David Luenberger
Encyclopedia
David G. Luenberger 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
.
He has over 70 technical publications on systems and control
, in optimization
, in microeconomics
, and in financial engineering.
He received his Ph.D.
in Electrical Engineering
from Stanford University
in 1963. In his dissertation Luenberger introduced new methods for construction of state observer
s. The celebrated Luenberger observer is named after him.
Stanford University
The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...
.
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
Optimal control
Optimal control theory, an extension of the calculus of variations, is a mathematical optimization method for deriving control policies. The method is largely due to the work of Lev Pontryagin and his collaborators in the Soviet Union and Richard Bellman in the United States.-General method:Optimal...
, in optimization
Optimization (mathematics)
In mathematics, computational science, or management science, mathematical optimization refers to the selection of a best element from some set of available alternatives....
, in microeconomics
Microeconomics
Microeconomics is a branch of economics that studies the behavior of how the individual modern household and firms make decisions to allocate limited resources. Typically, it applies to markets where goods or services are being bought and sold...
, and in financial engineering.
He received his Ph.D.
Ph.D.
A Ph.D. is a Doctor of Philosophy, an academic degree.Ph.D. may also refer to:* Ph.D. , a 1980s British group*Piled Higher and Deeper, a web comic strip*PhD: Phantasy Degree, a Korean comic series* PhD Docbook renderer, an XML renderer...
in Electrical Engineering
Electrical engineering
Electrical engineering is a field of engineering that generally deals with the study and application of electricity, electronics and electromagnetism. The field first became an identifiable occupation in the late nineteenth century after commercialization of the electric telegraph and electrical...
from Stanford University
Stanford University
The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...
in 1963. In his dissertation Luenberger introduced new methods for construction of state observer
State observer
In control theory, a state observer is a system that models a real system in order to provide an estimate of its internal state, given measurements of the input and output of the real system. It is typically a computer-implemented mathematical model....
s. The celebrated Luenberger observer is named after him.
Books
- Information Science, Princeton University Press, 2006
- Investment Science, Oxford University Press, New York, 1997.
- Microeconomic Theory, McGraw-Hill, Inc., New York, 1995.
- Introduction to Dynamic Systems: Theory, Models and Applications, John Wiley and Sons, Inc. New York, 1979.
- Optimization by Vector Space Methods, John Wiley and Sons, Inc., New York, 1969.