勘探目标投资优化组合新方法  

New Methods for Optimized Investment Portfolio of Exploration Targets

作　　者：刘鹏 高乐 张厚和 高阳东 张锦伟 Liu Peng;Gao Le;Zhang Houhe;Gao Yangdong;Zhang Jingwei(CNOOC Research Institute Co.Ltd.,Beijing 100028,China;Exploration Department of CNOOC(China)Limited,Beijing 100010,China)

机构地区：[1]中海油研究总院有限责任公司 [2]中海石油(中国)有限公司勘探部

出　　处：《石油科技论坛》2020年第2期67-71,共5页PETROLEUM SCIENCE AND TECHNOLOGY FORUM

基　　金：中海石油(中国)有限公司项目“勘探规划与勘探决策支持”(编号:2019OT-GH23)。

摘　　要：在传统的勘探目标优化投资组合理论模型中,线性规划法、整数规划法以及基于Markowitz理论的高效组合法等模型没有结合国内勘探开发工作实际,无法实现对勘探开发过程模拟基础上的优化。过程模拟法将基于勘探开发全过程模拟的区带经济评价模型与基于遗传算法的高效组合模型相结合,较好地解决了这一问题,且适用于开发模式及其工程方式远比陆上更为复杂的海上油气勘探目标评价工作。这一方法的评价思路是在区带经济评价的基础上,通过设定多个约束条件从而优选出最佳的目标组合;应用的算法是遗传算法,主要步骤包括区带经济评价和投资组合优选;最后通过实际应用案例说明方法的可实现性。Traditional theoretical model of optimized investment portfolio for exploration targets includes the linear programming method,the integer programming method and the efficient combination method based on the Markowitz theory,but they do not integrate the actual work of domestic exploration and development,thus being unable to optimize the exploration and development process simulation.This problem can be better solved by means of the process simulation method,which combines the zone economic evaluation mode based on simulation of the whole exploration and development process with the efficient portfolio model based on genetic algorithms.It can be also applied to the development model and its engineering to evaluate offshore oil and gas exploration targets that are much more complicated than the onshore targets.The evaluation mindset of this method is based on the zone economic evaluation and sets a number of constraints so as to select the best target combination.With application of the genetic algorithm,the main steps include the zone economic evaluation and optimization of investment portfolio.Finally,the application cases are used to confirm the practicability o f this method.

关 键 词：勘探目标 投资组合 过程模拟法 经济评价 优化投资 

分 类 号：F426.22[经济管理—产业经济]