Edit Profile (opens in new tab) Luenberger, David G. Compute Distance To: Compute Author ID: luenberger.david-g Published as: Luenberger, David G.; Luenberger, D. G. Documents Indexed: 58 Publications since 1965, including 7 Books Biographic References: 2 Publications Co-Authors: 14 Co-Authors with 17 Joint Publications 274 Co-Co-Authors all top 5 Co-Authors 41 single-authored 3 Yamada, Takeo 2 Wong, Peter J. 2 Ye, Yinyu 1 Arbel, Ami 1 Chant, Verne G. 1 Cronshaw, Mark B. 1 Dressler, Robert M. 1 Feinstein, Charles D. 1 Gabay, Daniel 1 Ghanem, M. Z. 1 Kuhn, Daniel 1 Maxfield, Robert R. 1 Oren, Shmuel S. 1 Philippi, Bruno all top 5 Serials 7 Journal of Optimization Theory and Applications 6 IEEE Transactions on Automatic Control 5 Journal of Economic Dynamics & Control 2 Automatica 2 Journal of Economic Theory 2 Journal of Mathematical Economics 2 Operations Research 2 SIAM Journal on Control and Optimization 2 SIAM Journal on Applied Mathematics 2 Quantitative Finance 2 Management Science. Ser. A, Theory Series 2 International Series in Operations Research & Management Science 1 AIAA Journal 1 Econometrica 1 Journal of Mathematical Psychology 1 The Journal of Mathematical Sociology 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Numerical Analysis 1 Ergodic Theory and Dynamical Systems 1 Games and Economic Behavior 1 Linear Algebra and its Applications 1 Computational Economics 1 Economic Theory 1 International Journal of Control, I. Series 1 IEEE Transactions on Systems Science and Cybernetics all top 5 Fields 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Operations research, mathematical programming (90-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 11 Systems theory; control (93-XX) 8 Numerical analysis (65-XX) 3 Ordinary differential equations (34-XX) 2 Difference and functional equations (39-XX) 2 Probability theory and stochastic processes (60-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Statistics (62-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 54 Publications have been cited 3,434 times in 3,183 Documents Cited by ▼ Year ▼ Optimization by vector space methods (Series in Decision and Control). Zbl 0176.12701Luenberger, D. G. 889 1969 An approach to nonlinear programming. Zbl 0241.90052Luenberger, D. G. 378 1973 Linear and nonlinear programming. 2nd ed. Zbl 0571.90051Luenberger, David G. 285 1984 Introduction to linear and nonlinear programming. Zbl 0297.90044Luenberger, David G. 277 1973 Introduction to dynamic systems. Theory, models, and applications. Zbl 0458.93001Luenberger, David G. 272 1979 Dynamic equations in descriptor form. Zbl 0354.93007Luenberger, David G. 174 1977 Linear and nonlinear programming. 3rd ed. Zbl 1207.90003Luenberger, David G.; Ye, Yinyu 151 2008 Convex programming and duality in normed space. Zbl 0184.44502Luenberger, D. G. 94 1968 Linear and nonlinear programming. 2nd ed. Zbl 1134.90040Luenberger, David G. 91 2003 Self-scaling variable metric (SSVM) algorithms. I: Criteria and sufficient conditions for scaling a class of algorithms. Zbl 0316.90064Oren, Shmuel S.; Luenberger, David G. 88 1974 Benefit functions and duality. Zbl 0766.90011Luenberger, David G. 88 1992 Singular dynamic Leontief systems. Zbl 0368.90029Luenberger, David G.; Arbel, Ami 72 1977 The gradient projection method along geodesics. Zbl 0253.90050Luenberger, David G. 62 1972 New optimality principles for economic efficiency and equilibrium. Zbl 0796.90015Luenberger, D. G. 56 1992 Time-invariant descriptor systems. Zbl 0398.93040Luenberger, David G. 55 1978 Products of trees for investment analysis. Zbl 0912.90027Luenberger, David G. 55 1998 Quasi-convex programming. Zbl 0212.23905Luenberger, D. G. 43 1968 Linear and nonlinear programming. 