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121.
Many optimization problems occur in both theory and practice when one has to optimize an objective function while an infinite number of constraints must be satisfied. The aim of this paper in to describe methods of handling such problems numerically in an effective manner. We also indicate a number of applications. 相似文献
122.
The literature on maintenance models is surveyed. The focus is on work appearing since the 1965 survey, “Maintenance Policies for Stochastically Failing Equipment: A Survey” by John McCall and the 1965 book, The Mathematical Theory of Reliability, by Richard Barlow and Frank Proschan. The survey includes models which involve an optimal decision to procure, inspect, and repair and/or replace a unit subject to deterioration in service. 相似文献
123.
A mixed optimization technique for optimal machine replacement is presented which allows much more flexibility than previous models. Optimal purchase, maintenance and sale of a given machine between any two given points in time is treated as a subproblem, which one may choose to solve via control theory, dynamic programming, or practical engineering considerations. (A control theory formulation is used in the paper as an illustration.) These subproblem solutions are then incorporated into a Wagner-Whitin formulation for solution of the full problem. The technique is particularly useful for problems with such asymmetries as an existing initial machine or uneven technological change. A simple numerical example is solved in the Appendix. 相似文献
124.
125.
A set of edges D called an isolation set, is said to isolate a set of nodes R from an undirected network if every chain between the nodes in R contains at least one edge from the set D. Associated with each edge of the network is a positive cost. The isolation problem is concerned with finding an isolation set such that the sum of its edge costs is a minimum. This paper formulates the problem of determining the minimal cost isolation as a 0–1 integer linear programming problem. An algorithm is presented which applies a branch and bound enumerative scheme to a decomposed linear program whose dual subproblems are minimal cost network flow problems. Computational results are given. The problem is also formulated as a special quadratic assignment problem and an algorithm is presented that finds a local optimal solution. This local solution is used for an initial bound. 相似文献
126.
J. P. Evans 《海军后勤学研究》1970,17(3):281-286
In this paper we examine the relationship between two constraint qualifications developed by Abadie and Arrow, Hurwicz, and Uzawa. A third constraint qualification is discussed and shown to be weaker than either of those mentioned above. 相似文献
127.
A single component system is assumed to progress through a finite number of increasingly bad levels of deterioration. The system with level i (0 ≤ i ≤ n) starts in state 0 when new, and is definitely replaced upon reaching the worthless state n. It is assumed that the transition times are directly monitored and the admissible class of strategies allows substitution of a new component only at such transition times. The durations in various deterioration levels are dependent random variables with exponential marginal distributions and a particularly convenient joint distribution. Strategies are chosen to maximize the average rewards per unit time. For some reward functions (with the reward rate depending on the state and the duration in this state) the knowledge of previous state duration provides useful information about the rate of deterioration. 相似文献
128.
This paper gives characterization of optimal Solutions for convex semiinfinite programming problems. These characterizations are free of a constraint qualification assumption. Thus they overcome the deficiencies of the semiinfinite versions of the Fritz John and the Kuhn-Tucker theories, which give only necessary or sufficient conditions for optimality, but not both. 相似文献
129.
This paper analyzes the problem faced by a field commander who, confronted by an enemy on N battlefields, must determine an interdiction policy for the enemy's logistics system which minimizes the amount of war material flowing through this system per unit time. The resource utilized to achieve this interdiction is subject to constraint. It can be shown that this problem is equivalent to determining the set of arcs Z* to remove subject to constraint from a directed graph G such that the resulting maximal flow is minimized. A branch and bound algorithm for the solution to this problem is described, and a numerical example is provided. 相似文献
130.
Generalized Lagrange Multipliers (GLM) are used to develop an algorithm for a type of multiproduct single period production planning problem which involves discontinuities of the fixed charge variety. Several properties of the GLM technique are developed for this class of problems and from these properties an algorithm is obtained. The problem of resolving the gaps which are exposed by the GLM procedure is considered, and an example involving a quadratic cost function is explored in detail. 相似文献