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 criterion, from some set of available alternatives. It is generally divided into two subfi ...
. He is a professor in the department of Management Science and Engineering at
Stanford University
Stanford University, officially Leland Stanford Junior University, is a private research university in Stanford, California. The campus occupies , among the largest in the United States, and enrolls over 17,000 students. Stanford is consider ...
.
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 express ...
and
control
Control may refer to:
Basic meanings Economics and business
* Control (management), an element of management
* Control, an element of management accounting
* Comptroller (or controller), a senior financial officer in an organization
* Controllin ...
, in
optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...
, in
microeconomics
Microeconomics is a branch of mainstream economics that studies the behavior of individuals and firms in making decisions regarding the allocation of scarce resources and the interactions among these individuals and firms. Microeconomics fo ...
, 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 mathema ...
. His ''Investment Science'' is widely prescribed and referenced by finance academics and practitioners.
He received his
B.S.
A Bachelor of Science (BS, BSc, SB, or ScB; from the Latin ') is a bachelor's degree awarded for programs that generally last three to five years.
The first university to admit a student to the degree of Bachelor of Science was the University ...
in
Electrical Engineering
Electrical engineering is an engineering discipline concerned with the study, design, and application of equipment, devices, and systems which 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 or CIT)The university itself only spells its short form as "Caltech"; the institution considers other spellings such a"Cal Tech" and "CalTech" incorrect. The institute is also occasional ...
in 1959, and he received his
Ph.D.
A Doctor of Philosophy (PhD, Ph.D., or DPhil; Latin: or ') is the most common degree at the highest academic level awarded following a course of study. PhDs are awarded for programs across the whole breadth of academic fields. Because it is ...
in Electrical Engineering from
Stanford University
Stanford University, officially Leland Stanford Junior University, is a private research university in Stanford, California. The campus occupies , among the largest in the United States, and enrolls over 17,000 students. Stanford is consider ...
in 1963.
In his dissertation Luenberger introduced new methods for construction of
state observers. The celebrated
Luenberger observer In control theory, a state observer or state estimator is a system that provides an estimate of the internal state of a given real system, from measurements of the input and output of the real system. It is typically computer-implemented, and pr ...
is named after him.
Books
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References
External links
*
Stanford homepageinvestmentscience.comBiography of David Luenberger
from the Institute for Operations Research and the Management Sciences
Numerical analysts
American operations researchers
Financial economists
General equilibrium theorists
Microeconomists
Theoretical computer scientists
American 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
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