4th ed. Zbl 1319.90001Luenberger, David G.; Ye, Yinyu 36 2016 Hyperbolic pairs in the method of conjugate gradients. Zbl 0187.09704Luenberger, D. G. 25 1969 Analysis of the asymptotic behavior of optimal control trajectories: The implicit programming problem. Zbl 0472.49008Feinstein, C. D.; Luenberger, D. G. 18 1981 Invertible solutions to the operator equation \(TA-BT = C\). Zbl 0138.07802Luenberger, D. G. 18 1965 The conjugate residual method for constrained minimization problems. Zbl 0209.17601Luenberger, D. G. 18 1970 Generic controllability theorems for descriptor systems. Zbl 0561.93014Yamada, Takeo; Luenberger, David G. 16 1985 Strongly symmetric subgame perfect equilibria in infinitely repeated games with perfect monitoring and discounting. Zbl 0805.90129Cronshaw, Mark B.; Luenberger, David G. 13 1994 Pricing a nontradeable asset and its derivatives. Zbl 1090.91044Luenberger, D. G. 12 2004 Welfare from a benefit viewpoint. Zbl 0858.90006Luenberger, David G. 12 1996 A preference foundation for log mean-variance criteria in portfolio choice problems. Zbl 0784.90011Luenberger, David G. 11 1993 Efficiently converging minimization methods based on the reduced gradient. Zbl 0342.90043Gabay, Daniel; Luenberger, David G. 11 1976 A combined penalty function and gradient projection method for nonlinear programming. Zbl 0272.90070Luenberger, D. G. 11 1974 Optimality and the theory of value. Zbl 0832.90013Luenberger, David G. 11 1994 Projection pricing. Zbl 0972.91058Luenberger, D. G. 9 2001 Boundary recursion for descriptor variable systems. Zbl 0674.93043Luenberger, David G. 9 1989 Control of linear dynamic market systems. Zbl 0649.90029Luenberger, David G. 8 1986 Dual Pareto efficiency. Zbl 0801.90018Luenberger, David G. 8 1994 Analysis of the rebalancing frequency in log-optimal portfolio selection. Zbl 1202.91300Kuhn, Daniel; Luenberger, David G. 6 2010 A double look at duality. Zbl 0785.93007Luenberger, David G. 6 1992 Arbitrage and universal pricing. Zbl 1100.91523Luenberger, David G. 5 2002 Complete stability of noncooperative games. Zbl 0369.90131Luenberger, D. G. 5 1978 Externalities and benefits. Zbl 0827.90043Luenberger, David G. 4 1995 Algorithms to verify generic causality and controllability of descriptor systems. Zbl 0572.93019Yamada, Takeo; Luenberger, David G. 4 1985 Reducing the memory requirements of dynamic programming. Zbl 0165.54201Wong, P. J.; Luenberger, D. G. 4 1968 Convergente rate of a penalty-function scheme. Zbl 0194.20405Luenberger, D. G. 4 1971 A correlation pricing formula. Zbl 1033.91007Luenberger, David G. 3 2002 Linear descriptor variable systems. Zbl 0401.93002Luenberger, David G. 3 1978 Neighborhood effects and maintenance of the urban housing stock. Zbl 0373.92033Philippi, Bruno; Luenberger, David G. 2 1977 A generalized maximum principle. Zbl 0161.09601Luenberger, D. G. 2 1966 A combined parallel-tangents/penalty-function approach to solving trajectory-optimization problems. Zbl 0235.90049Wong, Peter J.; Dressler, Robert M.; Luenberger, David G. 2 1971 A nonlinear economic control problem with a linear feedback solution. Zbl 0303.49023Luenberger, David G. 2 1975 Algorithmic analysis in constrained optimization. Zbl 0337.65036Luenberger, David G. 1 1976 Computing economic equilibria using benefit and surplus functions. Zbl 0827.90014Luenberger, David G.; Maxfield, Robert R. 1 1995 Products of random mappings. Zbl 0961.60033Luenberger, David G. 1 2000 Generic properties of column-structured matrices. Zbl 0563.15015Yamada, Takeo; Luenberger, David G. 1 1985 Cyclic dynamc programming: A procedure for problems with fixed delay. Zbl 0224.90075Luenberger, David G. 1 1971 Dynamic equilibria for linear systems and quadratic costs. Zbl 0608.90010Luenberger, David G. 1 1987 Linear and nonlinear programming. 