| 油气资源勘探与开发的不确定性分析及最优策略 |
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| 引用本文： | 戴家权,王勇,冯恩民.油气资源勘探与开发的不确定性分析及最优策略[J].系统工程理论与实践,2004,24(1):35-40. |
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| 作者姓名： | 戴家权 王勇 冯恩民 |
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| 作者单位： | (1)中油集团经济技术研究中心;(2)中国科学院数学与系统科学研究院;(3)大连理工大学应用数学系 |
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| 基金项目： | 国家自然科学基金(19871009) |
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| 摘 要： | 基于油气资源勘探与开发的特点,建立了油气藏勘探发现率及储量模型,并在油气价格服从几何布朗运动条件下,以油气开采收益最大化为目标,建立了油气资源勘探与开发的随机最优控制模型,然后运用动态规划方法推导了在状态方程有几何布朗运动、带随机泊松跳过程条件下,值函数所满足的HJB方程,并对最优策略的求解进行了一些讨论.
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| 关 键 词： | 油气资源 勘探与开发 随机过程 随机最优控制 动态规划 |
| 文章编号： | 1000-6788(2004)01-0035-06 |
| 修稿时间： | 2002年11月14 |
The Uncertainty Analysis and Optimal Strategies for Exploration and Extraction of Oil and Gas Resources |
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| DAI Jia-quan,WANG Yong,FENG En-min.The Uncertainty Analysis and Optimal Strategies for Exploration and Extraction of Oil and Gas Resources[J].Systems Engineering —Theory & Practice,2004,24(1):35-40. |
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| Authors: | DAI Jia-quan WANG Yong FENG En-min |
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| Institution: | (1)Economics and Technology Research Center,CNPC;(2)Academy of Mathematics and Systems Science,CAS;(3)Department of Applied Mathematics; Dalian University of Technology |
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| Abstract: | The characteristics of the exploration and extraction activities of oil and gas resources are analyzed firstly, so the model of exploration discovery rate and the reserves model could be deduced. With the aim to maximize the income of development of oil and gas and by the assumption that price of oil and gas follows the geometric Brownian motion, an stochastic optimal control model for the exploration and extraction of oil and gas resources has been established. Finally, the problem was solved by the dynamic programming method, so optimal strategies can be found. |
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| Keywords: | oil and gas resources exploration and extraction stochastic process stochastic optimal control dynamic programming |
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