%0 Journal Article
%T The Uncertainty Analysis and Optimal Strategies for Exploration and Extraction of Oil and Gas Resources<br>油气资源勘探与开发的不确定性分析及最优策略
%A DAI Jia-quan~
%A WANG Yong~
%A FENG En-min~
%A <br>戴家权
%J 系统工程理论与实践
%D 2004
%I 
%X 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.
%K oil and gas resources
%K exploration and extraction
%K stochastic process
%K stochastic optimal control
%K dynamic programming<br>油气资源
%K 勘探与开发
%K 随机过程
%K 随机最优控制
%K 动态规划
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=61CB3204C79D1627&yid=D0E58B75BFD8E51C&vid=B91E8C6D6FE990DB&iid=CA4FD0336C81A37A&sid=6209D9E8050195F5&eid=1371F55DA51B6E64&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=8