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 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 18 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 supervision
Research expertise
- Applied mathematics
- Operations Research
- Stochastic Modelling
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.
Supervisory interests
- Game theory
- Operations research
- Stochastic modelling
RHD research supervision
Current
Principal supervisor:
Stochastic Modelling and Optimization (2);
Energy Systems (1);
Associate supervisor:
Statistics (2);
Publications
Books
Borkar, V., Ejov, V., Filar, J.A. and Nguyen, G. (2012). Hamiltonian Cycle Problem and Markov Chains. New York, USA: Springer. [online]. Available from: http://www.springer.com/business+%26+management/operations+research/book/978-1-4614-3231-9.
Filar, J.A. and 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. and 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. and Sinha, B. (2008). Analytic perturbations and systematic bias in statistical modeling and inference. In N Balakrishnan, Edsel A Peña, Mervyn J Silvapulle, ed. Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen. Lithuania: Institute of Mathematical Statistics, pp. 17-34. [online]. Available from: http://dx.doi.org/10.1214/193940307000000022.
Beck, J. and Filar, J.A. (2007). Games, Incompetence, and Training. In Advances in Dynamic Game Theory. New York, USA: Springer, pp. 93-110. [online]. Available from: http://dx.doi.org/10.1007/978-0-8176-4553-3_5.
Filar, J.A. and 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. [online]. Available from: http://dx.doi.org/10.1007/0-387-33815-2_7.
Filar, J.A., Manyem, P., Visser, M.S. and White, K. (2003). Air Traffic Management at Sydney with Cancellations and Curfew Penalties. In Panos M Pardolos; Victor Korotkikh, ed. Optimization and Industry: New Frontiers. Boston, USA: Kluwer, pp. 113-140.
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. and Guo, X. (2002). Linear program for communication MDPs with multiple constraints. In Zhenting Hou; Jerzy A Filar; Anyue Chen, ed. Markov Processes and Controlled Markov Chains. Dordrecht, The Netherlands: Kluwer, pp. 245-254.
Filar, J.A., Lin, Y. and Liu, K. (2002). Finite Horizon Portfolio Risk Models with Probability Criterion. In Zhenting Hou; Jerzy A Filar; Anyue Chen, ed. Markov Processes and Controlled Markov Chains. Dordrecht, The Netherlands: Kluwer, pp. 405-424.
Books
Borkar, V., Ejov, V., Filar, J.A. and Nguyen, G. (2012). Hamiltonian Cycle Problem and Markov Chains. New York, USA: Springer. [online]. Available from: http://www.springer.com/business+%26+management/operations+research/book/978-1-4614-3231-9.
Filar, J.A. and 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. and 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. and Sinha, B. (2008). Analytic perturbations and systematic bias in statistical modeling and inference. In N Balakrishnan, Edsel A Peña, Mervyn J Silvapulle, ed. Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen. Lithuania: Institute of Mathematical Statistics, pp. 17-34. [online]. Available from: http://dx.doi.org/10.1214/193940307000000022.
Beck, J. and Filar, J.A. (2007). Games, Incompetence, and Training. In Advances in Dynamic Game Theory. New York, USA: Springer, pp. 93-110. [online]. Available from: http://dx.doi.org/10.1007/978-0-8176-4553-3_5.
Filar, J.A. and 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. [online]. Available from: http://dx.doi.org/10.1007/0-387-33815-2_7.
Filar, J.A., Manyem, P., Visser, M.S. and White, K. (2003). Air Traffic Management at Sydney with Cancellations and Curfew Penalties. In Panos M Pardolos; Victor Korotkikh, ed. Optimization and Industry: New Frontiers. Boston, USA: Kluwer, pp. 113-140.
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. and Guo, X. (2002). Linear program for communication MDPs with multiple constraints. In Zhenting Hou; Jerzy A Filar; Anyue Chen, ed. Markov Processes and Controlled Markov Chains. Dordrecht, The Netherlands: Kluwer, pp. 245-254.
