Concepedia

Jerzy A. Filar

JA

Statistics

Publications

59

Citations

2.2K

H-Index

25

Active since

1981

Affiliations

University of South Australia(Current)

University of Maryland, Baltimore County

Johns Hopkins University

Flinders University

University of Illinois Chicago

Jerzy A. Filar is an author at University of South Australia specializing in mathematics, markov processes, and stochastic processes.

Publications per year

1981–2022

59

Publications

59

Algorithms for stochastic games ? A survey

T. E. S. Raghavan, Jerzy A. Filar · Mathematical Methods of Operations Research · 1991 · 168 citations

Social Sciences, Mathematics, Algorithms +16

Variance-Penalized Markov Decision Processes

Jerzy A. Filar, L. C. M. Kallenberg, Huey-miin Lee · Mathematics of Operations Research · 1989 · 166 citations

Business, Decision Sciences, Mathematics +13

Time Consistent Dynamic Risk Measures

Jerzy A. Filar · Mathematical Methods of Operations Research · 2006 · 130 citations

Business, Finance, Mathematics +12

Analytic Perturbation Theory and Its Applications

Konstantin Avrachenkov, Jerzy A. Filar, Phil Howlett · Society for Industrial and Applied Mathematics eBooks · 2013 · 112 citations

Natural Sciences, Economics, Mathematics +17

Percentile performance criteria for limiting average Markov decision processes

Jerzy A. Filar, Dmitry Krass, Keith W. Ross · IEEE Transactions on Automatic Control · 1995 · 105 citations

Business, Decision Sciences, Mathematics +15

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