全文获取类型
收费全文 | 100篇 |
免费 | 42篇 |
国内免费 | 3篇 |
出版年
2023年 | 1篇 |
2022年 | 1篇 |
2020年 | 5篇 |
2019年 | 4篇 |
2018年 | 2篇 |
2017年 | 3篇 |
2016年 | 4篇 |
2015年 | 6篇 |
2014年 | 8篇 |
2013年 | 9篇 |
2012年 | 10篇 |
2011年 | 8篇 |
2010年 | 6篇 |
2009年 | 6篇 |
2008年 | 3篇 |
2007年 | 6篇 |
2006年 | 7篇 |
2005年 | 7篇 |
2004年 | 6篇 |
2003年 | 6篇 |
2002年 | 7篇 |
2001年 | 5篇 |
2000年 | 5篇 |
1999年 | 3篇 |
1998年 | 3篇 |
1997年 | 1篇 |
1996年 | 3篇 |
1994年 | 2篇 |
1993年 | 1篇 |
1990年 | 6篇 |
1989年 | 1篇 |
排序方式: 共有145条查询结果,搜索用时 125 毫秒
1.
2.
金融数学中关于美式期权的定价理论最后归结为一个对扩散过程的最优停止问题,扩散过程是特殊的马氏过程,本文讨论了当报酬函数非负时的值函数性质及其最优停时的表示。特别对带折扣的报酬的讨论,更加符合金融数学的需要 相似文献
3.
We seek dynamic server assignment policies in finite‐capacity queueing systems with flexible and collaborative servers, which involve an assembly and/or a disassembly operation. The objective is to maximize the steady‐state throughput. We completely characterize the optimal policy for a Markovian system with two servers, two feeder stations, and instantaneous assembly and disassembly operations. This optimal policy allocates one server per station unless one of the stations is blocked, in which case both servers work at the unblocked station. For Markovian systems with three stations and instantaneous assembly and/or disassembly operations, we consider similar policies that move a server away from his/her “primary” station only when that station is blocked or starving. We determine the optimal assignment of each server whose primary station is blocked or starving in systems with three stations and zero buffers, by formulating the problem as a Markov decision process. Using this optimal assignment, we develop heuristic policies for systems with three or more stations and positive buffers, and show by means of a numerical study that these policies provide near‐optimal throughput. Furthermore, our numerical study shows that these policies developed for assembly‐type systems also work well in tandem systems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008 相似文献
4.
This study investigates the statistical process control application for monitoring queue length data in M/G/1 systems. Specifically, we studied the average run length (ARL) characteristics of two different control charts for detecting changes in system utilization. First, the nL chart monitors the sums of successive queue length samples by subgrouping individual observations with sample size n. Next is the individual chart with a warning zone whose control scheme is specified by two pairs of parameters, (upper control limit, du) and (lower control limit, dl), as proposed by Bhat and Rao (Oper Res 20 (1972) 955–966). We will present approaches to calculate ARL for the two types of control charts using the Markov chain formulation and also investigate the effects of parameters of the control charts to provide useful design guidelines for better performance. Extensive numerical results are included for illustration. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011 相似文献
5.
在(1+1)EAs中,采用马尔可夫链推移时间分析法,推导出了平均首次命中时间的表达式。从理论上分析了变异概率对平均首次命中时间的影响。结果表明适当的变异概率会缩短平均首次命中时间,加快进化算法的寻优时间。 相似文献
6.
We consider the integrated problem of optimally maintaining an imperfect, deteriorating sensor and the safety‐critical system it monitors. The sensor's costless observations of the binary state of the system become less informative over time. A costly full inspection may be conducted to perfectly discern the state of the system, after which the system is replaced if it is in the out‐of‐control state. In addition, a full inspection provides the opportunity to replace the sensor. We formulate the problem of adaptively scheduling full inspections and sensor replacements using a partially observable Markov decision process (POMDP) model. The objective is to minimize the total expected discounted costs associated with system operation, full inspection, system replacement, and sensor replacement. We show that the optimal policy has a threshold structure and demonstrate the value of coordinating system and sensor maintenance via numerical examples. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 399–417, 2017 相似文献
7.
Model parameter estimation and residual life prediction for a partially observable failing system 下载免费PDF全文
We consider a partially observable degrading system subject to condition monitoring and random failure. The system's condition is categorized into one of three states: a healthy state, a warning state, and a failure state. Only the failure state is observable. While the system is operational, vector data that is stochastically related to the system state is obtained through condition monitoring at regular sampling epochs. The state process evolution follows a hidden semi‐Markov model (HSMM) and Erlang distribution is used for modeling the system's sojourn time in each of its operational states. The Expectation‐maximization (EM) algorithm is applied to estimate the state and observation parameters of the HSMM. Explicit formulas for several important quantities for the system residual life estimation such as the conditional reliability function and the mean residual life are derived in terms of the posterior probability that the system is in the warning state. Numerical examples are presented to demonstrate the applicability of the estimation procedure and failure prediction method. A comparison results with hidden Markov modeling are provided to illustrate the effectiveness of the proposed model. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 190–205, 2015 相似文献
8.
Choosing arrival process models for service systems: Tests of a nonhomogeneous Poisson process 下载免费PDF全文
Service systems such as call centers and hospital emergency rooms typically have strongly time‐varying arrival rates. Thus, a nonhomogeneous Poisson process (NHPP) is a natural model for the arrival process in a queueing model for performance analysis. Nevertheless, it is important to perform statistical tests with service system data to confirm that an NHPP is actually appropriate, as emphasized by Brown et al. [8]. They suggested a specific statistical test based on the Kolmogorov–Smirnov (KS) statistic after exploiting the conditional‐uniform (CU) property to transform the NHPP into a sequence of i.i.d. random variables uniformly distributed on [0,1] and then performing a logarithmic transformation of the data. We investigate why it is important to perform the final data transformation and consider what form it should take. We conduct extensive simulation experiments to study the power of these alternative statistical tests. We conclude that the general approach of Brown et al. [8] is excellent, but that an alternative data transformation proposed by Lewis [22], drawing upon Durbin [10], produces a test of an NHPP test with consistently greater power. We also conclude that the KS test after the CU transformation, without any additional data transformation, tends to be best to test against alternative hypotheses that primarily differ from an NHPP only through stochastic and time dependence. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 66–90, 2014 相似文献
9.
In this paper we study higher‐order Markov chain models for analyzing categorical data sequences. We propose an efficient estimation method for the model parameters. Data sequences such as DNA and sales demand are used to illustrate the predicting power of our proposed models. In particular, we apply the developed higher‐order Markov chain model to the server logs data. The objective here is to model the users' behavior in accessing information and to predict their behavior in the future. Our tests are based on a realistic web log and our model shows an improvement in prediction. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004 相似文献
10.
BIT技术是改善系统测试性和诊断能力的重要途径,但是较高的虚警率一直是阻碍BIT广泛应用的一个重要原因。研究过程中将系统状态划分为正常、间歇、故障三种状态,建立了马尔可夫模型,分析、对比了三态模型与两态模型的关系。理论分析结果表明:基于三态模型的BIT,在提高故障检测率的同时,还可以较大程度地降低虚警率。 相似文献