Jerzy A. Filar

Publication Activity (10 Years)

Years Active: 1984-2024
Publications (10 Years): 17

Top Topics

Simulation Model

Traveling Salesman Problem

Markov Decision Process

Stochastic Games

Top Venues

Ann. Oper. Res.

Dyn. Games Appl.

Oper. Res. Lett.

Publications

Yeming Lei, Shijie Zhou, Jerzy A. Filar, Nan Ye
Multi-pass Bayesian estimation: a robust Bayesian method. Comput. Stat. 39 (4) (2024)
Thomas Graham, Maria Kleshnina, Jerzy A. Filar
Where Do Mistakes Lead? A Survey of Games with Incompetent Players. Dyn. Games Appl. 13 (1) (2023)
Manuela Mendiolar, Jerzy A. Filar, W.-H. Yang, S. Leahy, A. J. Courtney
Capturing episodic impacts of environmental signals. Environ. Model. Softw. 170 (2023)
Jerzy A. Filar, Asghar Moeini
Hamiltonian cycle curves in the space of discounted occupational measures. Ann. Oper. Res. 317 (2) (2022)
Maria Kleshnina, Sabrina S. Streipert, Jerzy A. Filar, Krishnendu Chatterjee
Mistakes can stabilise the dynamics of rock-paper-scissors games. PLoS Comput. Biol. 17 (4) (2021)
Ali Eshragh, Jerzy A. Filar, Thomas Kalinowski, Sogol Mohammadian
Hamiltonian Cycles and Subsets of Discounted Occupational Measures. Math. Oper. Res. 45 (2) (2020)
Michael Haythorpe, Jerzy A. Filar
A Linearly-growing Conversion from the Set Splitting Problem to the Directed Hamiltonian Cycle Problem. CoRR (2019)
Pouya Baniasadi, Vladimir Ejov, Jerzy A. Filar, Michael Haythorpe, Serguei Rossomakhine
Deterministic "Snakes and Ladders" Heuristic for the Hamiltonian Cycle Problem. CoRR (2019)
Konstantin Avrachenkov, Vladimir Ejov, Jerzy A. Filar, Amir Moghaddam
Zero-Sum Stochastic Games over the Field of Real Algebraic Numbers. Dyn. Games Appl. 9 (4) (2019)
Jerzy A. Filar, Michael Haythorpe, Richard Taylor
Linearly-growing Reductions of Karp's 21 NP-complete Problems. CoRR (2019)
Vladimir Ejov, Jerzy A. Filar, Michael Haythorpe, John F. Roddick, Serguei Rossomakhine
A note on using the resistance-distance matrix to solve Hamiltonian cycle problem. Ann. Oper. Res. 261 (1-2) (2018)
Maria Kleshnina, Jerzy A. Filar, Vladimir Ejov, Jody C. McKerral
Evolutionary games under incompetence. CoRR (2017)
Jiahao Diao, Yoni Nazarathy, Thomas Taimre, Jerzy A. Filar
To fish or cut bait? ASCC (2017)
John Boland, Jerzy A. Filar, Ghazaleh Mohammadian, Asef Nazari
Australian electricity market and price volatility. Ann. Oper. Res. 241 (1-2) (2016)
David Ben-Tovim, Jerzy A. Filar, P. Hakendorf, Shaowen Qin, C. Thompson, Dale Ward
Hospital Event Simulation Model: Arrivals to Discharge-Design, development and application. Simul. Model. Pract. Theory 68 (2016)
Konstantin Avrachenkov, Jerzy A. Filar, Vladimir Gaitsgory, Andrew Stillman
Singularly perturbed linear programs and Markov decision processes. Oper. Res. Lett. 44 (3) (2016)
Konstantin Avrachenkov, Ali Eshragh, Jerzy A. Filar
On transition matrices of Markov chains corresponding to Hamiltonian cycles. Ann. Oper. Res. 243 (1-2) (2016)
