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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

121 - 140 of 148 works

1991

Journal Article

Algorithms for stochastic games - A survey

Raghavan T.E.S. and Filar J.A. (1991). Algorithms for stochastic games - A survey. ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research, 35 (6), 437-472. doi: 10.1007/BF01415989

Algorithms for stochastic games - A survey

1991

Book Chapter

Response times of the ocean

Braddock, R. D. and Filar, J. A. (1991). Response times of the ocean. Coastal engineering: climate for change. (pp. 22-27) edited by Robert G. Bell. Hamilton, New Zealand: DSIR Marine and Fishwater.

Response times of the ocean

1991

Journal Article

Nonlinear programming and stationary equilibria in stochastic games

Filar, J. A., Schultz, T. A., Thuijsman, F. and Vrieze, O. J. (1991). Nonlinear programming and stationary equilibria in stochastic games. Mathematical Programming, 50 (1-3), 227-237. doi: 10.1007/BF01594936

Nonlinear programming and stationary equilibria in stochastic games

1991

Conference Publication

Aggregation-disaggregation algorithm for epsilon /sup 2/-singularly perturbed limiting average Markov control problems

Abbad, M. and Filar, J. A. (1991). Aggregation-disaggregation algorithm for epsilon /sup 2/-singularly perturbed limiting average Markov control problems. 30th IEEE Conference on Decision and Control 1991, Brighton, UK, 11-13 December 1991. Piscataway NJ United States: IEEE.

Aggregation-disaggregation algorithm for epsilon /sup 2/-singularly perturbed limiting average Markov control problems

1991

Book Chapter

On the algorithm of Pollatschek and Avi-Itzhak

Filar, Jerzy A. and Tolwinski, Boleslaw (1991). On the algorithm of Pollatschek and Avi-Itzhak. Stochastic games and related topics. (pp. 59-70) edited by T. E. S. Raghavan, T. S. Ferguson, T. Parthasarathy and O. J. Vrieze. Amsterdam, The Netherlands: Springer. doi: 10.1007/978-94-011-3760-7_6

On the algorithm of Pollatschek and Avi-Itzhak

1991

Journal Article

Singularly perturbed Markov control problem: Limiting average cost

Bielecki T.R. and Filar J.A. (1991). Singularly perturbed Markov control problem: Limiting average cost. Annals of Operations Research, 28 (1), 153-168. doi: 10.1007/BF02055579

Singularly perturbed Markov control problem: Limiting average cost

1989

Conference Publication

Percentile objective criteria in limiting average Markov control problems

Filar, Jerzy A., Krass, Dmitry and Ross, Keith (1989). Percentile objective criteria in limiting average Markov control problems. 28th IEEE Conference on Decision and Control, Tampa FL, USA, 13-15 Dec 1989. IEEE. doi: 10.1109/CDC.1989.70342

Percentile objective criteria in limiting average Markov control problems

1989

Journal Article

Variance-penalized Markov decision process

Filar, Jerzy A., Kallenberg, L. C. M. and Lee, Huey-Miin (1989). Variance-penalized Markov decision process. Mathematics of Operations Research, 14 (1), 147-161. doi: 10.1287/moor.14.1.147

Variance-penalized Markov decision process

1988

Journal Article

Communicating MDPs: Equivalence and LP properties

Filar J.A. and Schultz T.A. (1988). Communicating MDPs: Equivalence and LP properties. Operations Research Letters, 7 (6), 303-307. doi: 10.1016/0167-6377(88)90062-4

Communicating MDPs: Equivalence and LP properties

1987

Journal Article

Bilinear programming and structured stochastic games

Filar J.A. and Schultz T.A. (1987). Bilinear programming and structured stochastic games. Journal of Optimization Theory and Applications, 53 (1), 85-104. doi: 10.1007/BF00938818

Bilinear programming and structured stochastic games

1987

Conference Publication

The Embedding of the Traveling Salesman Problem in a Markov Decision Process

Filar, Jerzy A. and Krass, Dmitry (1987). The Embedding of the Traveling Salesman Problem in a Markov Decision Process. 26th IEEE Conference on Decision and Control, Los Angeles, California, USA, 9-11 December 1987. Piscataway NJ United States: IEEE Control Systems Society. doi: 10.1109/CDC.1987.272943

The Embedding of the Traveling Salesman Problem in a Markov Decision Process

1986

Journal Article

Multiobjective Markov Decision-Process with Average Reward Criterion

Durinovic, S, Lee, HM, Katehakis, MN and Filar, JA (1986). Multiobjective Markov Decision-Process with Average Reward Criterion. Large Scale Systems in Information and Decision Technologies, 10 (3), 215-226.

Multiobjective Markov Decision-Process with Average Reward Criterion

1986

Journal Article

Nonlinear programming and stationary strategies in stochastic games

Filar J.A. and Schultz T.A. (1986). Nonlinear programming and stationary strategies in stochastic games. Mathematical Programming, 34 (2), 243-247. doi: 10.1007/BF01580590

Nonlinear programming and stationary strategies in stochastic games

1986

Journal Article

The Traveling Inspector Model

Filar, JA and Schultz, TA (1986). The Traveling Inspector Model. Or Spektrum, 8 (1), 33-36.

The Traveling Inspector Model

1986

Journal Article

On the computation of equilibria in discounted Stochastic games

Breton, Michele, Haurie, Alain and Filar, Jerzy A. (1986). On the computation of equilibria in discounted Stochastic games. Journal of Economic Dynamics and Control, 10 (1-2), 33-36. doi: 10.1016/0165-1889(86)90013-8

On the computation of equilibria in discounted Stochastic games

1986

Journal Article

Quadratic programming and the single-controller stochastic game

Filar J.A. (1986). Quadratic programming and the single-controller stochastic game. Journal of Mathematical Analysis and Applications, 113 (1), 136-147. doi: 10.1016/0022-247X(86)90338-0

Quadratic programming and the single-controller stochastic game

1985

Journal Article

The Completely Mixed Single-Controller Stochastic Game

Filar, JA (1985). The Completely Mixed Single-Controller Stochastic Game. Proceedings of the American Mathematical Society, 95 (4), 585-594. doi: 10.2307/2045849

The Completely Mixed Single-Controller Stochastic Game

1985

Journal Article

Player Aggregation in the Traveling Inspector Model

Filar J.A. (1985). Player Aggregation in the Traveling Inspector Model. Ieee Transactions On Automatic Control, 30 (8), 723-729. doi: 10.1109/TAC.1985.1104060

Player Aggregation in the Traveling Inspector Model

1985

Conference Publication

Gain/variability tradeoffs in undiscounted Markov decision processes

Filar, J. A. and Lee, H. M. (1985). Gain/variability tradeoffs in undiscounted Markov decision processes. 24th IEEE Conference on Decision and Control, Fort Lauderdale, FL, United States, 11-13 December 1985. Piscataway, NJ, United States: Institute of Electrical and Electronic Engineers. doi: 10.1109/CDC.1985.268672

Gain/variability tradeoffs in undiscounted Markov decision processes

1984

Journal Article

On stationary equilibria of a single-controller stochastic game

Filar J.A. (1984). On stationary equilibria of a single-controller stochastic game. Mathematical Programming, 30 (3), 313-325. doi: 10.1007/BF02591936

On stationary equilibria of a single-controller stochastic game

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

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

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