David Luenberger
| David G. Luenberger | |
|---|---|
| Born |
September 16, 1937 Los Angeles, California |
| Nationality | American |
| Fields | Mathematics |
| Institutions | Stanford University |
| Alma mater | Stanford University |
| Doctoral advisor | William Linvill |
| Doctoral students |
Darrell Duffie Shmuel Oren Ian Rhodes |
| Known for | Luenberger observer |
David Gilbert Luenberger (born September 16, 1937)[1] is a mathematical scientist known for his research and his textbooks, which center on mathematical optimization. He is a professor in the department of Management Science and Engineering at Stanford University.
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 has over 70 technical publications on systems and control, in optimization, in microeconomics, and in financial engineering.[2] His Investment Science is widely prescribed and referenced by finance academics and practitioners.
He received his B.S. in Electrical Engineering from the California Institute of Technology in 1959, and he received his Ph.D. in Electrical Engineering from Stanford University in 1963.[3] In his dissertation Luenberger introduced new methods for construction of state observers. The celebrated Luenberger observer is named after him.
Books
- ——— (2006). Information Science. Princeton University Press.
- ——— (1997). Investment Science. New York: Oxford University Press.
- ——— (1995). Microeconomic Theory. New York: McGraw-Hill.
- ———; Ye, Yinyu (2008). Linear and nonlinear programming. International Series in Operations Research & Management Science 116 (Third ed.). New York: Springer. pp. xiv+546. ISBN 978-0-387-74502-2. MR 2423726.
- ——— (1979). Introduction to Dynamic Systems: Theory, Models and Applications. New York: John Wiley and Sons.
- ——— (1997) [1969]. Optimization by Vector Space Methods. New York: John Wiley and Sons. ISBN 0-471-18117-X.
References
- ↑ IEEE Membership Directory, Volumes 1–2. p. 275.
- ↑ MS&E | People | Faculty | Luenberger
- ↑ "David Luenberger". profiles.stanford.edu. Retrieved 14 August 2015.
External links
- List of members of the National Academy of Engineering (Electronics)
- Stanford homepage
- investmentscience.com
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