On Optimal Retirement. - Philip A. Ernst; Dean P. Foster; Larry A. Shepp (J. Appl. Probab., 2014)

Exercising control when confronted by a (Brownian) spider. - Philip A. Ernst (Oper. Res. Lett., 2016)

On occupation times of the first and third quadrants for planar Brownian motion. - Philip A. Ernst; Larry Shepp (J. Appl. Probab., 2017)

Stationary Gaussian Markov processes as limits of stationary autoregressive time series. - Philip A. Ernst; Lawrence D. Brown; Larry Shepp; Robert L. Wolpert (J. Multivar. Anal., 2017)

Stability and busy periods in a multiclass queue with state-dependent arrival rates. - Philip A. Ernst; Søren Asmussen; John J. Hasenbein (Queueing Syst. Theory Appl., 2018)

A Legendre-based computational method for solving a class of Itô stochastic delay differential equations. - Philip A. Ernst; Fazlollah Soleymani (Numer. Algorithms, 2019)

The Value of Insight. - Philip A. Ernst; L. C. G. Rogers (Math. Oper. Res., 2020)

Exact Optimal Stopping for Multidimensional Linear Switching Diffusions. - Philip A. Ernst; Hongwei Mei (Math. Oper. Res., 2023)

On the Diameter of the Stopped Spider Process. - Ewelina Bednarz; Philip A. Ernst; Adam Osekowski (Math. Oper. Res., 2024)

Quickest Real-Time Detection of Multiple Brownian Drifts. - Philip A. Ernst; Hongwei Mei; G. Peskir (SIAM J. Control. Optim., 2024)

The Minimax Wiener Sequential Testing Problem. - Philip A. Ernst; Hongwei Mei (SIAM J. Control. Optim., 2025)

Exercising control when confronted by a (Brownian) spider: part II. - Philip A. Ernst (Queueing Syst. Theory Appl., 2025)