrices. Journal of Mathematical Analysis and Applications, 336, 18-30.
Filar, J.A., Manyem, P., Panton, D.M., & White, K., 2007. A Model of Adaptive Rescheduling of Flights in Emergencies (MARFE). Journal of Industrial and Management Optimization, 3(2), 335-356.
Avrachenkov, K., Ejov, V., & Filar, J.A., 2006. On Newton’s Polygons, Groebner Bases and Series Expansions of Perturbed Polynomial Programs. Banach Center Publications, 71, 29-38.
Ejov, V. & Filar, J.A., 2006. Gröbner bases in asymptotic analysis of perturbed polynomial programs. Mathematical Methods of Operations Research, 64(1), 1-16.
Ejov, V., Filar, J.A., Lucas, S.K., & Nelson, J.L., 2006. Solving the Hamiltonian Cycle problem using symbolic determinants. TAIWANESE JOURNAL OF MATHEMATICS, 10(2), 327-338.
Filar, J.A., 2006. Controlled Markov Chains, Graphs, and Hamiltonicity. Foundations and Trends in Stochastic Systems, 1(2), 77-162.
Kang, B. & Filar, J.A., 2006. Time Consistent, Dynamic, Risk Measures. Mathematical Methods of Operations Research, 63(1), 169-186.
Liu, K. & Filar, J.A., 2005. Weighted Singularly Perturbed Hybrid Stochastic System. Mathematical Methods of Operations Research, 62, 41-54.
Borkar, V.S., Ejov, V., & Filar, J.A., 2004. Directed Graphs, Hamiltonicity and Doubly Stochastic Matrices. Random Structures and Algorithms, 25(4), 376-395.
Ejov, V., Filar, J.A., & Gondzio, J., 2004. An Interior Point Heuristic for the Hamiltonian Cycle Problem via Markov Decision Processes. Journal of Global Optimization, 29, 315-334.
Kaya, C.Y., Tugai, Y., Filar, J.A., Agrawal, M.R., Ali, R.L., Gowing, L.R., & Cooke, R., 2004. Heroin users in Australia: population trends. Drug and Alcohol Review, 23(1), 107-116.
Kang, B., Filar, J.A., Lin, Y., & Spanjers, L., 2004. Stochastic Target Hitting Time and the Problem of Early Retirement. IEEE Transactions on Automatic Control, 49(3), 409-419.
Ejov, V., Filar, J.A., & Nguyen, M., 2004. Hamiltonian Cycles and Singularly Perturbed Markov Chains. Mathematics of Operations Research, 29(1), 114-131.
Filar, J.A., Ross, N.P., & Wu, M., 2003. Environmental Assessment Based On Multiple Indicators. Calcutta Statistical Association Bulletin, 54(213/214), 93-104.
Ejov, V., Filar, J.A., & Thredgold, J., 2003. Geometric interpretation of Hamiltonian Cycles problem via singularly perturbed Markov decision processes. Optimization, 52(4-5), 441-458.
Filar, J.A., Altman, E., & Avrachenkov, K., 2002. An asymptotic simplex method for singularly perturbed linear programs. Operations Research Letters, 30(5), 295-307.
Filar, J.A., Krieger, H.A., & Syed, Z., 2002. Cesaro limits of analytically perturbed stochastic matrices. Linear Algebra and its Applications, 353, 227-243.
Filar, J.A. & Haurie, A., 2001. A two-factor stochastic production model with two time scales. Automatica, 37(10), 1505-1513.
Liu, K. & Filar, J.A., 2001. Weighted Markov Decision Processes with Perturbation. Mathematical Methods of Operations Research, 53(3), 465-480.
Filar, J.A., Manyem, P., & White, K., 2001. How Airlines and Airports Recover from Perturbations: A Survey. Annals of Operations Research, 108, 315-333.
Filar, J.A., Gaitsgory, V., & Haurie, A., 2001. Control of singularly perturbed hybrid stochastic systems. IEEE Transactions on Automatic Control, 46(2), 179-190.
Chen, M., Filar, J.A., & Liu, K., 2000. Semi-infinite Markov decision processes. Mathematical Methods of Operations Research, 51, 115-137.
Coulomb, J., Filar, J.A., & Szczechla, W., 2000. Asymptotic Analysis of Perturbed Mathematical Programs. Journal of Mathematical Analysis and Applications, 251(1), 132-156.
Filar, J.A. & Lasserre, J.B., 2000. A non-standard branch and bound method for the Hamiltonian cycle problem. Australian and New Zealand Industrial and Applied Mathematics Journal, 42, 586-607.
Filar, J.A. & Petrosjan, L.A., 2000. Dynamic Cooperative Games. International Game Theory Review, 2(1), 47-65.
Shi, P. & Filar, J.A., 2000. Stability analysis and controller design for a class of uncertain systems with Markovian jumping parameters. IMA Journal of Mathematical Control and Information, 17(2), 179-190.
