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2006

Journal Article

On Newton's Polygons, Groebner Bases and Series Expansions of Perturbed Polynomial Programs

Avrachenkov, K., Ejov, V. and Filar, J. A. (2006). On Newton's Polygons, Groebner Bases and Series Expansions of Perturbed Polynomial Programs. Banach Center Publications, 71 (1), 29-38. doi: 10.4064/bc71-0-2

On Newton's Polygons, Groebner Bases and Series Expansions of Perturbed Polynomial Programs

2006

Journal Article

Gröbner bases in asymptotic analysis of perturbed polynomial programs

Ejov, Vladimir and Filar, Jerzy A. (2006). Gröbner bases in asymptotic analysis of perturbed polynomial programs. Mathematical Methods of Operations Research, 64 (1), 1-16. doi: 10.1007/s00186-006-0073-5

Gröbner bases in asymptotic analysis of perturbed polynomial programs

2006

Book Chapter

Two types of risk

Filar J.A. and Kang B. (2006). Two types of risk. (pp. 109-140) Springer New York LLC.

Two types of risk

2006

Journal Article

Time consistent dynamic risk measures

Boda, K and Filar, JA (2006). Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63 (1), 169-186. doi: 10.1007/s00186-005-0045-1

Time consistent dynamic risk measures

2005

Journal Article

Weighted singularly perturbed hybrid stochastic systems

Liu, Ke and Filar, Jerzy A. (2005). Weighted singularly perturbed hybrid stochastic systems. Mathematical Methods of Operations Research, 62 (1), 41-54. doi: 10.1007/s00186-005-0440-7

Weighted singularly perturbed hybrid stochastic systems

2005

Journal Article

Connected co-spectral graphs are not necessarily both Hamiltonian

Filar, J. A., Gupta, A. and Lucas, S. K. (2005). Connected co-spectral graphs are not necessarily both Hamiltonian. Australian Mathematical Society Gazette, 32 (3), 193-193.

Connected co-spectral graphs are not necessarily both Hamiltonian

2004

Journal Article

Stochastic target hitting time and the problem of early retirement

Boda, K, Filar, JA, Lin, YL and Spanjers, L (2004). Stochastic target hitting time and the problem of early retirement. Ieee Transactions On Automatic Control, 49 (3), 409-419. doi: 10.1009/TAC.2004.824469

Stochastic target hitting time and the problem of early retirement

2004

Journal Article

Heroin users in Australia: population trends

Kaya, C.Y., Tugai, Y., Filar, J.A., Agrawal, M.R., Ali, R.L., Gowing, L.R. and Cooke, R. (2004). Heroin users in Australia: population trends. Drug and Alcohol Review, 23 (1), 107-116. doi: 10.1080/09595230410001645600

Heroin users in Australia: population trends

2004

Conference Publication

An Interior point heuristic for the hamiltonian cycle problem via markov decision processes

Ejov, V, Filar, J and Gondzio, J (2004). An Interior point heuristic for the hamiltonian cycle problem via markov decision processes. 4th International Conference on Frontiers in Global Optimization, Santorini Greece, Jun 08-12, 2003. DORDRECHT: SPRINGER. doi: 10.1023/B:JOGO.0000044772.11089.1a

An Interior point heuristic for the hamiltonian cycle problem via markov decision processes

2004

Journal Article

Hamiltonian cycles and singularly perturbed Markov chains

Ejov, V, Filar, JA and Nguyen, MT (2004). Hamiltonian cycles and singularly perturbed Markov chains. Mathematics of Operations Research, 29 (1), 114-131. doi: 10.1287/moor.1030.0066

Hamiltonian cycles and singularly perturbed Markov chains

2004

Journal Article

Directed graphs, hamiltonicity and doubly stochastic matrices

Borkar, VS, Ejov, V and Filar, JA (2004). Directed graphs, hamiltonicity and doubly stochastic matrices. Random Structures and Algorithms, 25 (4), 376-395. doi: 10.1002/rsa.20034

