蒙特卡洛法在油气勘探项目决策中的应用

Application of Monte Carlo in Making Decisions on Oil and Gas Exploration Projects

现代投资组合优化计算中,基于勘探项目确定性经济评价结果的遗传算法已经得到广泛应用。然而在实际勘探项目评价中,经济评价的部分参数可能在评价周期内发生较大变化,这些不确定因素会影响到投资组合分析结果的准确性。因此在油气勘探项目投资组合分析中引入蒙特卡洛法,充分考虑到经济评价中油气产量、油气价格及地质风险等评价参数发生变化时经济评价结果的变化情况,在此基础上进行最优投资组合分析。蒙特卡洛法计算过程主要包括构造概率过程、随机抽样、建立各种估计量等步骤,通过渤海湾盆地14个勘探项目投资组合优化实例应用,表明基于蒙特卡洛法的投资组合分析方法能够很好地处理多个勘探目标的组合优化问题,投资组合分析结果也较为合理。

Genetic algorithm, based on deterministic economic evaluation of exploration projects, has found wide application in modern portfolio optimization. However, some economic evaluation parameters are likely to change during the evaluation period of exploration projects. Those uncertain factors can affect the accuracy of portfolio analysis. Therefore, the Monte Carlo method is introduced in portfolio analysis of oil and gas exploration projects. The changes in economic evaluation results caused by the changes in evaluation parameters are taken into full accounts, such as oil and gas production, oil and gas prices and geological risks, at the time of economic evaluation. The portfolio analysis is optimized on the basis of the variations. The Monte Carlo calculation process mainly includes structural probability process, random sampling, and a variety of estimates. Based on portfolio optimization cases of 14 exploration projects in Bohai Bay Basin, the Monte Carlo method for portfolio analysis can better solve the issues related to optimization of exploration multi-target assemblage, making the portfolio analysis relatively reasonable.