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1991

Journal Article

Nonlinear programming and stationary equilibria in stochastic games

Filar, J. A., Schultz, T. A., Thuijsman, F. and Vrieze, O. J. (1991). Nonlinear programming and stationary equilibria in stochastic games. Mathematical Programming, 50 (1-3), 227-237. doi: 10.1007/BF01594936

Nonlinear programming and stationary equilibria in stochastic games

1991

Conference Publication

Aggregation-disaggregation algorithm for epsilon /sup 2/-singularly perturbed limiting average Markov control problems

Abbad, M. and Filar, J. A. (1991). Aggregation-disaggregation algorithm for epsilon /sup 2/-singularly perturbed limiting average Markov control problems. 30th IEEE Conference on Decision and Control 1991, Brighton, UK, 11-13 December 1991. Piscataway NJ United States: IEEE.

Aggregation-disaggregation algorithm for epsilon /sup 2/-singularly perturbed limiting average Markov control problems

1991

Book Chapter

On the algorithm of Pollatschek and Avi-Itzhak

Filar, Jerzy A. and Tolwinski, Boleslaw (1991). On the algorithm of Pollatschek and Avi-Itzhak. Stochastic games and related topics. (pp. 59-70) edited by T. E. S. Raghavan, T. S. Ferguson, T. Parthasarathy and O. J. Vrieze. Amsterdam, The Netherlands: Springer. doi: 10.1007/978-94-011-3760-7_6

On the algorithm of Pollatschek and Avi-Itzhak

1991

Journal Article

Singularly perturbed Markov control problem: Limiting average cost

Bielecki T.R. and Filar J.A. (1991). Singularly perturbed Markov control problem: Limiting average cost. Annals of Operations Research, 28 (1), 153-168. doi: 10.1007/BF02055579

Singularly perturbed Markov control problem: Limiting average cost

1991

Journal Article

Algorithms for stochastic games - A survey

Raghavan T.E.S. and Filar J.A. (1991). Algorithms for stochastic games - A survey. ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research, 35 (6), 437-472. doi: 10.1007/BF01415989

Algorithms for stochastic games - A survey

1991

Book Chapter

Response times of the ocean

Braddock, R. D. and Filar, J. A. (1991). Response times of the ocean. Coastal engineering: climate for change. (pp. 22-27) edited by Robert G. Bell. Hamilton, New Zealand: DSIR Marine and Fishwater.

Response times of the ocean

1989

Conference Publication

Percentile objective criteria in limiting average Markov control problems

Filar, Jerzy A., Krass, Dmitry and Ross, Keith (1989). Percentile objective criteria in limiting average Markov control problems. 28th IEEE Conference on Decision and Control, Tampa FL, USA, 13-15 Dec 1989. IEEE. doi: 10.1109/CDC.1989.70342

Percentile objective criteria in limiting average Markov control problems

1989

Journal Article

Variance-penalized Markov decision process

Filar, Jerzy A., Kallenberg, L. C. M. and Lee, Huey-Miin (1989). Variance-penalized Markov decision process. Mathematics of Operations Research, 14 (1), 147-161. doi: 10.1287/moor.14.1.147

Variance-penalized Markov decision process

1988

Journal Article

Communicating MDPs: Equivalence and LP properties

Filar J.A. and Schultz T.A. (1988). Communicating MDPs: Equivalence and LP properties. Operations Research Letters, 7 (6), 303-307. doi: 10.1016/0167-6377(88)90062-4

Communicating MDPs: Equivalence and LP properties

1987

Conference Publication

The Embedding of the Traveling Salesman Problem in a Markov Decision Process

Filar, Jerzy A. and Krass, Dmitry (1987). The Embedding of the Traveling Salesman Problem in a Markov Decision Process. 26th IEEE Conference on Decision and Control, Los Angeles, California, USA, 9-11 December 1987. Piscataway NJ United States: IEEE Control Systems Society. doi: 10.1109/CDC.1987.272943

The Embedding of the Traveling Salesman Problem in a Markov Decision Process

1987

Journal Article

Bilinear programming and structured stochastic games

Filar J.A. and Schultz T.A. (1987). Bilinear programming and structured stochastic games. Journal of Optimization Theory and Applications, 53 (1), 85-104. doi: 10.1007/BF00938818

Bilinear programming and structured stochastic games

1986

Journal Article

Multiobjective Markov Decision-Process with Average Reward Criterion

Durinovic, S, Lee, HM, Katehakis, MN and Filar, JA (1986). Multiobjective Markov Decision-Process with Average Reward Criterion. Large Scale Systems in Information and Decision Technologies, 10 (3), 215-226.

Multiobjective Markov Decision-Process with Average Reward Criterion

1986

Journal Article

Nonlinear programming and stationary strategies in stochastic games

Filar J.A. and Schultz T.A. (1986). Nonlinear programming and stationary strategies in stochastic games. Mathematical Programming, 34 (2), 243-247. doi: 10.1007/BF01580590

Nonlinear programming and stationary strategies in stochastic games

1986

Journal Article

The Traveling Inspector Model

Filar, JA and Schultz, TA (1986). The Traveling Inspector Model. Or Spektrum, 8 (1), 33-36.

The Traveling Inspector Model

1986

Journal Article

On the computation of equilibria in discounted Stochastic games

Breton, Michele, Haurie, Alain and Filar, Jerzy A. (1986). On the computation of equilibria in discounted Stochastic games. Journal of Economic Dynamics and Control, 10 (1-2), 33-36. doi: 10.1016/0165-1889(86)90013-8

On the computation of equilibria in discounted Stochastic games

1986

Journal Article

Quadratic programming and the single-controller stochastic game

Filar J.A. (1986). Quadratic programming and the single-controller stochastic game. Journal of Mathematical Analysis and Applications, 113 (1), 136-147. doi: 10.1016/0022-247X(86)90338-0

Quadratic programming and the single-controller stochastic game

1985

Journal Article

The Completely Mixed Single-Controller Stochastic Game

Filar, JA (1985). The Completely Mixed Single-Controller Stochastic Game. Proceedings of the American Mathematical Society, 95 (4), 585-594. doi: 10.2307/2045849

The Completely Mixed Single-Controller Stochastic Game

1985

Journal Article

Player Aggregation in the Traveling Inspector Model

Filar J.A. (1985). Player Aggregation in the Traveling Inspector Model. Ieee Transactions On Automatic Control, 30 (8), 723-729. doi: 10.1109/TAC.1985.1104060

Player Aggregation in the Traveling Inspector Model

1985

Conference Publication

Gain/variability tradeoffs in undiscounted Markov decision processes

Filar, J. A. and Lee, H. M. (1985). Gain/variability tradeoffs in undiscounted Markov decision processes. 24th IEEE Conference on Decision and Control, Fort Lauderdale, FL, United States, 11-13 December 1985. Piscataway, NJ, United States: Institute of Electrical and Electronic Engineers. doi: 10.1109/CDC.1985.268672

Gain/variability tradeoffs in undiscounted Markov decision processes

1984

Journal Article

Semi-Antagonistic Equilibrium Points and Action Costs

Filar, J. A. (1984). Semi-Antagonistic Equilibrium Points and Action Costs. Cahiers Du Centre D'Etudes De Recherche Operationelle, 26 (3-4), 227-239.

Semi-Antagonistic Equilibrium Points and Action Costs