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61.
62.
A duality theory is developed for mathematical programs with strictly quasi-concave objective functions to be maximized over a convex set. This work broadens the duality theory of Rockafellar and Peterson from concave (convex) functions to quasi-concave (quasi-convex) functions. The theory is closely related to the utility theory in economics. An example from economic planning is examined and the solution to the dual program is shown to have the properties normally associated with market prices. 相似文献
63.
The article attempts to show how network theory may be applied to gain new and better insights into basic economic problems. Starting with a precise definition of what is meant by acting and, in particular, by economic acting, we direct the line of argumentation toward solving the problem of how to aggregate economic decisions. Results indicate that network theory might well prove itself to be a powerful instrument in developing a theory of human behavior much more comprehensive than currently used models. 相似文献
64.
Jeffrey H. Grotte 《海军后勤学研究》1978,25(2):315-322
This paper considers the problem of allocating weapons to achieve targeting objectives while simultaneously minimizing aggregate damage to surrounding nonmilitary facilities, each of which has an upper limit to the damage it is permitted to incur. A model is formulated which assumes only that damage to individual targets or associated facilities does not decrease as the number of allocated weapons increases. An implicit enumeration algorithm, based on that of Lawler and Bell is described that yields optimal integer solutions. An example is presented. 相似文献
65.
S. H. Tijs 《海军后勤学研究》1981,28(1):153-156
For the family D, consisting of those zero-sum two-person games which have a value, the value-function on D is characterized by four properties called objectivity, monotony, symmetry and sufficiency. 相似文献
66.
In this article we formulate an analytical model of preventive maintenance and safety stock strategies in a production environment subject to random machine breakdowns. Traditionally, preventive maintenance and safety stocks have been independently studied as two separate strategies for coping with machine breakdowns. Our intent is to develop a unified framework so that the two are jointly considered. We illustrate the trade-off between investing in the two options. In addition, we provide optimality conditions under which either one or both strategies should be implemented to minimize the associated cost function. Specifically, cases with deterministic and exponential repair time distributions are analyzed in detail. We include numerical examples to illustrate the determination of optimal strategies for preventive maintenance and safety stocks. © 1997 John Wiley & Sons, Inc. 相似文献
67.
Multiple-facility loading (MFL) involves the allocation of products among a set of finite-capacity facilities. Applications of MFL arise naturally in a variety of production scheduling environments. MFL models typically assume that capacity is consumed as a linear function of products assigned to a facility. Product similarities and differences, however, result in capacity-based economies or diseconomies of scope, and thus the effective capacity of the facility is often a (nonlinear) function of the set of tasks assigned to the facility. This article addresses the multiple-facility loading problem under capacity-based economies (and diseconomies) of scope (MFLS). We formulate MFLS as a nonlinear 0–1 mixed-integer programming problem, and we discuss some useful properties. MFLS generalizes many well-known combinatorial optimization problems, such as the capacitated facility location problem and the generalized assignment problem. We also define a tabu-search heuristic and a branch-and-bound algorithm for MFLS. The tabu-search heuristic alternates between two search phases, a regional search and a diversification search, and offers a novel approach to solution diversification. We also report computational experience with the procedures. In addition to demonstrating MFLS problem tractability, the computational results indicate that the heuristic is an effective tool for obtaining high-quality solutions to MFLS. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 229–256, 1997 相似文献
68.
Consider a simulation experiment consisting of v independent vector replications across k systems, where in any given replication one system is selected as the best performer (i.e., it wins). Each system has an unknown constant probability of winning in any replication and the numbers of wins for the individual systems follow a multinomial distribution. The classical multinomial selection procedure of Bechhofer, Elmaghraby, and Morse (Procedure BEM) prescribes a minimum number of replications, denoted as v*, so that the probability of correctly selecting the true best system (PCS) meets or exceeds a prespecified probability. Assuming that larger is better, Procedure BEM selects as best the system having the largest value of the performance measure in more replications than any other system. We use these same v* replications across k systems to form (v*)k pseudoreplications that contain one observation from each system, and develop Procedure AVC (All Vector Comparisons) to achieve a higher PCS than with Procedure BEM. For specific small-sample cases and via a large-sample approximation we show that the PCS with Procedure AVC exceeds the PCS with Procedure BEM. We also show that with Procedure AVC we achieve a given PCS with a smaller v than the v* required with Procedure BEM. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 459–482, 1998 相似文献
69.
The maximum likelihood estimator (MLE) for a distribution function with increasing failure rate is derived, based on a collection of series system data. Applications can arise in industries where operating environments make available only such system-level data, due to system configuration or type-II censoring. The estimator can be solved using isotonic regression. For the special case in which systems contain one component, the estimator is equivalent to the restricted maximum likelihood estimator of Marshall and Proschan [9]. The MLE is illustrated using emergency diesel generator failure data from the nuclear industry. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 115–123, 1998 相似文献
70.
We consider optimal test plans involving life distributions with failure‐free life, i.e., where there is an unknown threshold parameter below which no failure will occur. These distributions do not satisfy the regularity conditions and thus the usual approach of using the Fisher information matrix to obtain an optimal accelerated life testing (ALT) plan cannot be applied. In this paper, we assume that lifetime follows a two‐parameter exponential distribution and the stress‐life relationship is given by the inverse power law model. Near‐optimal test plans for constant‐stress ALT under both failure‐censoring and time‐censoring are obtained. We first obtain unbiased estimates for the parameters and give the approximate variance of these estimates for both failure‐censored and time‐censored data. Using these results, the variance for the approximate unbiased estimate of a percentile at a design stress is computed and then minimized to produce the near‐optimal plan. Finally, a numerical example is presented together with simulation results to study the accuracy of the approximate variance given by the proposed plan and show that it outperforms the equal‐allocation plan. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 169–186, 1999 相似文献