Bio

David G. Luenberger received the B.S. degree from the California Institute of Technology and the M.S. and Ph.D. degrees from Stanford University, all in Electrical Engineering. Since 1963 he has been on the faculty of Stanford University. He helped found the Department of Engineering-Economic Systems, now merged to become the Department of Management Science and Engineering, where his is currently a professor.

He served as Technical Assistant to the President's Science Advisor in 1971-72, was Guest Professor at the Technical University of Denmark (1986), Visiting Professor of the Massachusetts Institute of Technology (1976), and served as Department Chairman at Stanford (1980-1991).

His awards include: Member of the National Academy of Engineering (2008), the Bode Lecture Prize of the Control Systems Society (1990), the Oldenburger Medal of the American Society of Mechanical Engineers (1995), and the Expository Writing Award of the Institute of Operations Research and Management Science (1999) He is a Fellow of the Institute of Electrical and Electronic Engineers (since 1975).

Interests:
His overall interest is the application of mathematics to issues in control, planning, and decision making. He has worked in the technical fields of control theory, optimization theory and algorithms, and investment theory for portfolios and project evaluation. He has published six major textbooks: Optimization by Vector Space Methods, Linear and Nonlinear Programming (jointly with Yinyu Ye), Introduction to Dynamic Systems, Microeconomic theory, Investment Science, and Information Science. He has published over eighty journal papers.

Academic Appointments

Honors & Awards

  • Fellow, IEEE (1975)
  • Best Paper Award, JACC (1970)
  • First Place, ASEE PSW Young Engineeering Teachers Contest (1971)
  • Outstanding Paper Award, IEEE Control Systems Society (1986)
  • Bode Prize, IEEE Control Systems Society (1990)
  • Oldenburger Medal, ASME (1998)
  • Expository Writing Award, Institute for Operations Research and the Management Sciences (1999)
  • Vol. 105, No. 3, June 2000, Special issue of the Journal of Optimization Theory and Applications (2000)

Boards, Advisory Committees, Professional Organizations

  • Member, National Academy of Engineering (2013 - Present)

Professional Education

  • BS, California Institute of Technology, Electrical Engineering (1959)
  • PhD, Stanford University, Electrical Engineering (1963)
  • MS, Stanford University, Electrical Engineering (1961)

Contact

  • Academic
    LUEN@stanford.edu
    University - Emeritus faculty Department: Management Science and Engineering Position: Emeritus Faculty, Acad Council
    • 312 Huang
    • Stanford,  California  94305-4026 
    (650) 723-1614 (fax)

Additional Info

  • Mail Code: 4026

All Publications

  • Pricing dynamic binary variables and their derivatives QUANTITATIVE FINANCE Luenberger, D. G. 2012; 12 (3): 451-464

    View details for DOI 10.1080/14697688.2011.584893

    View details for Web of Science ID 000302423100010

  • Analysis of the rebalancing frequency in log-optimal portfolio selection QUANTITATIVE FINANCE Kuhn, D., Luenberger, D. G. 2010; 10 (2): 221-234

    View details for DOI 10.1080/14697680802629400

    View details for Web of Science ID 000274174900008

  • Pricing a nontradeable asset and its derivatives JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS Luenberger, D. G. 2004; 121 (3): 465-487

    View details for Web of Science ID 000223230700001

  • Algorithms for worst-case design and applications to risk management (Book Review) JOURNAL OF ECONOMIC DYNAMICS & CONTROL Book Review Authored by: Luenberger, D. G. 2004; 28 (8): 1703-1706

    View details for DOI 10.1016/j.jedc.2003.12.002

    View details for Web of Science ID 000220265000012

  • Arbitrage and universal pricing JOURNAL OF ECONOMIC DYNAMICS & CONTROL Luenberger, D. G. 2002; 26 (9-10): 1613-1628

    View details for Web of Science ID 000175641800014

  • A correlation pricing formula JOURNAL OF ECONOMIC DYNAMICS & CONTROL Luenberger, D. G. 2002; 26 (7-8): 1113-1126

    View details for Web of Science ID 000174737600004

  • Projection pricing JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS Luenberger, D. G. 2001; 109 (1): 1-25

    View details for Web of Science ID 000169264400001

  • Products of random mappings ERGODIC THEORY AND DYNAMICAL SYSTEMS Luenberger, D. G. 2000; 20: 517-529

    View details for Web of Science ID 000086942600012

  • Products of trees for investment analysis JOURNAL OF ECONOMIC DYNAMICS & CONTROL Luenberger, D. G. 1998; 22 (8-9): 1403-1417