Filar, J.A., Lin, Y. and Liu, K. (2002). Finite Horizon Portfolio Risk Models with Probability Criterion. In Zhenting Hou; Jerzy A Filar; Anyue Chen, ed. Markov Processes and Controlled Markov Chains. Dordrecht, The Netherlands: Kluwer, pp. 405-424.
Avrachenkov, K.A., Filar, J.A. and Haviv, M. (2001). Singular perturbations of Markov chains and decision processes. In Eugene A Feinberg; Adam Shwartz, ed. Handbook of Markov Decision Processes: Methods and Applications. Boston, USA: Kluwer, pp. 113-152.
Andramonov, M., Filar, J.A., Rubinov, A. and Pardalos, P.M. (2000). Hamiltonian Cycle Problem via Markov Chains and Min-type Applications. In P M Pardalos, ed. Approximation and Complexity in Numerical Optimization. Boston, USA: Kluwer, pp. 31-47.
Connell, S.A., Filar, J.A., Szczechla, W.W. and Vrieze, O.J. (1999). Discounted Stochastic Games, a Complex Analytic Perspective. In Martino Bardi, T E S Raghavan, T Parthasarathy, ed. Stochastic and Differential Games: Theory and Numerical Methods. Boston, USA: Birkhauser, pp. 271-296.
Filar, J.A. and Haurie, A. (1998). Uncertainty in environmental models: dynamic systems perspective. In H Greppin, R D Agosti, C Penel, ed. The Co-Action between Living Systems and the Planet. Geneva, Switzerland: University of Geneva, pp. 283-302.
Curiel, I., Filar, J.A. and Zapert, R. (1997). Relative Contribution of the Enhanced Greenhouse Effect on the Coastal Changes in Louisiana. In W E Martin, L A McDonald, ed. Modeling Environmental Policy. New York, USA: Kluwer, pp. 161-184.
Filar, J.A. and Liu, K. (1996). Hamiltonian Cycle Problem and Singularly Perturbed Markov Decision Process. In T S Ferguson, L S Shapley, J B MacQueen, ed. 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. and Janssen, M.A. (1996). An Application of Optimization to the Problem of Climate Change. In Floudas, Christodoulos A.; Pardalos, Panos M., ed. State of the Art in Global Optimization: Computational Methods and Applications. Boston, USA: Kluwer, pp. 475-498.
Filar, J.A. and Zapert, R. (1996). Uncertainty Analysis of a Greenhouse Effect Model. In A Haurie, C Carraro, ed. Operations Research and Environmental Management. Dordrecht, The Netherlands: Kluwer, pp. 101-118.
Chen, M. and Filar, J.A. (1992). Hamiltonian Cycles, Quadratic Programming, and Ranking of Extreme Points. In C. A. Floudas; P. M. Pardalos, ed. Recent Advances in Global Optimization. Princeton, USA: Princeton University Press, pp. 32-49. [online]. Available from: http://press.princeton.edu/titles/4963.html.
Braddock, R.D., Filar, J.A. and Zapert, R. (1992). System and control theory perspectives of the IMAGE greenhouse model. In T. E. Duncan; B. Pasik-Duncan, ed. Stochastic Theory and Adaptive Control. Berlin, Germany: Springer, pp. 53-68.
Filar, J.A. and Tolwinski, B. (1991). On the Algorithm of Pollatschek and Avi-ltzhak. In T. E. S. Raghaven; T. S. Ferguson; T. Pathasarathy; O. J. Vrieze, ed. Stochastic Games And Related Topics. Dordrecht, The Netherlands: Kluwer Academic Publishers, pp. 59-70.
Refereed journal articles
Beck, J., Ejov, V. and Filar, J.A. (2012). Incompetence and impact of training in bimatrix games. Automatica, 48(10), pp.2400-2408. [online]. Available from: http://dx.doi.org/10.1016/j.automatica.2012.06.046.
Filar, J., Haythorpe, M.A. and 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. [online]. Available from: http://dx.doi.org/10.1007/s10898-012-9855-x.
