Philip A. Ernst

Orcid: 0000-0002-7178-8478

According to our database1, Philip A. Ernst authored at least 10 papers between 2014 and 2024.

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Bibliography

2024
Quickest Real-Time Detection of Multiple Brownian Drifts.
SIAM J. Control. Optim., 2024

On the Diameter of the Stopped Spider Process.
Math. Oper. Res., 2024

2023
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions.
Math. Oper. Res., August, 2023

2020
The Value of Insight.
Math. Oper. Res., 2020

2019
A Legendre-based computational method for solving a class of Itô stochastic delay differential equations.
Numer. Algorithms, 2019

2018
Stability and busy periods in a multiclass queue with state-dependent arrival rates.
Queueing Syst. Theory Appl., 2018

2017
Stationary Gaussian Markov processes as limits of stationary autoregressive time series.
J. Multivar. Anal., 2017

On occupation times of the first and third quadrants for planar Brownian motion.
J. Appl. Probab., 2017

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

2014
On Optimal Retirement.
J. Appl. Probab., 2014


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