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1.
In this paper, we consider the consumption and investment problem with random horizon in a Batch Markov Arrival Process (BMAP) model. The investor invests her wealth in a financial market consisting of a risk-free asset and a risky asset. The price processes of the riskless asset and the risky asset are modulated by a continuous-time Markov chain, which is the phase process of a BMAP. The possible consumption or investment are restricted to a sequence of random discrete time points which are determined by the same BMAP. The investor has only consumption opportunities at some of these random time points, has both consumption and investment opportunities at some other random time points, and can do nothing at the remaining random time points. The object of the investor is to select the consumption–investment strategy that maximizes the expected total discounted utility. The purpose of this paper is to analyze the impact of the consumption–investment opportunity and the economic state on the value functions and consumption–investment strategies. The general solution and the exact solution under the assumption that the consumption and the terminal wealth are evaluated by the power utility are obtained. Finally, a numerical example is presented.  相似文献   
2.
This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk and uncertainty, though the classical uncertainty free case is also included. The insurer and reinsurer degrees of uncertainty do not have to be identical. The decision variable is not the retained (or ceded) risk, but its sensitivity with respect to the total claims. Thus, if one imposes strictly positive lower bounds for this variable, the reinsurer moral hazard is totally eliminated.Three main contributions seem to be reached. Firstly, necessary and sufficient optimality conditions are given in a very general setting. Secondly, the optimal contract is often a bang–bang solution, i.e., the sensitivity between the retained risk and the total claims saturates the imposed constraints. Thirdly, the optimal reinsurance problem is equivalent to other linear programming problem, despite the fact that risk, uncertainty, and many premium principles are not linear. This may be important because linear problems may be easily solved in practice, since there are very efficient algorithms.  相似文献   
3.
This paper studies the time-consistent investment strategy for a defined contribution (DC) pension plan under the mean–variance criterion. Since the time horizon of a pension fund management problem is relatively long, two background risks are taken into account: the inflation risk and the salary risk. Meanwhile, there are a risk-free asset, a stock and an inflation-indexed bond available in the financial market. The extended Hamilton–Jacobi–Bellman (HJB for short) equation of the equilibrium value function and the verification theorem corresponding to our problem are presented. The closed-form time-consistent investment strategy and the equilibrium efficient frontier are obtained by stochastic control technique. The effects of the inflation and stochastic income on the equilibrium strategy and the equilibrium efficient frontier are illustrated by mathematical and numerical analysis. Finally, we compare in detail the time-consistent results in our paper with the pre-commitment one and find the distinct properties of these two results.  相似文献   
4.
Consider first passage percolation on with passage times given by i.i.d. random variables with common distribution F. Let be the time from u to v for a path π and the minimal time among all paths from u to v. We ask whether or not there exist points and a semi‐infinite path such that for all n. Necessary and sufficient conditions on F are given for this to occur. When the support of F is unbounded, we also obtain results on the number of edges with large passage time used by geodesics. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 47, 414–423, 2015  相似文献   
5.
Bioeconomic analyses of spatial fishery models have established that marine reserves can be economically optimal (i.e., maximize sustainable profit) when there is some type of spatial heterogeneity in the system. Analyses of spatially continuous models and models with more than two discrete patches have also demonstrated that marine reserves can be economically optimal even when the system is spatially homogeneous. In this note we analyze a spatially homogeneous two‐patch model and show that marine reserves can be economically optimal in this case as well. The model we study includes the possibility that fishing can damage habitat. In this model, marine reserves are necessary to maximize sustainable profit when dispersal between the patches is sufficiently high and habitat is especially vulnerable to damage.  相似文献   
6.
In this paper, we consider a stochastic control problem on a finite time horizon. The unit price of capital obeys a logarithmic Brownian motion, and the income from production is also subject to the random Brownian fluctuations. The goal is to choose optimal investment and consumption policies to maximize the finite horizon expected discounted hyperbolic absolute risk aversion utility of consumption. A dynamic programming principle is used to derive a time‐dependent Hamilton–Jacobi–Bellman equation. The Leray–Schauder fixed point theorem is used to obtain existence of solution of the HJB equation. At last, we derive the optimal investment and consumption policies by the verification theorem. The main contribution in this paper is the use of PDE technique to the finite time problem for obtaining optimal polices. Copyright © 2014 John Wiley & Sons, Ltd.  相似文献   
7.
In this paper, we study an optimal control problem for the mixed boundary value problem for an elastic body with quasistatic evolution of an internal damage variable. We suppose that the evolution of microscopic cracks and cavities responsible for the damage is described by a nonlinear parabolic equation. A density of surface traction p acting on a part of boundary of an elastic body Ω is taken as a boundary control. Because the initial boundary value problem of this type can exhibit the Lavrentieff phenomenon and non‐uniqueness of weak solutions, we deal with the solvability of this problem in the class of weak variational solutions. Using the convergence concept in variable spaces and following the direct method in calculus of variations, we prove the existence of optimal and approximate solutions to the optimal control problem under rather general assumptions on the quasistatic evolution of damage. Copyright © 2014 John Wiley & Sons, Ltd.  相似文献   
8.
In this paper, we discuss the superconvergence of mixed finite element methods for a semilinear elliptic control problem with an integral constraint. The state and costate are approximated by the order $k=1$ Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise constant functions. Approximation of the optimal control of the continuous optimal control problem will be constructed by a projection of the discrete adjoint state. It is proved that this approximation has convergence order $h^{2}$ in $L^{\infty}$-norm. Finally, a numerical example is given to demonstrate the theoretical results.  相似文献   
9.
We consider the creation of the maximum Raman coherence in the six-level Λ system using optimal control theory. Optimal fields are designed for different initial conditions, resonant, and off-resonant, using the Krotov method including a reference field into the cost functional. Suppression of the population transfer to the intermediate level is achieved via an additional functional constraint which depends on the system dynamics. We demonstrate that the spectrum of the optimised fields has major contribution from the corresponding resonant frequencies independently of the choice of carrier frequency of the initial guess field. We also indicate that the pulse train emerges as a solution of the control problem of coherence optimisation in multi-level quantum systems.  相似文献   
10.
Zhenbin Fan 《Optimization》2014,63(8):1205-1217
In this paper, we study the approximate controllability of a linear fractional differential equation by using the method of regularization of Tikhonov. New concepts and results about controllability are established. Then, under the condition of the positivity of the controllability operator, we obtain that the linear system can be steered to an arbitrary small neighbourhood of the fractional integral of the state at final time.  相似文献   
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