David Luenberger


David Gilbert 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.

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 2015.
He has over 70 technical publications on systems and control, in optimization, in microeconomics, and in financial engineering. 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. In his dissertation Luenberger introduced new methods for construction of state observers. The celebrated Luenberger observer and Luenberger type cubic observer are named after him.

Books

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