Directed graphs, hamiltonicity and doubly stochastic matrices

2003

Journal Article

Geometric interpretation of Hamiltonian cycles problem via singularly perturbed Markov decision processes

Ejov, Vladimir, Filar, Jerzy A. and Thredgold, Jane (2003). Geometric interpretation of Hamiltonian cycles problem via singularly perturbed Markov decision processes. Optimization, 52 (4-5), 441-458. doi: 10.1080/02331930310001611529

Geometric interpretation of Hamiltonian cycles problem via singularly perturbed Markov decision processes

2003

Book Chapter

Air traffic management at Sydney with cancellations and curfew penalties

Filar, Jerzy A., Manyem, Prabhu, Visser, Marc Simon and White, Kevin (2003). Air traffic management at Sydney with cancellations and curfew penalties. Optimization and industry: new frontiers. (pp. 113-140) edited by Panos M. Pardalos and Victor Korotkikh. Boston, USA: Kluwer. doi: 10.1007/978-1-4613-0233-9_5

Air traffic management at Sydney with cancellations and curfew penalties

2003

Journal Article

Environmental Assessment Based on Multiple Indicators

Filar, J. A., Ross, N. P. and Wu, M-L. (2003). Environmental Assessment Based on Multiple Indicators. Calcutta Statistical Association Bulletin, 54 (1-2), 93-104. doi: 10.1177/0008068320030108

Environmental Assessment Based on Multiple Indicators

2002

Journal Article

An asymptotic simplex method for singularly perturbed linear programs

Filar, Jerzy A., Altman, Eitan and Avrachenkov, Konstantin E. (2002). An asymptotic simplex method for singularly perturbed linear programs. Operations Research Letters, 30 (5), 295-307. doi: 10.1016/S0167-6377(02)00152-9

An asymptotic simplex method for singularly perturbed linear programs

2002

Journal Article

Cesaro limits of analytically perturbed stochastic matrices

Filar, J, Krieger, HA and Syed, Z (2002). Cesaro limits of analytically perturbed stochastic matrices. Linear Algebra and its Applications, 353 (1-3), 227-243. doi: 10.1016/S0024-3795(02)00308-7

Cesaro limits of analytically perturbed stochastic matrices

2002

Book

Markov Processes and Controlled Markov Chains

Hou, Z., Filar, J. A. and Chen, A. eds. (2002). Markov Processes and Controlled Markov Chains. Boston, USA: Kluwer.

Markov Processes and Controlled Markov Chains

2002

Book Chapter

Linear program for communicating MDPs with multiple constraints

Filar, Jerzy A. and Xianping, Guo (2002). Linear program for communicating MDPs with multiple constraints. Markov processes and controlled Markov chains. (pp. 245-254) edited by Zhenting Hou, Jerzy A. Filar and Anyue Chen. Dordecht, Netherlands: Kluwer. doi: 10.1007/978-1-4613-0265-0_14

Linear program for communicating MDPs with multiple constraints

2002

Book Chapter

Singular perturbations of Markov chains and decision processes

Avrachenkov, Konstantin E., Filar, Jerzy and Haviv, Moshe (2002). Singular perturbations of Markov chains and decision processes. Handbook of Markov decision processes: methods and applications. (pp. 113-150) edited by Eugene A. Feinberg and Adam Shwartz. Boston, United States: Kluwer Academic Publishers. doi: 10.1007/978-1-4615-0805-2_4

Singular perturbations of Markov chains and decision processes

2002

Book Chapter

Finite horizon portfolio risk models with probability criterion

Lin, Yuanlie, Filar, Jerzy A. and Liu, Ke (2002). Finite horizon portfolio risk models with probability criterion. Markov processes and controlled Markov chains. (pp. 405-424) Dordrecht, The Netherlands: Kluwer Academic Publishers. doi: 10.1007/978-1-4613-0265-0_26

Finite horizon portfolio risk models with probability criterion