
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
Fields of research
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
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Stochastic Modelling
Markov Decision Processes, Stochastic Games, Risk.
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Analytic Perturbation Theory and Applications
Regular and singular perturbations of matrices and operators and their applications to optimisation and Markov chains.
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Operations Research and Optimisation
Linear, nonlinear and dynamic programming. Applications to patient flow modelling, airport recovery problem, electricity grid operations.
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Environmental Modelling
Sustainable fisheries, sustainability and the times scales conjecture, cascading errors in complex models of the environment, evolutionary games.
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Graph Theory
Hamiltonian cycle problem, spectral properties of regular graphs.
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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
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
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
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.
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
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
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.
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
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
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
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
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
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
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
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
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
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
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.
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
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
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
Funding
Past funding
Supervision
Availability
- Emeritus Professor Jerzy Filar is:
- Available for supervision
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Available projects
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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.
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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.
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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
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Doctor Philosophy
Machine Learning for Quantitative Fisheries Stock Assessments
Associate Advisor
Other advisors: Dr Nan Ye
Completed supervision
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2024
Doctor Philosophy
Parametric sensitivity of threshold risk and multi-absorption phase type distributions
Principal Advisor
Other advisors: Associate Professor Yoni Nazarathy
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2019
Doctor Philosophy
Evolutionary games under incompetence & foraging strategies of marine bacteria
Principal Advisor
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2024
Doctor Philosophy
On quantitative indices and modelling of harvested fish populations
Associate Advisor
Other advisors: Dr Matthew Holden
Media
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