4th ed. Zbl 1319.90001Luenberger, David G.; Ye, Yinyu 36 2016 Analysis of the rebalancing frequency in log-optimal portfolio selection. Zbl 1202.91300Kuhn, Daniel; Luenberger, David G. 6 2010 Linear and nonlinear programming. 3rd ed. Zbl 1207.90003Luenberger, David G.; Ye, Yinyu 151 2008 Pricing a nontradeable asset and its derivatives. Zbl 1090.91044Luenberger, D. G. 12 2004 Linear and nonlinear programming. 2nd ed. Zbl 1134.90040Luenberger, David G. 91 2003 Arbitrage and universal pricing. Zbl 1100.91523Luenberger, David G. 5 2002 A correlation pricing formula. Zbl 1033.91007Luenberger, David G. 3 2002 Projection pricing. Zbl 0972.91058Luenberger, D. G. 9 2001 Products of random mappings. Zbl 0961.60033Luenberger, David G. 1 2000 Products of trees for investment analysis. Zbl 0912.90027Luenberger, David G. 55 1998 Welfare from a benefit viewpoint. Zbl 0858.90006Luenberger, David G. 12 1996 Externalities and benefits. Zbl 0827.90043Luenberger, David G. 4 1995 Computing economic equilibria using benefit and surplus functions. Zbl 0827.90014Luenberger, David G.; Maxfield, Robert R. 1 1995 Strongly symmetric subgame perfect equilibria in infinitely repeated games with perfect monitoring and discounting. Zbl 0805.90129Cronshaw, Mark B.; Luenberger, David G. 13 1994 Optimality and the theory of value. Zbl 0832.90013Luenberger, David G. 11 1994 Dual Pareto efficiency. Zbl 0801.90018Luenberger, David G. 8 1994 A preference foundation for log mean-variance criteria in portfolio choice problems. Zbl 0784.90011Luenberger, David G. 11 1993 Benefit functions and duality. Zbl 0766.90011Luenberger, David G. 88 1992 New optimality principles for economic efficiency and equilibrium. Zbl 0796.90015Luenberger, D. G. 56 1992 A double look at duality. Zbl 0785.93007Luenberger, David G. 6 1992 Boundary recursion for descriptor variable systems. Zbl 0674.93043Luenberger, David G. 9 1989 Dynamic equilibria for linear systems and quadratic costs. Zbl 0608.90010Luenberger, David G. 1 1987 Control of linear dynamic market systems. Zbl 0649.90029Luenberger, David G. 8 1986 Generic controllability theorems for descriptor systems. Zbl 0561.93014Yamada, Takeo; Luenberger, David G. 16 1985 Algorithms to verify generic causality and controllability of descriptor systems. Zbl 0572.93019Yamada, Takeo; Luenberger, David G. 4 1985 Generic properties of column-structured matrices. Zbl 0563.15015Yamada, Takeo; Luenberger, David G. 1 1985 Linear and nonlinear programming. 