Jerzy A. Filar, Jacek B. Krawczyk, Manju R. Agrawal
Sustainability screw: role of relative production and abatement time scales. J. Oper. Res. Soc. 66 (8) (2015)
Jerzy A. Filar, Michael Haythorpe, Serguei Rossomakhine
A new heuristic for detecting non-Hamiltonicity in cubic graphs. Comput. Oper. Res. 64 (2015)
Pouya Baniasadi, Vladimir Ejov, Jerzy A. Filar, Michael Haythorpe, Serguei Rossomakhine
Deterministic "Snakes and Ladders" Heuristic for the Hamiltonian cycle problem. Math. Program. Comput. 6 (1) (2014)
Vivek S. Borkar, Jerzy A. Filar
Markov chains, Hamiltonian cycles and volumes of convex bodies. J. Glob. Optim. 55 (3) (2013)
Jerzy A. Filar, Michael Haythorpe, Walter Murray
On the determinant and its derivatives of the rank-one corrected generator of a Markov chain on a graph. J. Glob. Optim. 56 (4) (2013)
Konstantin Avrachenkov, Regina Sandra Burachik, Jerzy A. Filar, Vladimir Gaitsgory
Constraint augmentation in pseudo-singularly perturbed linear programs. Math. Program. 132 (1-2) (2012)
Justin D. Beck, Vladimir Ejov, Jerzy A. Filar
Incompetence and impact of training in bimatrix games. Autom. 48 (10) (2012)
Pouya Baniasadi, Vladimir Ejov, Jerzy A. Filar, Michael Haythorpe
Genetic Theory for Cubic Graphs CoRR (2012)
Konstantin Avrachenkov, Ali Eshragh, Jerzy A. Filar
Hamiltonian transition matrices. VALUETOOLS (2011)
Ali Eshragh, Jerzy A. Filar
Hamiltonian Cycles, Random Walks, and Discounted Occupational Measures. Math. Oper. Res. 36 (2) (2011)
Ali Eshragh, Jerzy A. Filar, Michael Haythorpe
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem. Ann. Oper. Res. 189 (1) (2011)
Jerzy A. Filar, Michael Haythorpe, Giang T. Nguyen
A conjecture on the prevalence of cubic bridge graphs. Discuss. Math. Graph Theory 30 (1) (2010)
Vivek S. Borkar, Vladimir Ejov, Jerzy A. Filar
On the Hamiltonicity Gap and doubly stochastic matrices. Random Struct. Algorithms 34 (4) (2009)
Vladimir Ejov, Jerzy A. Filar, Michael Haythorpe, Giang T. Nguyen
Refined MDP-Based Branch-and-Fix Algorithm for the Hamiltonian Cycle Problem. Math. Oper. Res. 34 (3) (2009)
Vladimir Ejov, Jerzy A. Filar, Walter Murray, Giang T. Nguyen
Determinants and Longest Cycles of Graphs. SIAM J. Discret. Math. 22 (3) (2008)
Boda Kang, Jerzy A. Filar
Time Consistent Dynamic Risk Measures. Math. Methods Oper. Res. 63 (1) (2006)
Jerzy A. Filar
Controlled Markov Chains, Graphs, and Hamiltonicity. Found. Trends Stoch. Syst. 1 (2) (2006)
Vladimir Ejov, Jerzy A. Filar
Gröbner bases in Asymptotic Analysis of Perturbed Polynomial Programs. Math. Methods Oper. Res. 64 (1) (2006)
Ke Liu, Jerzy A. Filar
Weighted singularly perturbed hybrid stochastic systems. Math. Methods Oper. Res. 62 (1) (2005)
Vivek S. Borkar, Vladimir Ejov, Jerzy A. Filar
Directed graphs, Hamiltonicity and doubly stochastic matrices. Random Struct. Algorithms 25 (4) (2004)
Boda Kang, Jerzy A. Filar, Yuanlie Lin, Lieneke Spanjers
