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Emeritus Professor Jerzy Filar
Emeritus Professor

Jerzy Filar

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Overview

Background

Jerzy Filar is Emeritus Professor of Applied Mathematics. Jerzy is a broadly trained applied mathematician with research interests spanning a spectrum of both theoretical and applied topics in Operations Research, Stochastic Modelling, Optimisation, Game Theory and Environmental Modelling. Professor Filar co-authored, or authored, five books or monographs and approximately 100 refereed research papers. He has a record of research grants/contracts with agencies and research institutes such as NSF, ARC, US EPA, World Resources Institute, DSTO, FRDC and the Sir Keith and Sir Ross Smith Foundation. He is editor-in-chief of Springer’s Environmental Modelling and Assessment and served on editorial boards of several other journals. He has supervised or co-supervised 29 PhD students. Jerzy's Erdos Number is 3.

Availability

Emeritus Professor Jerzy Filar is:
Available for supervision

Qualifications

  • Bachelor (Honours) of Science (Advanced), University of Melbourne
  • Masters (Coursework), Monash University
  • Masters (Coursework), University of Illinois
  • Doctor of Philosophy, University of Illinois

Research interests

  • Stochastic Modelling

    Markov Decision Processes, Stochastic Games, Risk.

  • Analytic Perturbation Theory and Applications

    Regular and singular perturbations of matrices and operators and their applications to optimisation and Markov chains.

  • Operations Research and Optimisation

    Linear, nonlinear and dynamic programming. Applications to patient flow modelling, airport recovery problem, electricity grid operations.

  • Environmental Modelling

    Sustainable fisheries, sustainability and the times scales conjecture, cascading errors in complex models of the environment, evolutionary games.

  • Graph Theory

    Hamiltonian cycle problem, spectral properties of regular graphs.

  • Game Theory

    Non-cooperative dynamic games, games with incompetent players, applications of game theory.

Research impacts

In his last role as CARM Director, Professor Filar and the team are partnered with Queensland’s Department of Agriculture and Fisheries (DAF) to equip their stock assessments with the very latest statistical and mathematical modelling methodologies to support the Sustainable Fisheries Strategy. As fisheries are not fully observable and fish numbers vary as they are lost to predators , disease, aging, fishing pressures and other environmental factors it is very challenging to devise reliable assessments and sustainable harvest levels that deliver economic benefits without dangerously depleting fish stocks. This is where mathematical and statistical modelling as well as computer simulations offer an effective and risk-free approach to estimate likely impacts of any proposed change.

Works

Search Professor Jerzy Filar’s works on UQ eSpace

148 works between 1976 and 2024

61 - 80 of 148 works

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

Funding

Past funding

  • 2021 - 2024
    Partially Observable MDPs, Monte Carlo Methods, and Sustainable Fisheries
    ARC Discovery Projects
    Open grant
  • 2019 - 2021
    Modelling environmental changes and effects on wild-caught species in Queensland
    Fisheries Research & Development Corporation
    Open grant
  • 2018 - 2023
    Time Consistency, Risk-Mitigation and Partially Observable Systems
    ARC Discovery Projects
    Open grant
  • 2018 - 2019
    Stock Predictions and spatial population indicators for Australia's east coast saucer scallop fishery (FRDC grant administered by the Queensland Government Department of Agriculture and Fisheries)
    Queensland Department of Agriculture and Fisheries
    Open grant
  • 2017 - 2018
    Congestion recovery and optimisation of patient flows (ARC Linkage Project administered by Flinders University)
    Flinders University
    Open grant
  • 2016 - 2018
    Perturbations in complex systems and games (ARC Discovery Project administered by Flinders University)
    Flinders University
    Open grant
  • 2016 - 2019
    The fundamental equations for Inversion of operator pencils (ARC Discovery Project administered by the University of South Australia)
    ARC Discovery Projects
    Open grant

Supervision

Availability

Emeritus Professor Jerzy Filar is:
Available for supervision

Before you email them, read our advice on how to contact a supervisor.

Available projects

  • Risk and Uncertainty Quantification in Environmental Modelling

    Mathematical models of environmental problems often demand understanding of complex dynamics and interactions between many physical and biological variables on the one hand, and human inputs on the other. Uncertainties accompanying such models stem from multiple sources. Sometimes they manifest themselves as cascading errors and at other times they involve the risk of key variables crossing undesirable thresholds. In both cases they undermine confidence in either the model or, worse still, the underlying science.

    The accompanying mathematical problems can be studied using a wide range of approaches including (but not limited to) perturbation theory, stochastic processes, partially observable Markov decision processes, statistical methods, dynamical systems and simulation. They can also be applied in several important contexts including (but not limited to) conservation of natural resources, optimizing harvests of fish subject to sustainability constraints or generating warning signals for species whose abundance drops to low levels. One particularly challenging problem is that of designing controls that minimize the probability of a catastrophe, consistently over time, while achieving satisfactory and sustainable resource consumption. A related problem, also stemming from fishery science applications, is that of devising a “balanced harvest” strategy that ultimately restores the proportions of age cohorts of the harvested species to those that are natural for that species.

    There are several PhD, Masters’ or Honours’ research projects that can be designed on this general theme and tailored to the particular student’s background and interests. For some projects co-supervision with scientists from the Queensland Department of Agriculture and Fisheries, or CSIRO may be required.

  • Fishery-dependent monitoring of Queensland's fisheries

    Review and evaluate efficient sampling programs: Is the right amount of sampling occurring for each species? Are there any significant biases in the sampling programs for each species? Assess whether routine analyses are being carried out correctly and to develop new analyses for fisheries management.

    Project components include developing: Quantitative analyses to optimise fishery-dependent sampling across multiple species and regions. Routine methods for assessing precision of current sampling of fish length and age. New methods for turning fish length and age data into advice (indicators) about fishing pressure and the status of fish stocks. A corresponding harvest strategy and reference points for judging the performance of the indicators.

  • Queensland state-wide estimation of recreational fish catches

    Improved estimation of state-wide recreational harvests, including resampling, bootstrap and MCMC techniques. Quantify changes in survey angler avidity and recall bias between survey years and methodologies; adjust previous survey data to obtain improved estimates. Evaluating sampling frames - develop methods to generate state-wide harvest estimates (and associated measures of uncertainty) from several synchronous samples taken from different sampling frames (e.g. a licence frame and a residential telephone number list). Develop hierarchical and conditional mixed models for estimation of recreational fish catch and catch rates. Investigate the statistical modelling of recreational survey data collected from multiple survey methods.

    From survey to analysis: dealing with differences in the scale at which survey data are collected and the scale at which data are analysed. Examine appropriate estimation methods for different fish species. Develop statistical methods for low fish abundance or recreational species caught by ‘hard-to-reach’ fishers. Develop methods to engage and retain recreational fishers in volunteer data contribution programs.

Supervision history

Current supervision

  • Doctor Philosophy

    Machine Learning for Quantitative Fisheries Stock Assessments

    Associate Advisor

    Other advisors: Dr Nan Ye

Completed supervision

Media

Enquiries

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