    View details for Web of Science ID 000075099100012

  • Welfare from a benefit viewpoint ECONOMIC THEORY Luenberger, D. G. 1996; 7 (3): 445-462

    View details for Web of Science ID A1996UK47200004

  • EXTERNALITIES AND BENEFITS JOURNAL OF MATHEMATICAL ECONOMICS Luenberger, D. G. 1995; 24 (2): 159-177

    View details for Web of Science ID A1995QG35900004

  • A BENEFIT APPROACH TO MICROECONOMICS Luenberger, D. G. ELSEVIER SCIENCE BV. 1994: 224–24

    View details for Web of Science ID A1994PU94800006

  • OPTIMALITY AND THE THEORY OF VALUE JOURNAL OF ECONOMIC THEORY Luenberger, D. G. 1994; 63 (2): 147-169

    View details for Web of Science ID A1994PD14700001

  • STRONGLY SYMMETRICAL SUBGAME PERFECT EQUILIBRIA IN INFINITELY REPEATED GAMES WITH PERFECT MONITORING AND DISCOUNTING GAMES AND ECONOMIC BEHAVIOR Cronshaw, M. B., Luenberger, D. G. 1994; 6 (2): 220-237

    View details for Web of Science ID A1994MZ84700003

  • DUAL PARETO-EFFICIENCY JOURNAL OF ECONOMIC THEORY Luenberger, D. G. 1994; 62 (1): 70-85

    View details for Web of Science ID A1994NE86100004

  • A PREFERENCE FOUNDATION FOR LOG MEAN-VARIANCE CRITERIA IN PORTFOLIO CHOICE PROBLEMS JOURNAL OF ECONOMIC DYNAMICS & CONTROL Luenberger, D. G. 1993; 17 (5-6): 887-906

    View details for Web of Science ID A1993MB73800011

  • NEW OPTIMALITY PRINCIPLES FOR ECONOMIC-EFFICIENCY AND EQUILIBRIUM JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS Luenberger, D. G. 1992; 75 (2): 221-264

    View details for Web of Science ID A1992KB23000001

  • A DOUBLE LOOK AT DUALITY IEEE TRANSACTIONS ON AUTOMATIC CONTROL Luenberger, D. G. 1992; 37 (10): 1474-1482

    View details for Web of Science ID A1992JW23900001

  • BENEFIT FUNCTIONS AND DUALITY JOURNAL OF MATHEMATICAL ECONOMICS Luenberger, D. G. 1992; 21 (5): 461-481

    View details for Web of Science ID A1992JT12500004

  • BOUNDARY RECURSION FOR DESCRIPTOR VARIABLE SYSTEMS IEEE TRANSACTIONS ON AUTOMATIC CONTROL Luenberger, D. G. 1989; 34 (3): 287-292

    View details for Web of Science ID A1989T273600004

  • DYNAMIC EQUILIBRIA FOR LINEAR-SYSTEMS AND QUADRATIC COSTS AUTOMATICA Luenberger, D. G. 1987; 23 (1): 117-121

    View details for Web of Science ID A1987G579600007

  • CONTROL OF LINEAR DYNAMIC MARKET SYSTEMS JOURNAL OF ECONOMIC DYNAMICS & CONTROL Luenberger, D. G. 1986; 10 (3): 339-351

    View details for Web of Science ID A1986E805100001

  • GENERIC CONTROLLABILITY THEOREMS FOR DESCRIPTOR SYSTEMS IEEE TRANSACTIONS ON AUTOMATIC CONTROL Yamada, T., Luenberger, D. G. 1985; 30 (2): 144-152

    View details for Web of Science ID A1985ADN9000005

  • GENERIC PROPERTIES OF COLUMN-STRUCTURED MATRICES LINEAR ALGEBRA AND ITS APPLICATIONS Yamada, T., Luenberger, D. G. 1985; 65 (FEB): 189-206

    View details for Web of Science ID A1985AFF5500014

  • ALGORITHMS TO VERIFY GENERIC CAUSALITY AND CONTROLLABILITY OF DESCRIPTOR SYSTEMS IEEE TRANSACTIONS ON AUTOMATIC CONTROL Yamada, T., Luenberger, D. G. 1985; 30 (9): 874-880

    View details for Web of Science ID A1985APB0100007

  • ESTIMATION OF STRUCTURED COVARIANCE MATRICES PROCEEDINGS OF THE IEEE Burg, J. P., Luenberger, D. G., WENGER, D. L. 1982; 70 (9): 963-974