Avrachenkov, K., Burachik, R.S., Filar, J.A. and Gaitsgory, V. (2011). Constraint augmentation in pseudo-singularly perturbed linear programs. Mathematical Programming, 132(1-2), pp.179-208. [online]. Available from: http://dx.doi.org/10.1007/s10107-010-0388-0.
Boland, J., Filar, J.A., Mohammadian, G. and Nazari, A. (2011). Australian electricity market and price volatility. Annals of Operations Research. [online]. Available from: http://dx.doi.org/10.1007/s10479-011-1033-x.
Borkar, V. and Filar, J.A. (2011). Markov chains, Hamiltonian cycles and volumes of convex bodies. Journal of Global Optimization. [online]. Available from: http://dx.doi.org/10.1007/s10898-011-9819-6.
Eshragh, A. and Filar, J.A. (2011). Hamiltonian Cycles, Random Walks, and Discounted Occupational Measures. Mathematics of Operations Research, 36(2), pp.258-270. [online]. Available from: http://dx.doi.org/10.1287/moor.1110.0492.
Eshragh, A., Filar, J.A. and Haythorpe, M. (2011). A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem. Annals of Operations Research, 189, pp.103-125. [online]. Available from: http://dx.doi.org/10.1007/s10479-009-0565-9.
Eshragh, A., Filar, J.A. and Nazari, A. (2011). A Projection-Adapted Cross Entropy (PACE) method for transmission network planning. Energy Systems, 2(2), pp.189-208. [online]. Available from: http://dx.doi.org/10.1007/s12667-011-0033-x.
Avrachenkov, K., Ejov, V. and Filar, J.A. (2010). Multivariate polynomial perturbations of algebraic equations. Journal of Mathematical Analysis and Applications, 369(1), pp.214-221. [online]. Available from: http://dx.doi.org/10.1016/j.jmaa.2010.02.026.
Filar, J.A., Haythorpe, M. and Nguyen, G.T. (2010). A conjecture on the prevalence of cubic bridge graphs. Discussiones Mathematicae. Graph Theory, 30(1), pp.175-179. [online]. Available from: http://www.discuss.wmie.uz.zgora.pl/gt/30_1/gt30-779.htm.
Conticini, C., Filar, J.A. and Nazari, A. (2010). A note on price volatility in the Australian electricity market. Australian and New Zealand Industrial and Applied Mathematics Journal, 51, pp.C730-C746.
Boland, J.W., Filar, J.A. and Howlett, P.G. (2010). Environmental Problems, Uncertainty and Mathematical Modeling. Notices of the American Mathematical Society, 57(10), pp.1286-1294.
Borkar, V.S., Ejov, V. and Filar, J.A. (2009). On the Hamiltonicity Gap and Doubly Stochastic Matrices. Random Structures and Algorithms, 34(4), pp.502-519. [online]. Available from: http://dx.doi.org/10.1002/rsa.20237.
Ejov, V., Filar, J.A., Haythorpe, M. and Nguyen, G.T. (2009). Refined MDP-Based Branch-and-Fix Algorithm for the Hamiltonian Cycle Problem. Mathematics of Operations Research, 34(3), pp.758-768. [online]. Available from: http://dx.doi.org/10.1287/moor.1090.0398.
Ejov, V., Filar, J.A., Murray, W. and Nguyen, G.T. (2008). Determinants and Longest Cycles of Graph. Siam Journal on Discrete Mathematics, 22(3), pp.1215-1225. [online]. Available from: http://dx.doi.org/10.1137/070693898.
Ejov, V., Filar, J.A. and Spieksma, F.M. (2007). On regularly perturbed fundamental matrices. Journal of Mathematical Analysis and Applications, 336, pp.18-30. [online]. Available from: http://dx.doi.org/10.1016/j.jmaa.2007.01.107.
Ejov, V., Filar, J.A., Lucas, S.K. and Zograf, P. (2007). Clustering of spectra and fractals of regular graphs. Journal of Mathematical Analysis and Applications, 333(1), pp.236-246. [online]. Available from: http://dx.doi.org/10.1016/j.jmaa.2006.09.072.
