基于双层规划的页岩油勘探开发投资决策优化方法研究

Shale Oil Investment Decision-making Model of Exploration and Development based on Bi-level Programming

页岩油作为未来最具有发展前景和最现实的石油接替资源之一,其能否实现规模效益化开发事关能源安全生命线,国内石油企业对页岩油的勘探开发投资力度前所未有。针对页岩油勘探开发投资决策优化问题,考虑到集团公司和各油田分公司共同参与、分散决策、利益诉求不同等特点,提出利用双层规划理论与方法对投资决策问题进行建模:上层规划以经济效益、环境效益和社会效益最大化为目标,获取整体效益最大化;下层规划以利润最大化为目标,获取各油田分公司的最大经济效益。基于模型特点,引入交互式决策方法,设计了基于满意度的交互式迭代算法,并通过算例证明了模型的有效性和可行性,最后进行了基于满意度、目标权重和置信水平的灵敏度分析,解决模型中含有影响模型解的参数问题。研究结果表明,在集团公司和各油田分公司上、下级双重决策作用机制下,所提出的模型可以有效地处理模拟和优化投资过程中以模糊数和随机变量表示的多个不确定性,集团公司总体满意度和油田分公司满意度都有所提升,并且上、下层满意度的差距得以缩小,意味着在保证分公司经济利益的同时,还减少了环境污染,提高了系统整体效益。

Shale oil,one of the most promising and realistic oil replacement resources in the future,obtains an unprecedented investment in its exploration and development.Note that multiple participators are involved in the decision-making process of companies investment.Furthermore,the group company and its branches have different interest demands,and they influence each other,which makes the problem become a typical bi-level planning problem.Therefore,this study proposes a multi-objective and bi-level programming model to make investment decisions for petroleum companies:the upper level comprehensively considers the balance of economic,environmental and social benefits,and the lower level aims to maximize the economic profit of the oilfield.Furthermore,an interactive satisfaction method for solving the model is proposed,and the effectiveness and the applicability of the model and solution method are verified by analyzing the examples.The results show that the proposed multi-objective and bi-level programming model for petroleum companies ensures the economic benefits of branch companies and reduces environmental pollution at the same time,which improves the overall efficiency of the whole company.The proposed model can effectively deal with multiple uncertainties that are formulated with fuzzy numbers and random variables in the process of investment simulation and optimization,which provides a new way of thinking for petroleum companies investment decisions.