David G. Luenberger - Publications

Affiliations: 
Stanford University, Palo Alto, CA 
Area:
Finance, Management Business Administration, Operations Research

38 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2012 Luenberger DG. Pricing dynamic binary variables and their derivatives Quantitative Finance. 12: 451-464. DOI: 10.1080/14697688.2011.584893  0.304
2004 Luenberger DG. Pricing a nontradeable asset and its derivatives Journal of Optimization Theory and Applications. 121: 465-487. DOI: 10.1023/B:Jota.0000037600.85025.Db  0.337
2002 Luenberger DG. Systems concepts in fiancial pricing theory Ifac Proceedings Volumes (Ifac-Papersonline). 15: 1-8. DOI: 10.3182/20020721-6-Es-1901.01635  0.321
2002 Luenberger DG. Arbitrage and universal pricing Journal of Economic Dynamics and Control. 26: 1613-1628. DOI: 10.1016/S0165-1889(01)00087-2  0.352
1998 Luenberger DG. Products of trees for investment analysis Journal of Economic Dynamics and Control. 22: 1403-1417. DOI: 10.1016/S0165-1889(98)00018-9  0.303
1995 Luenberger DG. Externalities and benefits Journal of Mathematical Economics. 24: 159-177. DOI: 10.1016/0304-4068(94)00676-2  0.336
1995 Luenberger DG, Maxfield RR. Computing economic equilibria using benefit and surplus functions Computational Economics. 8: 47-64. DOI: 10.1007/Bf01298497  0.354
1994 Luenberger DG. Optimality and the Theory of Value Journal of Economic Theory. 63: 147-169. DOI: 10.1006/Jeth.1994.1037  0.372
1994 Luenberger DG. Dual Pareto Efficiency Journal of Economic Theory. 62: 70-85. DOI: 10.1006/Jeth.1994.1004  0.311
1993 Luenberger DG. A preference foundation for log mean-variance criteria in portfolio choice problems Journal of Economic Dynamics and Control. 17: 887-906. DOI: 10.1016/0165-1889(93)90021-J  0.366
1992 Luenberger DG. A Double Look at Duality Ieee Transactions On Automatic Control. 37: 1474-1482. DOI: 10.1109/9.256366  0.338
1992 Luenberger DG. Benefit functions and duality Journal of Mathematical Economics. 21: 461-481. DOI: 10.1016/0304-4068(92)90035-6  0.304
1992 Luenberger DG. New optimality principles for economic efficiency and equilibrium Journal of Optimization Theory and Applications. 75: 221-264. DOI: 10.1007/Bf00941466  0.395
1987 Luenberger DG. Dynamic equilibria for linear systems and quadratic costs Automatica. 23: 117-121. DOI: 10.1016/0005-1098(87)90121-X  0.419
1986 Luenberger DG. Control of linear dynamic market systems Journal of Economic Dynamics and Control. 10: 339-351. DOI: 10.1016/0165-1889(86)90001-1  0.337
1985 Yamada T, Luenberger DG. Algorithms to Verify Generic Causality and Controllability of Descriptor Systems Ieee Transactions On Automatic Control. 30: 874-880. DOI: 10.1109/Tac.1985.1104069  0.305
1985 Yamada T, Luenberger DG. Generic Controllability Theorems for Descriptor Systems Ieee Transactions On Automatic Control. 30: 144-152. DOI: 10.1109/Tac.1985.1103903  0.334
1985 Luenberger DG. Engineering-Economic Systems: A Problem-Solving Discipline Ifac Proceedings Volumes. 18: 15-19. DOI: 10.1016/S1474-6670(17)60254-4  0.314
1981 Feinstein CD, Luenberger DG. Analysis of the Asymptotic Behavior of Optimal Control Trajectories: The Implicit Programming Problem Siam Journal On Control and Optimization. 19: 561-585. DOI: 10.1137/0319035  0.387
1979 Luenberger DG. Non-linear descriptor systems Journal of Economic Dynamics and Control. 1: 219-242. DOI: 10.1016/S0165-1889(79)90122-2  0.373
1978 Luenberger DG. Time-invariant descriptor systems Automatica. 14: 473-480. DOI: 10.1016/0005-1098(78)90006-7  0.364
1977 Luenberger DG. Dynamic Equations in Descriptor Form Ieee Transactions On Automatic Control. 22: 312-321. DOI: 10.1109/Tac.1977.1101502  0.324
1976 Gabay D, Luenberger DG. Efficiently Converging Minimization Methods Based on the Reduced Gradient Siam Journal On Control and Optimization. 14: 42-61. DOI: 10.1137/0314004  0.379
1975 Luenberger DG. A Nonlinear Economic Control Problem with a Linear Feedback Solution Ieee Transactions On Automatic Control. 20: 184-191. DOI: 10.1109/Tac.1975.1100916  0.403
1974 Oren SS, Luenberger DG. Self-Scaling Variable Metric (SSVM) Algorithms Management Science. 20: 845-862. DOI: 10.1287/Mnsc.20.5.845  0.529
1974 Luenberger DG. A combined penalty function and gradient projection method for nonlinear programming Journal of Optimization Theory and Applications. 14: 477-495. DOI: 10.1007/Bf00932843  0.343
1973 Luenberger DG. An approach to nonlinear programming Journal of Optimization Theory and Applications. 11: 219-227. DOI: 10.1007/Bf00935189  0.358
1972 Jolissaint CH, Arvanitidis NV, Luenberger DG. Decomposition of real and reactive power flows: A method suited for on-line applications Ieee Transactions On Power Apparatus and Systems. 661-670. DOI: 10.1109/Tpas.1972.293252  0.32
1971 Wong PJ, Dressler RM, Luenberger DG. A combined parallel-tangents/penalty-function approach to solving trajectory-optimization problems. Aiaa Journal. 9: 2443-2448. DOI: 10.2514/3.6527  0.326
1971 Luenberger DG. Technical Note-Cyclic Dynamic Programming: A Procedure for Problems with Fixed Delay Operations Research. 19: 1101-1110. DOI: 10.1287/Opre.19.4.1101  0.329
1971 Luenberger DG. Convergence rate of a penalty-function scheme Journal of Optimization Theory and Applications. 7: 39-51. DOI: 10.1007/Bf00933591  0.351
1970 Luenberger DG. The Conjugate Residual Method for Constrained Minimization Problems Siam Journal On Numerical Analysis. 7: 390-398. DOI: 10.1137/0707032  0.328
1970 Luenberger DG. Control Problems with Kinks Ieee Transactions On Automatic Control. 570-575. DOI: 10.1109/Tac.1970.1099557  0.41
1968 Luenberger DG. Tracking of Goal Seeking Vehicles Ieee Transactions On Automatic Control. 13: 74-77. DOI: 10.1109/Tac.1968.1098804  0.316
1967 Luenberger DG. Canonical Forms for Linear Multivariable Systems Ieee Transactions On Automatic Control. 290-293. DOI: 10.1109/Tac.1967.1098584  0.334
1967 Sinnott JF, Luenberger DG. Solution of optimal control problems by the method of conjugate gradients Ieee Transactions On Automatic Control. 5: 566-574. DOI: 10.1109/Jacc.1967.4169028  0.315
1967 Meier L, Luenberger D. Approximation of linear constant systems Ieee Transactions On Automatic Control. 12: 728-735. DOI: 10.1109/Jacc.1966.4168943  0.351
1966 Luenberger DG. Observers for Multivariable Systems Ieee Transactions On Automatic Control. 11: 190-197. DOI: 10.1109/Tac.1966.1098323  0.325
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