Filar, J.A., Manyem, P., Panton, D.M. and White, K. (2007). A Model of Adaptive Rescheduling of Flights in Emergencies (MARFE). Journal of Industrial and Management Optimization, 3(2), pp.335-356.
Avrachenkov, K., Ejov, V. and Filar, J.A. (2006). On Newton's Polygons, Gröbner Bases and Series Expansions of Perturbed Polynomial Programs. Banach Center Publications, 71, pp.29-38. [online]. Available from: http://dx.doi.org/10.4064/bc71-0-2.
Ejov, V. and Filar, J.A. (2006). Gröbner bases in asymptotic analysis of perturbed polynomial programs. Mathematical Methods of Operations Research, 64(1), pp.1-16. [online]. Available from: http://dx.doi.org/10.1007/s00186-006-0073-5.
Ejov, V., Filar, J.A., Lucas, S.K. and Nelson, J.L. (2006). Solving the Hamiltonian Cycle problem using symbolic determinants. Taiwanese Journal of Mathematics, 10(2), pp.327-338.
Filar, J.A. (2006). Controlled Markov Chains, Graphs, and Hamiltonicity. Foundations and Trends in Stochastic Systems, 1(2), pp.77-162.
Kang, B. and Filar, J.A. (2006). Time Consistent, Dynamic, Risk Measures. Mathematical Methods of Operations Research, 63(1), pp.169-186. [online]. Available from: http://dx.doi.org/10.1007/s00186-005-0045-1.
Liu, K. and Filar, J.A. (2005). Weighted Singularly Perturbed Hybrid Stochastic System. Mathematical Methods of Operations Research, 62, pp.41-54. [online]. Available from: http://dx.doi.org/10.1007/s00186-005-0440-7.
Borkar, V.S., Ejov, V. and Filar, J.A. (2004). Directed Graphs, Hamiltonicity and Doubly Stochastic Matrices. Random Structures and Algorithms, 25(4), pp.376-395. [online]. Available from: http://dx.doi.org/10.1002/rsa.20034.
Kaya, C.Y., Tugai, Y., Filar, J.A., Agrawal, M.R., Ali, R.L., Gowing, L.R., et al. (2004). Heroin users in Australia: population trends. Drug and Alcohol Review, 23(1), pp.107-116.
Ejov, V., Filar, J.A. and Gondzio, J. (2004). An Interior Point Heuristic for the Hamiltonian Cycle Problem via Markov Decision Processes. Journal of Global Optimization, 29, pp.315-334.
Ejov, V., Filar, J.A. and Nguyen, M.-T. (2004). Hamiltonian Cycles and Singularly Perturbed Markov Chains. Mathematics of Operations Research, 29(1), pp.114-131. [online]. Available from: http://dx.doi.org/10.1287/moor.1030.0066.
Kang, B., Filar, J.A., Lin, Y. and Spanjers, L. (2004). Stochastic Target Hitting Time and the Problem of Early Retirement. IEEE Transactions on Automatic Control, 49(3), pp.409-419. [online]. Available from: http://dx.doi.org/10.1109/TAC.2004.824469.
Ejov, V., Filar, J.A. and Thredgold, J. (2003). Geometric interpretation of Hamiltonian Cycles problem via singularly perturbed Markov decision processes. Optimization, 52(4-5), pp.441-458.
Filar, J.A., Ross, N.P. and Wu, M.-L. (2003). Environmental Assessment Based On Multiple Indicators. Calcutta Statistical Association Bulletin, 54(213/214), pp.93-104.
Filar, J.A., Altman, E. and Avrachenkov, K.E. (2002). An asymptotic simplex method for singularly perturbed linear programs. Operations Research Letters, 30(5), pp.295-307.
Filar, J.A., Krieger, H.A. and Syed, Z. (2002). Cesaro limits of analytically perturbed stochastic matrices. Linear Algebra and its Applications, 353, pp.227-243.
