Journal of Navigation and Port Research (한국항해항만학회지)

Korean Institute of Navigation and Port Research (한국항해항만학회)
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A Stochastic Model for Optimizing Offshore Oil Production Under Uncertainty

불확실성하의 해양석유생산 최적화를 위한 추계적 모형

  • Ku, Ji-Hye (Department of Investigations, Busan Main Customs) ;
  • Kim, Si-Hwa (Division of Maritime Transportation Science, National Korea Maritime and Ocean University)
  • 구지혜 (부산세관 조사국 조사관실) ;
  • 김시화 (한국해양대학교 해사수송과학부)
  • Received : 2019.10.16
  • Accepted : 2019.12.10
  • Published : 2019.12.31
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Abstract

Offshore oil production faces several difficulties caused by oil price decline and unexpected changes in the global petroleum logistics. This paper suggests a stochastic model for optimizing the offshore oil production under uncertainty. The proposed model incorporates robust optimization and restricted recourse framework, and uses the lower partial mean as the measure of variability of the recourse profit. Some computational experiments and results based on the proposed model using scenario-based data on the crude oil price and demand under uncertainty are examined and presented. This study would be meaningful in decision-making for the offshore oil production problem considering risks under uncertainty.

해양석유 생산은 예기치 못한 유가 하락과 글로벌 석유물류의 변화로 인한 여러 가지 어려움에 직면하고 있다. 이 연구는 불확실성하의 해양석유생산 최적화를 위한 추계적 모형을 제시한다. 제시된 추계적 모형은 강인한 최적화 모형과 리코스 제한 최적화 모형을 사용하고 리코스 이익 변동의 척도로 하위부분평균을 사용한다. 제안된 모형을 바탕으로 불확실성 하의 원유의 가격과 수요에 관한 시나리오 기반의 자료를 사용하여 수행한 계산실험 및 결과를 검토하여 보고하였다. 이 연구는 불학실성 하에서 위험을 고려한 해양석유생산 문제에 대한 의사결정에 유의하게 적용될 수 있을 것이다.

Keywords

References

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