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投资收益下的两类双负二项风险模型的破产概率 总被引:2,自引:0,他引:2
在单位时间内保费收取次数和理赔次数均服从负二项分布的基础上,讨论了投资收益率为常数和投资收益率为一随机序列的两类双负二项风险模型.运用鞅论的方法给出了关于它们破产概率的一个定理,并推导出了相应风险模型的破产概率的上界,为保险公司的运营提供了决策依据. 相似文献
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针对铁路“走出去”公私合营(PPP)项目的风险评估决策需求,提出一种基于变权可拓物元模型与累积前景理论的风险决策方法。在构建风险评价指标体系的基础上,通过经典域、节域矩阵及待评物元等级量化值综合确定各风险指标的组合权重。考虑决策者损失规避、收益偏好等心理特征,结合变权理论与贴近度准则,从损益角度综合确定风险决策参考点,基于蒙特卡洛模拟构建风险决策价值函数与概率权重函数,通过敏感性分析对不同风险指标取值下累积前景值的相应变化进行探讨,并以实际铁路“走出去”PPP项目为例进行风险评估决策。相应分析结果表明,所提出的风险决策方法能够有效识别铁路“走出去”PPP项目建设运营过程中面临的关键风
险,判别项目风险等级贴近度,并为铁路企业与政府机构进行风险决策提供参考。 相似文献
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Service environment of tube and casing in deep and ultra-deep well is getting more and more complicated, and the internal pressure applied to tube and casing is higher, so that the high-grade steel tube and casing (HGTC) made of ductile material is widely used. Obviously, the calculation of ductile burst pressure for HGTC is one of the key factors in design and important to safe and efficient development of unconventional oil and gas resources. Here, based on the failure principle of through-wall yield and unified yield criterion, the unified formula of through-wall yield ductile burst pressure (TYBP) for tube and casing under practical service condition which can be used to calculate TYBP of API HGTC and non-API HGTC accurately and reasonably by using true material parameters, has been deduced in this paper with due consideration of the effect of Bauschinger effect (BE), material hardening and intermediate principal stress (IPS) on the TYBP, by which the influence rules of BE, IPS and yield criterion on TYBP of tube and casing have been investigated.(The effect of lattice effect (BE), material hardening and intermediate principal stress (IPS) on TYBP is accurately and reasonably derived from non-API HGTC by using real material parameters. The value of BE, IPS and the TYBP yield criterion of pipe and casing are studied. Eight kinds of classic through-wall yield ductile burst formulas for tube and casing made of new material have been be derived from a series of yield criterion, by which TYBP model of HGTC with and without corrosion defect has been established based on weighted twin shear stress yield criterion. The calculation results of TYBP model presented by this paper are the closest to the full-scale burst experimental data than the other burst models, which can provide an important reference for burst pressure design and estimation of HGTC in deep and ultra-deep well. 相似文献
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Actuated traffic signal control logic has many advantages because of its responsiveness to traffic demands, short cycles, effective use of capacity leading to and recovering from oversaturation, and amenability to aggressive transit priority. Its main drawback has been its inability to provide good progression along arterials. However, the traditional way of providing progression along arterials, coordinated–actuated control with a common, fixed cycle length, has many drawbacks stemming from its long cycle lengths, inflexibility in recovering from priority interruptions, and ineffective use of capacity during periods of oversaturation. This research explores a new paradigm for traffic signal control, “self-organizing signals,” based on local actuated control but with some additional rules that create coordination mechanisms. The primary new rules proposed are for secondary extensions, in which the green may be held to serve an imminently arriving platoon, and dynamic coordination, in which small groups of closely spaced signals communicate with one another to cycle synchronously with the group’s critical intersection. Simulation tests in VISSIM performed on arterial corridors in Massachusetts and Arizona show overall delay reductions of up to 14% compared to an optimized coordinated–actuated scheme where there is no transit priority, and more than 30% in scenarios with temporary oversaturation. Tests also show that with self-organizing control, transit signal priority can be more effective than with coordinated–actuated control, reducing transit delay by about 60%, or 12 to 14 s per intersection with little impact on traffic delay. 相似文献
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目的通过观察冠状窦口(CSO)及其周围心肌组织的形态学特征,探讨其在射频消融房内折返性心律失常和房室结折返性心动过速(AVNRT)方面的功能意义。方法正常成人心脏15例,其中7例用于大体解剖观察,7例用于光镜观察,1例用于电镜观察。组织连续切片用HE和Mallory染色。光镜对CSO及其周围心肌组织的形态、排列方式和染色深浅进行细致观察,透射电镜观察证实光镜所见细胞特征。结果CSO及窦的大部分均有房肌包绕,CSO处肌纤维向后与界嵴下延伸和右房瓣上肌环的心肌有联系,向前也与房室结(AVN)有联系。CSO上前壁和下前壁均可见P细胞,T细胞以下壁多见,浦肯野细胞以上壁多见。在CSO至AVN的路径中可见主要由T细胞构成的纤维束,该部位可被分为两部分:靠近CSO的一段肌纤维称为右房结束(RANB);靠近AVN的一段肌纤维称结后延伸(PNE)。另外,还在CSO周围心肌中尤其是后壁的脂肪组织中见到大量神经纤维、神经元或神经节。结论①CSO附近心肌参与了房室结双径路(DAVNP)中慢径的组成;②CSO附近心肌参与了房内折返性心律失常和AVNRT环路的形成;③CSO可能是一个重要的结外起搏点。 相似文献
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Introduction The yield criteria and strength theories of ma-terials undercombined stresses are importantfoun-dations in the mechanics of solids and the strengthof structures. Two presently popular yield criteria had beenproposed,i.e.those of Tresca and Von Mises.Since then yield criteria have been studied by anumber of investigators,i.e twin- shear stressyield criterion[1] ,energy based yield criterion[2 ] ,anisotropic criterion[3 ] ,Hoek- Brown criterion[4] .However,any conceivable … 相似文献
310.
模糊粗糙集的表示定理 总被引:2,自引:2,他引:2
通过对偶方式定义了模糊集的上、下近似算子,给出了模糊粗糙集在相应的模糊关系及模糊集的截集下的表示定理,证明了这种模糊粗糙集关于模糊近似空间的上近似恰为其在二元模糊相似关系下导出的广义扩张原理之下的像。证明了Zadeh模糊推理合成规则(CRI)与特定的广义扩张原理具有相同的形式。推理结果也可由此获得,这样可借助广义扩张原理的性质及粗糙集理论研究模糊推理. 相似文献