Stochastic target hitting time and the problem of early retirement. IEEE Trans. Autom. Control. 49 (3) (2004)
Vladimir Ejov, Jerzy A. Filar, Jacek Gondzio
An Interior Point Heuristic for the Hamiltonian Cycle Problem via Markov Decision Processes. J. Glob. Optim. 29 (3) (2004)
Vladimir Ejov, Jerzy A. Filar, Minh-Tuan Nguyen
Hamiltonian Cycles and Singularly Perturbed Markov Chains. Math. Oper. Res. 29 (1) (2004)
Jerzy A. Filar, Eitan Altman, Konstantin Avrachenkov
An asymptotic simplex method for singularly perturbed linear programs. Oper. Res. Lett. 30 (5) (2002)
Jerzy A. Filar, Vladimir Gaitsgory, Alain Haurie
Control of singularly perturbed hybrid stochastic systems. IEEE Trans. Autom. Control. 46 (2) (2001)
Jerzy A. Filar, Alain Haurie
A two-factor stochastic production model with two time scales. Autom. 37 (10) (2001)
Jerzy A. Filar, Prabhu Manyem, Kevin White
How Airlines and Airports Recover from Schedule Perturbations: A Survey. Ann. Oper. Res. 108 (1-4) (2001)
Ke Liu, Jerzy A. Filar
Weighted Markov decision processes with perturbation. Math. Methods Oper. Res. 53 (3) (2001)
Jerzy A. Filar, Jacek Gondzio, Alain Haurie, Francesco Moresino, Jean-Philippe Vial
Decomposition and parallel processing techniques for two-time scale controlled Markov chains. CDC (2000)
Jerzy A. Filar, Leon A. Petrosjan
Dynamic Cooperative Games. IGTR 2 (1) (2000)
Ming Chen, Jerzy A. Filar, Ke Liu
Semi-infinite Markov decision processes. Math. Methods Oper. Res. 51 (1) (2000)
Eitan Altman, Konstantin Avrachenkov, Jerzy A. Filar
Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes. Math. Methods Oper. Res. 49 (1) (1999)
Jerzy A. Filar, Dmitry Krass, Keith Ross
Percentile performance criteria for limiting average Markov decision processes. IEEE Trans. Autom. Control. 40 (1) (1995)
Jerzy A. Filar, Dmitry Krass
Hamiltonian Cycles and Markov Chains. Math. Oper. Res. 19 (1) (1994)
Dmitry Krass, Jerzy A. Filar, Sagnik S. Sinha
A Weighted Markov Decision Process. Oper. Res. 40 (6) (1992)
Jerzy A. Filar, O. J. Vrieze
Weighted reward criteria in Competitive Markov Decision Processes. ZOR Methods Model. Oper. Res. 36 (4) (1992)
Jerzy A. Filar, Todd A. Schultz, Frank Thuijsman, O. J. Vrieze
Nonlinear programming and stationary equilibria in stochastic games. Math. Program. 50 (1991)
T. E. S. Raghavan, Jerzy A. Filar
Algorithms for stochastic games - A survey. ZOR Methods Model. Oper. Res. 35 (6) (1991)
Jerzy A. Filar, Lodewijk C. M. Kallenberg, Huey-Miin Lee
Variance-Penalized Markov Decision Processes. Math. Oper. Res. 14 (1) (1989)
Jerzy A. Filar, Todd A. Schultz
Nonlinear programming and stationary strategies in stochastic games. Math. Program. 34 (2) (1986)
Jerzy A. Filar, T. E. S. Raghavan
A Matrix Game Solution of the Single-Controller Stochastic Game. Math. Oper. Res. 9 (3) (1984)
Jerzy A. Filar
On stationary equilibria of a single-controller stochastic game. Math. Program. 30 (3) (1984)