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We consider an expansion planning problem for Waste‐to‐Energy (WtE) systems facing uncertainty in future waste supplies. The WtE expansion plans are regarded as strategic, long term decisions, while the waste distribution and treatment are medium to short term operational decisions which can adapt to the actual waste collected. We propose a prediction set uncertainty model which integrates a set of waste generation forecasts and is constructed based on user‐specified levels of forecasting errors. Next, we use the prediction sets for WtE expansion scenario analysis. More specifically, for a given WtE expansion plan, the guaranteed net present value (NPV) is evaluated by computing an extreme value forecast trajectory of future waste generation from the prediction set that minimizes the maximum NPV of the WtE project. This problem is essentially a multiple stage min‐max dynamic optimization problem. By exploiting the structure of the WtE problem, we show this is equivalent to a simpler min‐max optimization problem, which can be further transformed into a single mixed‐integer linear program. Furthermore, we extend the model to optimize the guaranteed NPV by searching over the set of all feasible expansion scenarios, and show that this can be solved by an exact cutting plane approach. We also propose a heuristic based on a constant proportion distribution rule for the WtE expansion optimization model, which reduces the problem into a moderate size mixed‐integer program. Finally, our computational studies demonstrate that our proposed expansion model solutions are very stable and competitive in performance compared to scenario tree approaches. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 47–70, 2016 相似文献
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We develop a risk‐sensitive strategic facility sizing model that makes use of readily obtainable data and addresses both capacity and responsiveness considerations. We focus on facilities whose original size cannot be adjusted over time and limits the total production equipment they can hold, which is added sequentially during a finite planning horizon. The model is parsimonious by design for compatibility with the nature of available data during early planning stages. We model demand via a univariate random variable with arbitrary forecast profiles for equipment expansion, and assume the supporting equipment additions are continuous and decided ex‐post. Under constant absolute risk aversion, operating profits are the closed‐form solution to a nontrivial linear program, thus characterizing the sizing decision via a single first‐order condition. This solution has several desired features, including the optimal facility size being eventually decreasing in forecast uncertainty and decreasing in risk aversion, as well as being generally robust to demand forecast uncertainty and cost errors. We provide structural results and show that ignoring risk considerations can lead to poor facility sizing decisions that deteriorate with increased forecast uncertainty. Existing models ignore risk considerations and assume the facility size can be adjusted over time, effectively shortening the planning horizon. Our main contribution is in addressing the problem that arises when that assumption is relaxed and, as a result, risk sensitivity and the challenges introduced by longer planning horizons and higher uncertainty must be considered. Finally, we derive accurate spreadsheet‐implementable approximations to the optimal solution, which make this model a practical capacity planning tool.© 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008 相似文献
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从对运载能力影响角度开展固体运载火箭发动机推力向量控制系统比较分析研究。设计了三种采用不同发动机推力向量控制系统的多级固体运载火箭方案,将增广乘子法与共轭方向法相结合,对固体运载火箭上升段弹道进行了优化设计,给出运载能力评估结果。研究表明,起飞质量均为50 000kg,目标轨道均为300km太阳同步轨道时,采用栅格舵和侧喷流作为推力向量控制系统方案,比采用燃气舵和侧喷流作为推力向量控制系统方案,运载能力提高70kg,比各级固体发动机全部采用摆动喷管控制方案,运载能力提高115kg,为固体运载火箭总体方案论证提供理论依据。 相似文献
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In this study, we illustrate a real‐time approximate dynamic programming (RTADP) method for solving multistage capacity decision problems in a stochastic manufacturing environment, by using an exemplary three‐stage manufacturing system with recycle. The system is a moderate size queuing network, which experiences stochastic variations in demand and product yield. The dynamic capacity decision problem is formulated as a Markov decision process (MDP). The proposed RTADP method starts with a set of heuristics and learns a superior quality solution by interacting with the stochastic system via simulation. The curse‐of‐dimensionality associated with DP methods is alleviated by the adoption of several notions including “evolving set of relevant states,” for which the value function table is built and updated, “adaptive action set” for keeping track of attractive action candidates, and “nonparametric k nearest neighbor averager” for value function approximation. The performance of the learned solution is evaluated against (1) an “ideal” solution derived using a mixed integer programming (MIP) formulation, which assumes full knowledge of future realized values of the stochastic variables (2) a myopic heuristic solution, and (3) a sample path based rolling horizon MIP solution. The policy learned through the RTADP method turned out to be superior to polices of 2 and 3. © 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010 相似文献
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We consider a discrete time‐and‐space route‐optimization problem across a finite time horizon in which multiple searchers seek to detect one or more probabilistically moving targets. This article formulates a novel convex mixed‐integer nonlinear program for this problem that generalizes earlier models to situations with multiple targets, searcher deconfliction, and target‐ and location‐dependent search effectiveness. We present two solution approaches, one based on the cutting‐plane method and the other on linearization. These approaches result in the first practical exact algorithms for solving this important problem, which arises broadly in military, rescue, law enforcement, and border patrol operations. The cutting‐plane approach solves many realistically sized problem instances in a few minutes, while existing branch‐and‐bound algorithms fail. A specialized cut improves solution time by 50[percnt] in difficult problem instances. The approach based on linearization, which is applicable in important special cases, may further reduce solution time with one or two orders of magnitude. The solution time for the cutting‐plane approach tends to remain constant as the number of searchers grows. In part, then, we overcome the difficulty that earlier solution methods have with many searchers. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010 相似文献
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无人机系统是未来进行信息对抗、夺取信息优势、实施火力打击的重要手段。"自主性"是无人机系统区别于有人机最重要的技术特征,实现无人机系统的自主控制,提高其智能程度,是无人机系统的重要发展趋势。对无人机系统自主控制问题进行了阐述,首先分析了无人机系统自主控制技术的发展需求,然后介绍了自主控制的概念和自主等级的划分;分析了无人机系统自主控制技术的研究现状,提出了无人机系统自主控制的关键技术问题,主要包括体系结构、感知与认知、规划与控制、协同与交互等;最后对无人机系统自主控制技术的发展趋势进行了展望。 相似文献
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针对平面型空间机械臂关节轨迹优化问题,提出一种基于小波配点法的数值算法。该算法在区间样条小波函数及其导数算法的基础上,对状态变量与控制变量在小波配点上作离散化处理,然后将原最优控制问题转化为以小波系数为优化参数的非线性规划问题,利用非线性规划算法求解该问题得到原问题的解。算法可充分利用小波具有非线性逼近的优点,提高计算精度和效率。对典型问题进行数值仿真,结果表明该算法对空间机械臂关节轨迹优化问题是有效的。 相似文献