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991.
992.
Scenario optimization 总被引:4,自引:0,他引:4
Ron S. Dembo 《Annals of Operations Research》1991,30(1):63-80
Uncertainty in the parameters of a mathematical program may present a modeller with considerable difficulties. Most approaches in the stochastic programming literature place an apparent heavy data and computational burden on the user and as such are often intractable. Moreover, the models themselves are difficult to understand. This probably explains why one seldom sees a fundamentally stochastic model being solved using stochastic programming techniques. Instead, it is common practice to solve a deterministic model with different assumed scenarios for the random coefficients. In this paper we present a simple approach to solving a stochastic model, based on a particular method for combining such scenario solutions into a single, feasible policy. The approach is computationally simple and easy to understand. Because of its generality, it can handle multiple competing objectives, complex stochastic constraints and may be applied in contexts other than optimization. To illustrate our model, we consider two distinct, important applications: the optimal management of a hydro-thermal generating system and an application taken from portfolio optimization. 相似文献
993.
Evgeni A. Nurminski 《Mathematical Programming》1997,76(3):373-391
The equivalent formulation of a convex optimization problem is the computation of a value of a conjugate function at the origin.
The latter can be achieved by approximation of the epigraph of the conjugate function around the origin and gradual refinement
of the approximation. This yields a generic algorithm of convex optimization which transforms into some well-known techniques
when certain strategies of approximation are employed. It also suggests new algorithmic approaches with promising computational
experience and provides a uniform treatment of constrained and unconstrained optimization. 相似文献
994.
Konstantin Volosov Gautam Mitra Fabio Spagnolo Cormac Lucas 《Computational Optimization and Applications》2005,32(1-2):179-207
In this paper we formulate a model for foreign exchange exposure management and (international) cash management taking into consideration random fluctuations of exchange rates. A vector error correction model (VECM) is used to predict the random behaviour of the forward as well as spot rates connecting dollar and sterling. A two-stage stochastic programming (TWOSP) decision model is formulated using these random parameter values. This model computes currency hedging strategies, which provide rolling decisions of how much forward contracts should be bought and how much should be liquidated.The model decisions are investigated through ex post simulation and backtesting in which value at risk (VaR) for alternative decisions are computed. The investigation (a) shows that there is a considerable improvement to “spot only” strategy, (b) provides insight into how these decisions are made and (c) also validates the performance of this model. 相似文献
995.
A. Johansen D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,1(2):141-143
We call attention against what seems to be a widely held misconception according to which large crashes are the largest events
of distributions of price variations with fat tails. We demonstrate on the Dow Jones Industrial Average that with high probability
the three largest crashes in this century are outliers. This result supports the suggestion that large crashes result from
specific amplification processes that might lead to observable pre-cursory signatures.
Received and Revised: 30 November 1997 / Accepted: 8 December 1997 相似文献
996.
Abdellah Bnouhachem Muhammad Aslam Noor 《Journal of Mathematical Analysis and Applications》2006,324(2):1195-1212
In this paper, we suggest and analyze a new inexact proximal point method for solving general variational inequalities, which can be considered as an implicit predictor-corrector method. An easily measurable error term is proposed with further relaxed error bound and an optimal step length is obtained by maximizing the profit-function and is dependent on the previous points. Our results include several known and new techniques for solving variational inequalities and related optimization problems. Results obtained in this paper can be viewed as an important improvement and refinement of the previously known results. Preliminary numerical experiments are included to illustrate the advantage and efficiency of the proposed method. 相似文献
997.
998.
JIANG Long Department of Mathematics China University of Mining Technology Xuzhou China Institute of Mathematics Fudan University Shanghai China School of Mathematics System Sciences Shandong University Jinan China 《中国科学A辑(英文版)》2006,49(10):1353-1362
This paper establishes a limit theorem for solutions of backward stochastic differential equations (BSDEs). By this limit theorem, this paper proves that, under the standard assumption g(t,y,0) = 0, the generator g of a BSDE can be uniquely determined by the corresponding g-expectationεg;this paper also proves that if a filtration consistent expectation S can be represented as a g-expectationεg, then the corresponding generator g must be unique. 相似文献
999.
Ming Liao 《Transactions of the American Mathematical Society》1998,350(2):501-522
We study the asymptotic stability of stochastic flows on compact spaces induced by Levy processes in semisimple Lie groups. It is shown that the Lyapunov exponents can be determined naturally in terms of root structure of the Lie group and there is an open subset whose complement has a positive codimension such that, after a random rotation, each of its connected components is shrunk to a single moving point exponentially under the flow.
1000.
在实物期权分析理论的框架下,开发了更一般的评价高科技公司的模型.利用随机动态规划和实物期权理论,本文得到了高科技公司价值所满足的偏微分方程.在特殊情况下,给出了解析解,并分析参数对高科技价值的影响,最后,给出一个实例来说明本文的结论. 相似文献