2nd ed. Zbl 0571.90051Luenberger, David G. 285 1984 Analysis of the asymptotic behavior of optimal control trajectories: The implicit programming problem. Zbl 0472.49008Feinstein, C. D.; Luenberger, D. G. 18 1981 Introduction to dynamic systems. Theory, models, and applications. Zbl 0458.93001Luenberger, David G. 272 1979 Time-invariant descriptor systems. Zbl 0398.93040Luenberger, David G. 55 1978 Complete stability of noncooperative games. Zbl 0369.90131Luenberger, D. G. 5 1978 Linear descriptor variable systems. Zbl 0401.93002Luenberger, David G. 3 1978 Dynamic equations in descriptor form. Zbl 0354.93007Luenberger, David G. 174 1977 Singular dynamic Leontief systems. Zbl 0368.90029Luenberger, David G.; Arbel, Ami 72 1977 Neighborhood effects and maintenance of the urban housing stock. Zbl 0373.92033Philippi, Bruno; Luenberger, David G. 2 1977 Efficiently converging minimization methods based on the reduced gradient. Zbl 0342.90043Gabay, Daniel; Luenberger, David G. 11 1976 Algorithmic analysis in constrained optimization. Zbl 0337.65036Luenberger, David G. 1 1976 A nonlinear economic control problem with a linear feedback solution. Zbl 0303.49023Luenberger, David G. 2 1975 Self-scaling variable metric (SSVM) algorithms. I: Criteria and sufficient conditions for scaling a class of algorithms. Zbl 0316.90064Oren, Shmuel S.; Luenberger, David G. 88 1974 A combined penalty function and gradient projection method for nonlinear programming. Zbl 0272.90070Luenberger, D. G. 11 1974 An approach to nonlinear programming. Zbl 0241.90052Luenberger, D. G. 378 1973 Introduction to linear and nonlinear programming. Zbl 0297.90044Luenberger, David G. 277 1973 The gradient projection method along geodesics. Zbl 0253.90050Luenberger, David G. 62 1972 Convergente rate of a penalty-function scheme. Zbl 0194.20405Luenberger, D. G. 4 1971 A combined parallel-tangents/penalty-function approach to solving trajectory-optimization problems. Zbl 0235.90049Wong, Peter J.; Dressler, Robert M.; Luenberger, David G. 2 1971 Cyclic dynamc programming: A procedure for problems with fixed delay. Zbl 0224.90075Luenberger, David G. 1 1971 The conjugate residual method for constrained minimization problems. Zbl 0209.17601Luenberger, D. G. 18 1970 Optimization by vector space methods (Series in Decision and Control). Zbl 0176.12701Luenberger, D. G. 889 1969 Hyperbolic pairs in the method of conjugate gradients. Zbl 0187.09704Luenberger, D. G. 25 1969 Convex programming and duality in normed space. Zbl 0184.44502Luenberger, D. G. 94 1968 Quasi-convex programming. Zbl 0212.23905Luenberger, D. G. 43 1968 Reducing the memory requirements of dynamic programming. Zbl 0165.54201Wong, P. J.; Luenberger, D. G. 4 1968 A generalized maximum principle. Zbl 0161.09601Luenberger, D. G. 2 1966 Invertible solutions to the operator equation \(TA-BT = C\). Zbl 0138.07802Luenberger, D. G. 18 1965 all cited Publications top 5 cited Publications all top 5 Cited by 4,539 Authors 23 White, Luther W. 21 Luenberger, David G. 18 Briec, Walter 17 Balbás, Alejandro 17 Färe, Rolf 16 Teo, Kok Lay 14 Andrei, Neculai 14 Pham Huu Anh Ngoc 13 Fang, Shu-Cherng 13 Hager, William W. 13 Protas, Bartosz 12 Babaie-Kafaki, Saman 12 Borwein, Jonathan Michael 12 Simo, Juan Carlos 11 Aparicio, Juan Pablo 11 Bertsekas, Dimitri Panteli 11 Loxton, Ryan Christopher 10 Lewis, Frank Leroy 10 Zeidan, Vera Michel 9 Balbás, Raquel 9 Chambers, Robert G. 9 Miehe, Christian 9 Wriggers, Peter 8 Balbás, Beatriz 8 Christodoulou, Manolis A. 8 Dauer, Jerald P. 8 Kanamori, Takafumi 8 Konno, Hiroshi 8 Li, Duan 8 Lin, Qun 8 Martínez, José Mario 8 Pastor, Jesús T. 8 Šimon Hilscher, Roman 7 Boyd, Stephen Poythress 7 Evstigneev, Igor V. 7 Farina, Lorenzo 7 Ferreira, Orizon Pereira 7 Geromel, Jose Claudio 7 Grosskopf, Shawna 7 Huang, Chih-Peng 7 Kerstens, Kristiaan 7 Lam, James 7 Lovass-Nagy, Victor 7 Rapcsák, Tamás 7 Rustem, Berc 7 Terra, Marco Henrique 7 Tseng, Paul 7 Yao, Haixiang 7 Zhang, Junfeng 7 Zohdi, Tarek I. 6 Banaszuk, Andrzej 6 