    View details for Web of Science ID A1982PJ70200006

  • OPTIMAL-CONTROL THEORY - APPLICATIONS TO MANAGEMENT SCIENCE - SETHI,SP, THOMPSON,GL (Book Review) INTERFACES Book Review Authored by: Luenberger, D. G. 1982; 12 (3): 94-95

    View details for Web of Science ID A1982NV98200025

  • ANALYSIS OF THE ASYMPTOTIC-BEHAVIOR OF OPTIMAL-CONTROL TRAJECTORIES - THE IMPLICIT PROGRAMMING PROBLEM SIAM JOURNAL ON CONTROL AND OPTIMIZATION Feinstein, C. D., Luenberger, D. G. 1981; 19 (5): 561-585

    View details for Web of Science ID A1981MG14600001

  • CITATION CLASSIC - OBSERVERS FOR MULTIVARIABLE SYSTEMS CURRENT CONTENTS/ENGINEERING TECHNOLOGY & APPLIED SCIENCES Luenberger, D. G. 1981: 18-18

    View details for Web of Science ID A1981LW61500001

  • TIME-INVARIANT DESCRIPTOR SYSTEMS AUTOMATICA Luenberger, D. G. 1978; 14 (5): 473-480

    View details for Web of Science ID A1978FU79500006

  • COMPLETE STABILITY OF NONCOOPERATIVE GAMES JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS Luenberger, D. G. 1978; 25 (4): 485-505

    View details for Web of Science ID A1978FZ58700001

  • NEIGHBORHOOD EFFECTS AND MAINTENANCE OF URBAN HOUSING STOCK JOURNAL OF MATHEMATICAL SOCIOLOGY Philippi, B., Luenberger, D. G. 1977; 5 (2): 151-172

    View details for Web of Science ID A1977EH97000001

  • DYNAMIC EQUATIONS IN DESCRIPTOR FORM IEEE TRANSACTIONS ON AUTOMATIC CONTROL Luenberger, D. G. 1977; 22 (3): 312-322

    View details for Web of Science ID A1977DK51700003

  • SINGULAR DYNAMIC LEONTIEF SYSTEMS ECONOMETRICA Luenberger, D. G., Arbel, A. 1977; 45 (4): 991-995

    View details for Web of Science ID A1977DH63600015

  • EFFICIENTLY CONVERGING MINIMIZATION METHODS BASED ON REDUCED GRADIENT SIAM JOURNAL ON CONTROL Gabay, D., Luenberger, D. G. 1976; 14 (1): 42-61

    View details for Web of Science ID A1976BJ26400004

  • NONLINEAR ECONOMIC CONTROL PROBLEM WITH A LINEAR FEEDBACK SOLUTION IEEE TRANSACTIONS ON AUTOMATIC CONTROL Luenberger, D. G. 1975; AC20 (2): 184-191

    View details for Web of Science ID A1975W086100001

  • A Combined Penalty Function and Gradient Projection Method for Nonlinear Programming JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS Luenberger, D. G. 1974; 14 (5): 477-495

    View details for Web of Science ID 000207516500003

  • REDUCED SYSTEM METHOD FOR CONTROL PROBLEMS WITH KINKS INTERNATIONAL JOURNAL OF CONTROL GHANEM, M. Z., LUENBERG, D. G. 1974; 19 (2): 243-256

    View details for Web of Science ID A1974S057400002

  • MATHEMATICAL THEORY OF INSTRUCTION - INSTRUCTOR-LEARNER INTERACTION AND INSTRUCTION PACING JOURNAL OF MATHEMATICAL PSYCHOLOGY CHANT, V. G., LUENBERG, D. G. 1974; 11 (2): 132-158

    View details for Web of Science ID A1974T222100004

  • SELF-SCALING VARIABLE METRIC (SSVM) ALGORITHMS .1. CRITERIA AND SUFFICIENT CONDITIONS FOR SCALING A CLASS OF ALGORITHMS MANAGEMENT SCIENCE SERIES A-THEORY Oren, S. S., LUENBERG, D. G. 1974; 20 (5): 845-862

    View details for Web of Science ID A1974S022600008

  • An Approach to Nonlinear Programming JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS Luenberger, D. G. 1973; 11 (3): 219-227

    View details for Web of Science ID 000207513500002

  • GRADIENT PROJECTION METHOD ALONG GEODESICS MANAGEMENT SCIENCE SERIES A-THEORY LUENBERG, D. G. 1972; 18 (11): 620-631

    View details for Web of Science ID A1972M874300005