Filar, J., Gaitsgory, V. and Haurie, A. (2001). Control of singularly perturbed hybrid stochastic systems. IEEE Transactions on Automatic Control, 46(2), pp.179-190.
Filar, J.A. and Haurie, A. (2001). A two-factor stochastic production model with two time scales. Automatica, 37(10), pp.1505-1513.
Filar, J.A., Gaitsgory, V. and Haurie, A.B. (2001). Control of singularly perturbed hybrid stochastic systems. IEEE Transactions on Automatic Control, 46(2), pp.179-190.
Filar, J.A., Manyem, P. and White, K. (2001). How Airlines and Airports Recover from Perturbations: A Survey. Annals of Operations Research, 108, pp.315-333. [online]. Available from: http://dx.doi.org/10.1023/A:1016079600083.
Liu, K. and Filar, J.A. (2001). Weighted Markov Decision Processes with Perturbation. Mathematical Methods of Operations Research, 53(3), pp.465-480.
Chen, M., Filar, J.A. and Liu, K. (2000). Semi-infinite Markov decision processes. Mathematical Methods of Operations Research, 51, pp.115-137.
Coulomb, J.-M., Filar, J.A. and Szczechla, W. (2000). Asymptotic Analysis of Perturbed Mathematical Programs. Journal of Mathematical Analysis and Applications, 251(1), pp.132-156.
Shi, P. and 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), pp.179-190.
Filar, J.A. and Petrosjan, L.A. (2000). Dynamic Cooperative Games. International Game Theory Review, 2(1), pp.47-65.
Filar, J.A. and 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, pp.586-607.
Altman, E., Avrachenkov, K.E. and Filar, J.A. (1999). Asymptotic Linear Programming and Policy Improvement for Singularly Perturbed Markov Decision Processes. Mathematical Methods of Operations Research, 49, pp.97-110.
Zapert, R., Gaertner, P.S. and Filar, J.A. (1998). Uncertainty propagation within an integrated model of climate change. Energy Economics, 20, pp.571-598.
Filar, J.A. and Gaertner, P.S. (1997). A regional allocation of world CO2 emission reductions. Mathematics and Computers in Simulation, 43, pp.269-275.
Szczechla, W.W., Connell, S.A., Filar, J.A. and 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), pp.860-875.
Abbad, M. and Filar, J.A. (1995). Algorithms for singularly perturbed markov control problems: A survey. Control and Dynamic Systems, 73, pp.257-287. [online]. Available from: http://dx.doi.org/10.1016/S0090-5267(05)80010-6.
Filar, J.A., Krass, D. and Ross, K.W. (1995). Percentile Performance Criteria For Limiting Average Markov Decision Processes. IEEE Transactions on Automatic Control, 40, pp.2-10.
Braddock, R.D., Filar, J.A. and Zapert, R. (1995). Stochasticity in the Image Greenhouse Model. Mathematical and Computer Modelling, 22(10-12), pp.15-25. [online]. Available from: http://dx.doi.org/10.1016/0895-7177(95)00176-3.
Filar, J.A., Nickerson, D.J. and Ross, N.P. (1994). Inspection optimization model. Socio-Economic Planning Sciences, 28(3), pp.137-146. [online]. Available from: http://dx.doi.org/10.1016/0038-0121(94)90001-9.
Filar, J.A. and Krass, D. (1994). Hamiltonian Cycles and Markov Chains. Mathematics of Operations Research, 19(1), pp.223-237. [online]. Available from: http://dx.doi.org/ 10.1287/moor.19.1.223.
Braddock, R.D., Filar, J.A., Zapert, R., Rotmans, J. and Den Elzen, M. (1994). The image greenhouse model as a mathematical system. Applied Mathematical Modelling, 18(5), pp.234-254. [online]. Available from: http://dx.doi.org/10.1016/0307-904X(94)90332-8.