Bazaraa, Mokhtar S. 6 Benvenuti, Luca 6 Chen, Ping 6 Effati, Sohrab 6 Flåm, Sjur Didrik 6 Hammer, Jacob 6 Hens, Thorsten 6 Howlett, Phil G. 6 Kaczorek, Tadeusz 6 Lai, Hang-Chin 6 Lukšan, Ladislav 6 Martin, Clyde Franklin 6 Steinmann, Paul 6 Wolkowicz, Henry 6 Yao, Jen-Chih 6 Yavin, Yaakov 5 Al-Baali, Mehiddin 5 Anderson, Brian David Outram 5 Balashov, Maxim Viktorovich 5 Banks, Harvey Thomas 5 Berg, Kimmo 5 Campbell, Stephen LaVern 5 Dax, Achiya 5 Filasová, Anna 5 Fukuyama, Hirofumi 5 Galligani, Emanuele 5 Getz, Wayne M. 5 Goode, Jamie J. 5 Haurie, Alain B. 5 Heras, Antonio 5 Jamshidian, Mortaza 5 Krijnen, Wim P. 5 Landi, Germana 5 Landsman, Zinoviy M. 5 Louzeiro, Mauricio Silva 5 Martínez-Legaz, Juan-Enrique 5 Mertzios, Basil G. 5 Misra, Pradeep 5 Munk, Axel 5 Pardalos, Panos M. 5 Patriksson, Michael 5 Ruggiero, Valeria 5 Shorten, Robert N. 5 Smith, Robert Longworth 5 Nguyen Khoa Son 5 Tanaka, Kensuke 5 Thuan, Do Duc 5 Tröltzsch, Fredi 5 Volkwein, Stefan ...and 4,439 more Authors all top 5 Cited in 442 Serials 271 Journal of Optimization Theory and Applications 147 Automatica 121 European Journal of Operational Research 118 International Journal of Control 95 Journal of Mathematical Analysis and Applications 92 Computer Methods in Applied Mechanics and Engineering 80 Applied Mathematics and Computation 68 International Journal of Systems Science 62 Systems & Control Letters 60 Linear Algebra and its Applications 45 Journal of Computational and Applied Mathematics 45 Mathematical Programming. Series A. Series B 42 Computers & Mathematics with Applications 41 Optimization 40 Annals of Operations Research 39 Mathematical Programming 36 Circuits, Systems, and Signal Processing 36 Journal of Global Optimization 35 Computational Optimization and Applications 31 Optimization Methods & Software 29 Journal of Economic Theory 28 Journal of the Franklin Institute 25 Journal of Economic Dynamics & Control 24 Numerische Mathematik 23 Computers & Operations Research 23 International Journal of Systems Science. Principles and Applications of Systems and Integration 22 Mathematical Biosciences 21 Applied Mathematics and Optimization 21 Journal of Econometrics 21 Numerical Functional Analysis and Optimization 21 Optimization Letters 20 Journal of Mathematical Economics 19 Economic Theory 19 Mathematical Problems in Engineering 17 Fuzzy Sets and Systems 17 Mathematical and Computer Modelling 17 Numerical Algorithms 16 Journal of Computational Physics 16 Insurance Mathematics & Economics 16 Operations Research Letters 15 SIAM Journal on Control and Optimization 15 Applied Mathematical Modelling 14 Computational Mechanics 14 International Journal of Theoretical and Applied Finance 13 Mathematics and Computers in Simulation 13 Computational Statistics and Data Analysis 13 SIAM Journal on Optimization 13 SIAM Journal on Scientific Computing 13 European Journal of Control 12 Discrete Applied Mathematics 12 Psychometrika 12 Journal of Statistical Planning and Inference 12 MCSS. Mathematics of Control, Signals, and Systems 12 Economics Letters 12 Communications in Statistics. Theory and Methods 12 Pattern Recognition 11 Kybernetika 11 Journal of Information & Optimization Sciences 11 International Journal of Computer Mathematics 11 International Journal of Robust and Nonlinear Control 11 Computational and Applied Mathematics 10 Journal of Approximation Theory 10 International Journal of Applied Mathematics and Computer Science 9 Computing 9 Neural Networks 9 Games and