David Gilbert Luenberger (born September 16, 1937) is a mathematical scientist known for his research and his textbooks, which center on
mathematical optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives. It is generally divided into two subfiel ...
. He is a professor in the department of Management Science and Engineering at
Stanford University
Leland Stanford Junior University, commonly referred to as Stanford University, is a Private university, private research university in Stanford, California, United States. It was founded in 1885 by railroad magnate Leland Stanford (the eighth ...
.
Biography
Luenberger was one of the original founders of the Department of Engineering-Economic Systems in 1967. He served as chairman of the department for eleven years. He worked as a professor at the University for 50 years, retiring as of September 2013.
He has over 70 technical publications on
systems
A system is a group of interacting or interrelated elements that act according to a set of rules to form a unified whole. A system, surrounded and influenced by its environment, is described by its boundaries, structure and purpose and is exp ...
and
control, in
optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives. It is generally divided into two subfiel ...
, in
microeconomics
Microeconomics is a branch of economics that studies the behavior of individuals and Theory of the firm, firms in making decisions regarding the allocation of scarcity, scarce resources and the interactions among these individuals and firms. M ...
, and in
financial engineering
Financial engineering is a multidisciplinary field involving financial theory, methods of engineering, tools of mathematics and the practice of programming. It has also been defined as the application of technical methods, especially from mathe ...
. His ''Investment Science'' is widely prescribed and referenced by finance academics and practitioners.
He received his
B.S. in
Electrical Engineering
Electrical engineering is an engineering discipline concerned with the study, design, and application of equipment, devices, and systems that use electricity, electronics, and electromagnetism. It emerged as an identifiable occupation in the l ...
from the
California Institute of Technology
The California Institute of Technology (branded as Caltech) is a private research university in Pasadena, California, United States. The university is responsible for many modern scientific advancements and is among a small group of institutes ...
in 1959, and he received his
Ph.D. in Electrical Engineering from
Stanford University
Leland Stanford Junior University, commonly referred to as Stanford University, is a Private university, private research university in Stanford, California, United States. It was founded in 1885 by railroad magnate Leland Stanford (the eighth ...
in 1963. His PhD thesis was titled, "Determining the State of a Linear System with Observers of Low Dynamic Order".
In his dissertation Luenberger introduced new methods for construction of
state observer
In control theory, a state observer, state estimator, or Luenberger observer is a system that provides an estimate of the state space (controls), internal state of a given real system, from measurements of the Input/output, input and output of th ...
s. The celebrated
Luenberger observer is named after him.
Books
*
*
*
*
*
*
See also
*
References
External links
Stanford homepageinvestmentscience.comBiography of David Luenberger
from the Institute for Operations Research and the Management Sciences
Numerical analysts
American operations researchers
American financial economists
General equilibrium theorists
Microeconomists
American theoretical computer scientists
Living people
1937 births
Stanford University School of Engineering faculty
Stanford University School of Engineering alumni
Members of the United States National Academy of Engineering
Real options
{{US-engineer-stub