Filar, J.A. and Vrieze, O.J. (1992). Weighted reward criteria in Competitive Markov Decision Processes. Mathematical Methods of Operations Research, 36(4), pp.343-358. [online]. Available from: http://dx.doi.org/ 10.1007/BF01416234.
Abbad, M., Filar, J.A. and Bielecki, T.R. (1992). Algorithms for singularly perturbed limiting average Markov control problems. IEEE Transactions on Automatic Control, 37(9), pp.1421-1425. [online]. Available from: http://dx.doi.org/ 10.1109/9.159585.
Abbad, M. and Filar, J.A. (1992). Perturbation and stability theory for Markov control problems. IEEE Transactions on Automatic Control, 37(9), pp.1415-1420. [online]. Available from: http://dx.doi.org/10.1109/9.159584.
Krass, D., Filar, J.A. and Sinha, S.S. (1992). A Weighted Markov Decision Process. Operations Research, 40(6), pp.1180-1187. [online]. Available from: http://dx.doi.org/ 10.1287/opre.40.6.1180.
Bielecki, T.R. and Filar, J.A. (1991). Singularly perturbed Markov control problem: Limiting average cost. Annals of Operations Research, 28(1), pp.153-168. [online]. Available from: http://dx.doi.org/ 10.1007/BF02055579.
Filar, J.A., Shultz, T.A., Thuijsman, F. and Vrieze, O.J. (1991). Nonlinear programming and stationary equilibria in stochastic games. Mathematical Programming, 50, pp.227-237. [online]. Available from: http://dx.doi.org/ 10.1007/BF01594936.
Raghavan, T.E.S. and Filar, J.A. (1991). Algorithms for stochastic games - A survey. Mathematical Methods of Operations Research, 35(6), pp.437-472. [online]. Available from: http://dx.doi.org/ 10.1007/BF01415989.
Filar, J.A., Kallenberg, L.C.M. and Lee, H.-M. (1989). Variance-Penalized Markov Decision Processes. Mathematics of Operations Research, 14(1), pp.147-161. [online]. Available from: http://dx.doi.org/ 10.1287/moor.14.1.147.
Filar, J.A. and Schultz, T.A. (1988). Communicating MDPs: Equivalence and LP properties. Operations Research Letters, 7(6), pp.303-307. [online]. Available from: http://dx.doi.org/10.1016/0167-6377(88)90062-4.
Filar, J.A. and Schultz, T.A. (1987). Bilinear programming and structured stochastic games. Journal of Optimization Theory and Applications, 53(1), pp.85-104. [online]. Available from: http://dx.doi.org/ 10.1007/BF00938818.
Breton, M., Haurie, A. and Filar, J.A. (1986). On the computation of equilibria in discounted stochastic dynamic games. Journal of Economic Dynamics and Control, 10(1-2), pp.33-36. [online]. Available from: http://dx.doi.org/10.1016/0165-1889(86)90013-8.
Durinovic, S., Lee, H.-M., Katehakis, M.N. and Filar, J.A. (1986). Multiobjective markov decision process with average reward criterion. Large Scale Systems: Theory and Applications, 10(3), pp.215-226. [online]. Available from: http://www.scopus.com/record/display.url?eid=2-s2.0-0022729414&origin=inward&txGid=vUjpTCZKPFMJp1HH1E5W70R%3a8#.
Filar, J.A. (1986). Quadratic programming and the single-controller stochastic game. Journal of Mathematical Analysis and Applications, 113(1), pp.136-147. [online]. Available from: http://dx.doi.org/10.1016/0022-247X(86)90338-0.
Filar, J.A. (1985). Player aggregation in the traveling inspector model. IEEE Transactions on Automatic Control, 30(8), pp.723-729. [online]. Available from: http://dx.doi.org/ 10.1109/TAC.1985.1104060.
Filar, J.A. (1985). The completely mixed single-controller stochastic game. Proceedings of the American Mathematical Society, 95(4), pp.585-594. [online]. Available from: http://www.jstor.org/stable/2045849.