Altman, E., Avrachenkov, K., & Filar, J.A., 1999. Asymptotic Linear Programming and Policy Improvement for Singularly Perturbed Markov Decision Processes. Mathematical Methods of Operations Research, 49, 97-110.
Zapert, R., Gaertner, P.S., & Filar, J.A., 1998. Uncertainty propagation within an integrated model of climate change. ENERGY ECONOMICS, 20, 571-598.
Filar, J.A. & Gaertner, P.S., 1997. A regional allocation of world CO2 emission reductions. Mathematics and Computers in Simulation, 43, 269-275.
Szczechla, W., Connell, S.A., Filar, J.A., & Vrieze, O.J., 1997. On the Puiseux Series Expansion of the Limit discount Equation of Stochastic Games. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 35(3), 860-875.
Abbad, M. & Filar, J.A., 1995. Algorithms for singularly perturbed markov control problems: A survey. Control and Dynamic Systems, 73, 257-287.
Braddock, R.D., Filar, J.A., & Zapert, R., 1995. Stochasticity in the Image Greenhouse Model. Mathematical and Computer Modelling, 22(10-12), 15-25.
Filar, J.A., Krass, D., & Ross, K.W., 1995. Percentile Performance Criteria For Limiting Average Markov Decision Processes. IEEE Transactions on Automatic Control, 40, 2-10.
Braddock, R.D., Filar, J.A., Zapert, R., Rotmans, J., & den Elzen, M., 1994. The image greenhouse model as a mathematical system. APPLIED MATHEMATICAL MODELLING, 18(5), 234-254.
Filar, J.A. & Krass, D., 1994. Hamiltonian Cycles and Markov Chains. Mathematics of Operations Research, 19(1), 223-237.
Filar, J.A., Nickerson, D.J., & Ross, N.P., 1994. Inspection optimization model. Socio-Economic Planning Sciences, 28(3), 137-146.
Abbad, M., Filar, J.A., & Bielecki, T.R., 1992. Algorithms for singularly perturbed limiting average Markov control problems. IEEE Transactions on Automatic Control, 37(9), 1421-1425.
Abbad, M. & Filar, J.A., 1992. Perturbation and stability theory for Markov control problems. IEEE Transactions on Automatic Control, 37(9), 1415-1420.
Filar, J.A. & Vrieze, O.J., 1992. Weighted reward criteria in Competitive Markov Decision Processes. Mathematical Methods of Operations Research, 36(4), 343-358.
Krass, D., Filar, J.A., & Sinha, S.S., 1992. A Weighted Markov Decision Process. OPERATIONS RESEARCH, 40(6), 1180-1187.
Filar, J.A., Shultz, T.A., Thuijsman, F., & Vrieze, O.J., 1991. Nonlinear programming and stationary equilibria in stochastic games. MATHEMATICAL PROGRAMMING, 50, 227-237.
Bielecki, T.R. & Filar, J.A., 1991. Singularly perturbed Markov control problem: Limiting average cost. Annals of Operations Research, 28(1), 153-168.
Raghavan, T.E. & Filar, J.A., 1991. Algorithms for stochastic games - A survey. Mathematical Methods of Operations Research, 35(6), 437-472.
Filar, J.A., Kallenberg, L.C., & Lee, H., 1989. Variance-Penalized Markov Decision Processes. Mathematics of Operations Research, 14(1), 147-161.
Filar, J.A. & Schultz, T.A., 1988. Communicating MDPs: Equivalence and LP properties. Operations Research Letters, 7(6), 303-307.
Filar, J.A. & Schultz, T.A., 1987. Bilinear programming and structured stochastic games. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 53(1), 85-104.
Durinovic, S., Lee, H., Katehakis, M.N., & Filar, J.A., 1986. Multiobjective markov decision process with average reward criterion. Large Scale Systems: Theory and Applications, 10(3), 215-226.
Breton, M., Haurie, A., & Filar, J.A., 1986. On the computation of equilibria in discounted stochastic dynamic games. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 10(1-2), 33-36.
Filar, J.A., 1986. Quadratic programming and the single-controller stochastic game. Journal of Mathematical Analysis and Applications, 113(1), 136-147.
Filar, J.A., 1985. The completely mixed single-controller stochastic game. Proceedings of the American Mathematical Society, 95(4), 585-594.
Filar, J.A., 1985. Player aggregation in the traveling inspector model. IEEE Transactions on Automatic Control, 30(8), 723-729.
Filar, J.A. & Raghavan, T.E., 1984. A Matrix Game Solution of the Single-Controller Stochastic Game. Mathematics of Operations Research, 9(3), 356-362.
Filar, J.A., 1984. On stationary equilibria of a single-controller stochastic game. MATHEMATICAL PROGRAMMING, 30(3), 313-325.
Filar, J.A., 1984. Semi-Antagonistic Equilibrium Points and Action Costs. Cahiers du Centre d'études de recherche opérationnelle, 26(3-4), 227-239.
Filar, J.A., 1983. Percentiles and markovian decision processes. Operations Research Letters, 2(1), 13-15.
