
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
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
2001
Journal Article
How airlines and airports recover from perturbations: a survey
Filar, Jerzy A. , Manyem, Prabhu and White, Kevin (2001). How airlines and airports recover from perturbations: a survey. Annals of Operations Research, 108 (1), 315-333. doi: 10.1023/A:1016079600083
2001
Journal Article
A two-factor stochastic production model with two time scales
Filar, J. A. and Haurie, A. (2001). A two-factor stochastic production model with two time scales. Automatica, 37 (10), 1505-1513. doi: 10.1016/S0005-1098(01)00123-6
2001
Journal Article
Weighted Markov decision processes with perturbation
Liu, K and Filar, JA (2001). Weighted Markov decision processes with perturbation. Mathematical Methods of Operations Research, 53 (3), 465-480. doi: 10.1007/s001860100125
2001
Journal Article
Control of singularly perturbed hybrid stochastic systems
Filar, Jerzy A., Gaitsgory, Vladimir and Haurie, Alain B. (2001). Control of singularly perturbed hybrid stochastic systems. Ieee Transactions On Automatic Control, 46 (2), 179-190. doi: 10.1109/9.905686
2000
Journal Article
Asymptotic analysis of perturbed mathematical programs
Coulomb, JM, Filar, JA and Szczechla, W (2000). Asymptotic analysis of perturbed mathematical programs. Journal of Mathematical Analysis and Applications, 251 (1), 132-156. doi: 10.1006/jmaa.2000.7025
2000
Journal Article
Semi-infinite Markov decision processes
Chen, M, Filar, JA and Liu, K (2000). Semi-infinite Markov decision processes. Mathematical Methods of Operations Research, 51 (1), 115-137. doi: 10.1007/s001860050006
2000
Journal Article
Stability analysis and controller design for a class of uncertain systems with Markovian jump parameters
Shi, Peng and Filar, Jerzy A. (2000). Stability analysis and controller design for a class of uncertain systems with Markovian jump parameters. IMA Journal of Mathematical Control and Information, 17 (2), 179-190. doi: 10.1093/imamci/17.2.179
2000
Journal Article
A non-standard branch and bound method for the Hamiltonian cycle problem
Filar, J. A. and Lasserre, Jean B. (2000). A non-standard branch and bound method for the Hamiltonian cycle problem. ANZIAM Journal, 42 (E), C586-C607. doi: 10.21914/anziamj.v42i0.614
2000
Conference Publication
Decomposition and parallel processing techniques for two-time scale controlled Markov chains
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. 39th IEEE Conference on Decision and Control, Sydney, Australia, 12 - 15 December 2000. Piscataway, NJ, United States: Institute of Electrical and Electronics Engineers. doi: 10.1109/CDC.2000.912851
2000
Journal Article
Dynamic Cooperative Game Theory
Filar, Jerzy A. and Petrosjan, Leon A. (2000). Dynamic Cooperative Game Theory. International Game Theory Review, 2 (1), 47-65. doi: 10.1142/S0219198900000044
2000
Book Chapter
Hamiltonian cycle problem via Markov chains and min-type applications
Andramonov, Mikhail, Filar, Jerzy A., Pardalos, Pardalos and Rubinov, Alexander (2000). Hamiltonian cycle problem via Markov chains and min-type applications. Approximation and complexity in numerical optimization: continuous and discrete problems. (pp. 31-47) edited by Panos M. Pardalos. Dordrecht, Netherlands: Springer US. doi: 10.1007/978-1-4757-3145-3_3
1999
Book Chapter
Discounted stochastic games, a complex analytic perspective
Connell, S. A., Filar, Jerzy A., Szczechla, W. W. and Vrieze, O. J. (1999). Discounted stochastic games, a complex analytic perspective. Stochastic and differential games: theory and numerical methods. (pp. 271-296) edited by Bardi Martino, T. E. S. Raghavan and T. Parthasarathy. Boston, UK: Birkhauser. doi: 10.1007/978-1-4612-1592-9_6
1999
Journal Article
Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
Altman, E, Avrachenkov, KE and Filar, JA (1999). Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes. Mathematical Methods of Operations Research, 49 (1), 97-109.
1998
Journal Article
Uncertainty propagation within an integrated model of climate change
Zapert, R, Gaertner, PS and Filar, JA (1998). Uncertainty propagation within an integrated model of climate change. Energy Economics, 20 (5-6), 571-598. doi: 10.1016/S0140-9883(98)00014-0
1998
Book Chapter
Uncertainty in Environmental Models: Dynamic Systems Perspective
Filar, J. A. and Haurie, A. (1998). Uncertainty in Environmental Models: Dynamic Systems Perspective. The Co-Action between Living Systems and the Planet. (pp. 283-302) edited by Greppin, H., Degli Agosti, R. and Pennel, C.. Geneva, Switzerland: University of Geneva Press.
1997
Journal Article
On the Puiseux series expansion of the limit discount equation of stochastic games
Szczechla, WW, Connell, SA, Filar, JA and Vrieze, OJ (1997). On the Puiseux series expansion of the limit discount equation of stochastic games. Siam Journal On Control and Optimization, 35 (3), 860-875. doi: 10.1137/S0363012995284138
1997
Journal Article
A regional allocation of world CO2 emission reductions
Filar, JA and Gaertner, PS (1997). A regional allocation of world CO2 emission reductions. Mathematics and Computers in Simulation, 43 (3-6), 269-275. doi: 10.1016/S0378-4754(97)00009-8
1997
Book Chapter
Relative Contribution of the Enhanced Greenhouse Effect on the Coastal Changes in Louisiana
Curiel, I., Filar, J. A. and Zapert, R. (1997). Relative Contribution of the Enhanced Greenhouse Effect on the Coastal Changes in Louisiana. Modeling Environmental Policy. (pp. 161-184) edited by Martin, W. E. and McDonald, L. A.. New York, USA: Kluwer.
1997
Book
Competitive Markov Decision Processes - Theory, Algorithms, and Applications
Filar, Jerzy and Vrieze, Koos (1997). Competitive Markov Decision Processes - Theory, Algorithms, and Applications. New York, United States: Springer.
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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