Filar, J.A. (1984). On stationary equilibria of a single-controller stochastic game. Mathematical Programming, 30(3), pp.313-325.
Filar, J.A. (1984). Semi-Antagonistic Equilibrium Points and Action Costs. Cahiers du Centre d'études de recherche opérationnelle, 26(3-4), pp.227-239.
Filar, J.A. and Raghavan, T.E.S. (1984). A Matrix Game Solution of the Single-Controller Stochastic Game. Mathematics of Operations Research, 9(3), pp.356-362.
Filar, J.A. (1983). Percentiles and markovian decision processes. Operations Research Letters, 2(1), pp.13-15.
Vrieze, O.J., Tijs, S.H., Raghavan, T.E.S. and Filar, J.A. (1983). A finite algorithm for the switching control stochastic game. OR Spectrum, 5, pp.15-24.
Filar, J.A. and Raghavan, E.S. (1982). An algorithm for solving S-games and differential S-games. SIAM Journal On Control and Optimization, 20(6), pp.763-769.
Filar, J.A. (1981). A Single Loop Stochastic Game Which One Player Can Terminate. OPSEARCH, 18(4), pp.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), pp.503-515. [online]. Available from: http://dx.doi.org/10.1007/BF00935890.
Filar, J.A. (1976). Estimation of Strategies in a Markov Game. Naval Research Logistics, 23(3), pp.469-480.
Refereed conference papers
Filar, J.A., Gondzio, J., Haurie, A., Moresino, F. and Vial, J.-P. (2000). Decomposition and Parallel Processing Techniques for Two-Time Scale Controlled Markov Chains. In Proceedings of the 39th IEEE Conference on Decision and Control. 39th IEEE Conference on Decision and Control.
Filar, J.A. and Haurie, A. (1997). Optimal Ergodic Control of Singularly Perturbed Hybrid Stochastic Systems. In Lectures in Applied Mathematics: Proceedings of the 1996 AMS-SIAM Summer Seminar. 1996 AMS-SIAM Summer Seminar. pp. 101-126.
Bielecki, T.R., Filar, J.A. and Gaitsgory, V. (1996). Asymptotic Analysis of a Stochastic Manufacturing System with Slow and Fast Machines. In Proceedings of the 35th IEEE Conference on Decision and Control. 35th IEEE Conference on Decision and Control. pp. 531-532.
Liu, K. and Filar, J.A. (1995). Weighted Markov Decision Processes with Perturbation. In Proceedings of the 34th IEEE Conference on Decision and Control. 34th IEEE Conference on Decision and Control. pp. 2269-2276.
Abbad, M. and Filar, J.A. (1992). Stochastic Game Problems. In B. Dutta; D. Mookherjee; T. Parthasarathy; T. E. S. Raghaven; D. Ray; S. H. Tijs, ed. Game Theory and Economic Applications: Proceedings of the International Conference Held at the Indian Statistical Institute, New Dehli, India, December 18-22, 1990. International Conference on Game Theory and Economic Applications. pp. 69-97.
Abbad, M. and Filar, J.A. (1991). Aggregation-Disaggregation Algorithm for {epsilon}2-Singularly Perturbed Limiting Average Markov Control Problems. In Proceedings of the 30th IEEE Conference on Decision and Control. 30th IEEE Conference on Decision and Control. pp. 465-470. [online]. Available from: http://dx.doi.org/10.1109/CDC.1991.261346.
Braddock, R.D. and Filar, J.A. (1991). Response Times of the Ocean. In Robert G. Bell; Terry M. Hume; Terry R. Healy, ed. Coastal Engineering: Climate for Change. 10th Australasian Conference on Coastal and Ocean Engineering. pp. 22-27. [online]. Available from: http://search.informit.com.au/documentSummary;dn=906021947987345;res=IELENG.
Abbad, M. and Filar, J.A. (1991). Perturbation Theory for Semi-Markov Control Problems. In Proceedings of the 30th IEEE Conference on Decision and Control. 30th IEEE Conference on Decision and Control. pp. 489-493.
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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