Vrieze, O.J., Tijs, S.H., Raghavan, T.E., & Filar, J.A., 1983. A finite algorithm for the switching control stochastic game. OR SPECTRUM, 5, 15-24.
Filar, J.A. & Raghavan, E.S., 1982. An algorithm for solving S-games and differential S-games. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 20(6), 763-769.
Filar, J.A., 1981. A Single Loop Stochastic Game Which One Player Can Terminate. OPSEARCH, 18(4), 185-203.
Filar, J.A., 1981. Ordered Field Property for Stochastic Games When the Player Who Controls Transitions Changes from State to State. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 34(4), 503-515.
Filar, J.A., 1976. Estimation of Strategies in a Markov Game. NAVAL RESEARCH LOGISTICS, 23(3), 469-480.
Refereed conference papers
Filar, J.A., Gondzio, J., Haurie, A., Moresino, F., & Vial, J., 2000. Decomposition and Parallel Processing Techniques for Two-Time Scale Controlled Markov Chains. Proceedings of the 39th IEEE Conference on Decision and Control.
Filar, J.A. & Haurie, A., 1997. Optimal Ergodic Control of Singularly Perturbed Hybrid Stochastic Systems. Lectures in Applied Mathematics: Proceedings of the 1996 AMS-SIAM Summer Seminar, 101-126.
Bielecki, T.R., Filar, J.A., & Gaitsgory, V., 1996. Asymptotic Analysis of a Stochastic Manufacturing System with Slow and Fast Machines. Proceedings of the 35th IEEE Conference on Decision and Control, 531-532.
Liu, K. & Filar, J.A., 1995. Weighted Markov Decision Processes with Perturbation. Proceedings of the 34th IEEE Conference on Decision and Control, 3, 2269-2276.
Abbad, M. & Filar, J.A., 1992. Stochastic Game Problems. Game Theory and Economic Applications: Proceedings of the International Conference Held at the Indian Statistical Institute, New Dehli, India, December 18-22, 1990, 69-97.
Abbad, M. & Filar, J.A., 1991. Aggregation-Disaggregation Algorithm for {epsilon}²-Singularly Perturbed Limiting Average Markov Control Problems. Proceedings of the 30th IEEE Conference on Decision and Control, 1, 465-470.
Braddock, R.D. & Filar, J.A., 1991. Response Times of the Ocean. Coastal Engineering: Climate for Change, 22-27.
Abbad, M. & Filar, J.A., 1991. Perturbation Theory for Semi-Markov Control Problems. Proceedings of the 30th IEEE Conference on Decision and Control, 1, 489-493.
Filar, J.A., Krass, D., & Ross, K.W., 1989. Percentile objective criteria in limiting average Markov control problems. Proceedings of the 28th IEEE Conference on Decision and Control, 2, 1273-1276.
Filar, J.A. & Krass, D., 1987. The embedding of the travelling salesman problem in a Markov decision process. Proceedings of the 26th IEEE Conference on Decision and Control, 2255-2260.
Filar, J.A. & Lee, H., 1985. Gain/variability tradeoffs in undiscounted Markov decision processes. Proceedings of the 24th IEEE Conference on Decision and Control, 1106-1112.
Journal articles
Filar, J.A., Gupta, A., & Lucas, S.K., 2005. Connected co-spectral graphs are not necessarily both Hamiltonian. Australian Mathematical Society Gazette, 32(3), 193-194.
Sznajder, R. & Filar, J.A., 1992. Some comments on a theorem of Hary and Littlewood. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 75(1), 201-208.
Filar, J.A. & Schultz, T.A., 1986. Nonlinear programming and stationary strategies in stochastic games. MATHEMATICAL PROGRAMMING, 34(2), 243-247.
Filar, J.A. & Schultz, T.A., 1986. The traveling inspector model. OR SPECTRUM, 8(1), 33-36.
Conference publications
Bielecki, T.R. & Filar, J.A., 1989. Singularly perturbed Markov control problem: limiting average cost. Proceedings of the 28th IEEE Conference on Decision and Control 1989, 2, 1263-1266.
Other public research outputs
Filar, J.A. & Haurie, A., 2009. Uncertainty and Environmental Decision Making: A Handbook of Research and Best Practice (Editors), New York, USA: Springer.
Hou, Z., Filar, J.A., & Chen, A., 2002. Markov Processes and Controlled Markov Chains (Editors), Boston, USA: Kluwer Academic Publishers.
Filar, J.A., Gaitsgory, V., & Mizukami, K., 2000. Advances in Dynamic Games and Applications (Editors), Boston: Birkhauser.
Carraro, C. & Filar, J.A., 1995. Control and Game Theoretic Models of the Environment (Editors), New York, USA: Birkhasuer.
Further information
Jerzy Filar's Mathematical Genealogy (see math genealogy tree) . From N. Tartaglia Fontana in 16th century Italy, through Galileo Galilei, I.Newton, A. Cayley, R.A. Fisher, C.R. Rao, T.E.S. Raghavan and many others to A. Eshragh Jahromi 2011, Australia.
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