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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

81 - 100 of 148 works

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

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

How airlines and airports recover from perturbations: a survey

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

A two-factor stochastic production model with two time scales

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

Weighted Markov decision processes with perturbation

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

Control of singularly perturbed hybrid stochastic systems

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

Asymptotic analysis of perturbed mathematical programs

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

Semi-infinite Markov decision processes

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

Dynamic Cooperative Game Theory

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

Hamiltonian cycle problem via Markov chains and min-type applications

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

Stability analysis and controller design for a class of uncertain systems with Markovian jump parameters

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

A non-standard branch and bound method for the Hamiltonian cycle problem

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

Decomposition and parallel processing techniques for two-time scale controlled Markov chains

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.

Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes

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

Discounted stochastic games, a complex analytic perspective

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

Uncertainty propagation within an integrated model of climate change

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.

Uncertainty in Environmental Models: Dynamic Systems Perspective

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

On the Puiseux series expansion of the limit discount equation of stochastic games

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

A regional allocation of world CO2 emission reductions

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.

Relative Contribution of the Enhanced Greenhouse Effect on the Coastal Changes in Louisiana

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.

Competitive Markov Decision Processes - Theory, Algorithms, and Applications

Funding

Current funding

  • 2021 - 2024
    Partially Observable MDPs, Monte Carlo Methods, and Sustainable Fisheries
    ARC Discovery Projects
    Open grant

Past funding

  • 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

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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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