David Luenberger
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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 worked as a professor at the University for 50 years, retiring as of September 2013.
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. His PhD thesis was titled, "Determining the State of a Linear System with Observers of Low Dynamic Order".[3][4] In his dissertation Luenberger introduced new methods for construction of state observers. The celebrated Luenberger observer is named after him.
Books
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See also
References
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- ↑ MS&E | People | Faculty | Luenberger
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External links
- Stanford homepage Script error: No such module "webarchive".
- investmentscience.com
- Biography of David Luenberger from the Institute for Operations Research and the Management Sciences
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- 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