Economic Behavior 9 Mathematical Finance 9 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 9 Optimization and Engineering 9 Mathematics and Financial Economics 8 The Annals of Statistics 8 Information Sciences 8 Journal of Differential Equations 8 Mathematical Social Sciences 8 Applied Mathematics Letters 8 Neural Computation 8 Journal of Difference Equations and Applications 8 Quantitative Finance 8 Structural and Multidisciplinary Optimization 8 Journal of Industrial and Management Optimization 8 International Journal of Control, I. Series 7 Journal of Fluid Mechanics 7 Chaos, Solitons and Fractals 7 Physica D 7 Applied Numerical Mathematics 7 Journal of Economics 7 Journal of Statistical Computation and Simulation 7 Journal of Mathematical Imaging and Vision 7 Abstract and Applied Analysis 7 Mathematical Geology 7 SIAM Journal on Imaging Sciences 6 Journal of Mathematical Biology 6 BIT 6 Journal of Multivariate Analysis 6 Computer Aided Geometric Design 6 Machine Learning 6 Automation and Remote Control 6 Zeitschrift für Operations Research. Serie A: Theorie 6 Archive of Applied Mechanics 6 International Transactions in Operational Research ...and 342 more Serials all top 5 Cited in 57 Fields 1,259 Operations research, mathematical programming (90-XX) 826 Systems theory; control (93-XX) 635 Numerical analysis (65-XX) 534 Calculus of variations and optimal control; optimization (49-XX) 497 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 261 Statistics (62-XX) 177 Mechanics of deformable solids (74-XX) 149 Ordinary differential equations (34-XX) 148 Computer science (68-XX) 128 Biology and other natural sciences (92-XX) 125 Probability theory and stochastic processes (60-XX) 116 Linear and multilinear algebra; matrix theory (15-XX) 82 Partial differential equations (35-XX) 62 Information and communication theory, circuits (94-XX) 61 Approximations and expansions (41-XX) 54 Functional analysis (46-XX) 53 Difference and functional equations (39-XX) 52 Fluid mechanics (76-XX) 48 Operator theory (47-XX) 37 Real functions (26-XX) 31 Dynamical systems and ergodic theory (37-XX) 30 Mechanics of particles and systems (70-XX) 26 Convex and discrete geometry (52-XX) 25 Combinatorics (05-XX) 22 Geophysics (86-XX) 16 Integral equations (45-XX) 15 Classical thermodynamics, heat transfer (80-XX) 14 Differential geometry (53-XX) 14 Global analysis, analysis on manifolds (58-XX) 14 Optics, electromagnetic theory (78-XX) 13 Quantum theory (81-XX) 13 Statistical mechanics, structure of matter (82-XX) 12 Functions of a complex variable (30-XX) 11 General topology (54-XX) 8 History and biography (01-XX) 8 Mathematical logic and foundations (03-XX) 7 Measure and integration (28-XX) 7 Integral transforms, operational calculus (44-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 Order, lattices, ordered algebraic structures (06-XX) 5 Manifolds and cell complexes (57-XX) 4 General and overarching topics; collections (00-XX) 4 Geometry (51-XX) 3 Field theory and polynomials (12-XX) 3 Commutative algebra (13-XX) 3 Potential theory (31-XX) 2 Number theory (11-XX) 2 Algebraic geometry (14-XX) 2 Group theory and generalizations (20-XX) 2 Topological groups, Lie groups (22-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Special functions (33-XX) 2 Astronomy and astrophysics (85-XX) 2 Mathematics education (97-XX) 1 Associative rings and algebras (16-XX) 1 Nonassociative rings and algebras (17-XX) 1 Sequences, series, summability (40-XX) Citations by Year