
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
1997
Conference Publication
Optimal Ergodic Control of Singularly Perturbed Hybrid Stochastic Systems
Filar, J. A. and Haurie, A. (1997). Optimal Ergodic Control of Singularly Perturbed Hybrid Stochastic Systems. 1996 AMS-SIAM Summer Seminar, Williamsburg, Virginia, USA, 17-22 June, 1996. Providence, RI United States: American Mathematical Society.
1997
Book Chapter
Hamiltonian Cycle Problem and a Singularly Perturbed Markov Decision Process
Filar, J. A. and Liu, Ke (1997). Hamiltonian Cycle Problem and a Singularly Perturbed Markov Decision Process. Statistics, probability, and game theory : papers in honor of David Blackwell. (pp. 45-63) edited by Ferguson, T., Shapley, L. S. and MacQueen, J. B.. USA: Institute of Mathematical Statistics.
1996
Conference Publication
Asymptotic Analysis of a Stochastic Manufacturing System with Slow and Fast Motions
Bielecki, T. R., Filar, J. A. and Gaitsgory, V. (1996). Asymptotic Analysis of a Stochastic Manufacturing System with Slow and Fast Motions. 35th IEEE Conference on Decision and Control, Japan, 13 December 1996. Piscataway NJ United States: IEEE.
1996
Conference Publication
An application of optimization to the problem of climate change
Filar, J. A., Gaertner, P. S. and Janssen, M. A. (1996). An application of optimization to the problem of climate change. Conference on the State of the Art in Global Optimization - Computational Methods and Applications, Princeton Nj, Apr 28-30, 1995. Kluwer.
1996
Book Chapter
Uncertainty Analysis of a Greenhouse Model
Filar, J. A. and Zapert, R. (1996). Uncertainty Analysis of a Greenhouse Model. Operations Research and Environmental Management. (pp. 101-118) edited by Haurie, A. and Carraro, C.. Dordrecht, The Netherlands: Kluwer.
1995
Journal Article
Percentile performance criteria for limiting average Markov decision processes
Filar, Jerzy A., Krass, Dmitry and Ross, Keith W. (1995). Percentile performance criteria for limiting average Markov decision processes. IEEE Transactions on Automatic Control, 40 (1), 2-10. doi: 10.1109/9.362904
1995
Journal Article
Stochasticity in the image greenhouse model
Braddock R.D., Filar J.A. and Zapert R. (1995). Stochasticity in the image greenhouse model. Mathematical and Computer Modelling, 22 (10-12), 15-25. doi: 10.1016/0895-7177(95)00176-3
1995
Journal Article
Algorithms for singularly perturbed markov control problems: a survey
Abbad, M. and Filar, J. A. (1995). Algorithms for singularly perturbed markov control problems: a survey. Control and Dynamic Systems, 73, 257-286.
1994
Journal Article
Hamiltonian Cycles and Markov-Chains
Filar, JA and Krass, D (1994). Hamiltonian Cycles and Markov-Chains. Mathematics of Operations Research, 19 (1), 223-237. doi: 10.1287/moor.19.1.223
1994
Journal Article
The image greenhouse model as a mathematical system
Braddock R., Filar J., Zapert R., Rotmans J. and den Elzen M. (1994). The image greenhouse model as a mathematical system. Applied Mathematical Modelling, 18 (5), 234-254. doi: 10.1016/0307-904X(94)90332-8
1994
Journal Article
Inspection optimization model
Filar J.A., Nickerson D.J. and Ross N.P. (1994). Inspection optimization model. Socio-Economic Planning Sciences, 28 (3), 137-146. doi: 10.1016/0038-0121(94)90001-9
1992
Journal Article
A Weighted Markov Decision-Process
Krass, D, Filar, JA and Sinha, SS (1992). A Weighted Markov Decision-Process. Operations Research, 40 (6), 1180-1187. doi: 10.1287/opre.40.6.1180
1992
Conference Publication
Perturbation theory for semi-Markov control problems
Abbad Mohammed and Filar Jerzy A. (1992). Perturbation theory for semi-Markov control problems. Publ by IEEE.
1992
Book Chapter
Hamiltonian Cycles, Quadratic Programming, and Ranking of Extreme Points
Chen, Ming and Filar, J. A. (1992). Hamiltonian Cycles, Quadratic Programming, and Ranking of Extreme Points. Recent Advances in Global Optimization. (pp. 32-49) edited by Floudas, C. and Pardalos, P.. USA: Princeton University Press.
1992
Journal Article
Perturbation and stability theory for markov control problems
Abbad M. and Filar J.A. (1992). Perturbation and stability theory for markov control problems. Ieee Transactions On Automatic Control, 37 (9), 1415-1420. doi: 10.1109/9.159584
1992
Book Chapter
System and Control Theory Perspectives of the IMAGE Greenhouse Model
Braddock, R. D., Filar, J. A. and Zapert, R. (1992). System and Control Theory Perspectives of the IMAGE Greenhouse Model. Stochastic Theory and Adaptive Control. (pp. 54-68) edited by Duncan, T. and Pasik-Duncan, B.. Heidelberg, Germany: Springer-Verlag.
1992
Journal Article
Some comments on a theorem of Hardy and Littlewood
Sznajder R. and Filar J.A. (1992). Some comments on a theorem of Hardy and Littlewood. Journal of Optimization Theory and Applications, 75 (1), 201-208. doi: 10.1007/BF00939913
1992
Journal Article
Algorithms for singularly perturbed limiting average markov control problems
Abbad M., Filar J.A. and Bielecki T.R. (1992). Algorithms for singularly perturbed limiting average markov control problems. Ieee Transactions On Automatic Control, 37 (9), 1421-1425. doi: 10.1109/9.159585
1992
Journal Article
Weighted reward criteria in Competitive Markov Decision Processes
Filar J.A. and Vrieze O.J. (1992). Weighted reward criteria in Competitive Markov Decision Processes. ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research, 36 (4), 343-358. doi: 10.1007/BF01416234
1992
Book Chapter
Singularly Perturbed Limiting Average Stochastic Game Problems
Abbad, M. and Filar, J. A. (1992). Singularly Perturbed Limiting Average Stochastic Game Problems. Game theory and economic applications. (pp. 69-97) Germany: Spring.
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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