含油气盆地勘探多方案决策蒙特卡罗模拟系统研究
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摘要
含油气盆地勘探多方案决策属于风险型决策。传统的含油气盆地勘探决策评价方法实质是把风险型决策近似为确定性决策来处理，故不能得到决策指标的概率分布，不利于反映决策的风险，从而影响决策的客观性。本文采用蒙特卡罗法对含油气盆地勘探多方案决策进行模拟。蒙特卡罗法的特点是利用各种不同分布的随机变量的抽样序列模拟给定问题的概率模型，给出问题数值解的渐进统计估计值，其实质就是应用随机数技术进行模拟计算。该方法能够更加精细的处理风险型决策，对模拟最终指标的每一个可能区间都能够以确定的概率来表示，能对决策者提供更客观精细的评价指标。
过去受计划经济体制的影响，经济评价工作带有浓厚的计划经济色彩。中国的原油价格曾长期低于国际市场原油价格，由国家制定计划价格。中国已经大量进口原油，市场经济的步伐也越来越快，对国际石油市场的依赖越来越大，与国际接轨是大势所趋。作者采用国际市场原油价格作为含油气盆地勘探多方案决策蒙特卡罗模拟系统的参数，即以某一段时期国际市场原油价格做出概率分布函数，以更为准确的进行决策评价。
根据现行的税率制度，作者推导出了蒙特卡洛模拟的净现金流量公式。通过净现金流量可以计算出财务内部收益率，投资回收期，财务净现值等经济决策指标。根据含油气盆地勘探的特点，设计了含油气盆地勘探多方案决策蒙特卡洛模拟系统的模型，并按照模型的步骤采用C++BUILDER5实现。
以羌塘盆地为实际算例，具体描述了模拟的整个过程，得到了各年净现金流量，累计净现金流量，财务净现值等经济决策指标的概率分布函数和累计概率分布函数，并对羌塘盆地的三个大规模勘探方案作了比较，使用层次分析法对比较结果作了修正。
通过含油气盆地勘探多方案决策系统蒙特卡洛模拟系统的设计，实现与测试，在含油盆地勘探决策方法上提出了新的思路，在一定程度上克服了传统含油气盆地勘探决策方法的弊端。
Multi-scheme decision-making in the exploration of petroliferous basins is the risk-decision-making. Decision-maker cannot traditionally get the probability and the risk of decision-making results in untrue objectivity of decision-making, because the traditional methods of decision-making used risk-decision-making as determination-decision-making in fact.
The present paper has simulated multi-scheme decision-making of exploration in Oil and Gas Bearing Basins with the method of Monte Carlo. The characteristics of the method of Monte Carlo are to get the probability model with different random variable, which can solve the risk-decision-making elaborately and provide the objective judge of guideline.
Because of planned economy, the price of crude oil in China was less then the price of international market for a long term. With the rapid step of market economy, our country has imported plenty of crude oil. The author adopted the price of crude oil in international market as the parameter of Monte Carlo system of multi-scheme decision-making of exploration in oil and gas bearing basins because the price in international market is more reasonable than the planed price.
The author deduced the formula of net cash flow for the simulation of Monte Carlo with the current tax rate system. According to the characteristics of exploration in oil and gas Bearing Basins, the author designed the model of multi-scheme decision-making of exploration in Oil and Gas Bearing Basins with the method of Monte Carlo and finished the concrete content of model by C++ Builder 5.
The paper described the whole procedure of simulation and gained the probability of net cash flow, accumulative net cash flow and financial net cash. The author compared the first exploration scheme with others and revised the result by
the method of Analytical Hierarchy Process.
The author put forward the new idea of method of multi-scheme decision-making of exploration in oil and gas bearing basins by design, realization and test of multi-scheme decision-making of exploration in oil and gas bearing basins with the method of Monte Carlo. The method overcomes the disadvantage of traditional method at a certain extent.
过去受计划经济体制的影响，经济评价工作带有浓厚的计划经济色彩。中国的原油价格曾长期低于国际市场原油价格，由国家制定计划价格。中国已经大量进口原油，市场经济的步伐也越来越快，对国际石油市场的依赖越来越大，与国际接轨是大势所趋。作者采用国际市场原油价格作为含油气盆地勘探多方案决策蒙特卡罗模拟系统的参数，即以某一段时期国际市场原油价格做出概率分布函数，以更为准确的进行决策评价。
根据现行的税率制度，作者推导出了蒙特卡洛模拟的净现金流量公式。通过净现金流量可以计算出财务内部收益率，投资回收期，财务净现值等经济决策指标。根据含油气盆地勘探的特点，设计了含油气盆地勘探多方案决策蒙特卡洛模拟系统的模型，并按照模型的步骤采用C++BUILDER5实现。
以羌塘盆地为实际算例，具体描述了模拟的整个过程，得到了各年净现金流量，累计净现金流量，财务净现值等经济决策指标的概率分布函数和累计概率分布函数，并对羌塘盆地的三个大规模勘探方案作了比较，使用层次分析法对比较结果作了修正。
通过含油气盆地勘探多方案决策系统蒙特卡洛模拟系统的设计，实现与测试，在含油盆地勘探决策方法上提出了新的思路，在一定程度上克服了传统含油气盆地勘探决策方法的弊端。
Multi-scheme decision-making in the exploration of petroliferous basins is the risk-decision-making. Decision-maker cannot traditionally get the probability and the risk of decision-making results in untrue objectivity of decision-making, because the traditional methods of decision-making used risk-decision-making as determination-decision-making in fact.
The present paper has simulated multi-scheme decision-making of exploration in Oil and Gas Bearing Basins with the method of Monte Carlo. The characteristics of the method of Monte Carlo are to get the probability model with different random variable, which can solve the risk-decision-making elaborately and provide the objective judge of guideline.
Because of planned economy, the price of crude oil in China was less then the price of international market for a long term. With the rapid step of market economy, our country has imported plenty of crude oil. The author adopted the price of crude oil in international market as the parameter of Monte Carlo system of multi-scheme decision-making of exploration in oil and gas bearing basins because the price in international market is more reasonable than the planed price.
The author deduced the formula of net cash flow for the simulation of Monte Carlo with the current tax rate system. According to the characteristics of exploration in oil and gas Bearing Basins, the author designed the model of multi-scheme decision-making of exploration in Oil and Gas Bearing Basins with the method of Monte Carlo and finished the concrete content of model by C++ Builder 5.
The paper described the whole procedure of simulation and gained the probability of net cash flow, accumulative net cash flow and financial net cash. The author compared the first exploration scheme with others and revised the result by
the method of Analytical Hierarchy Process.
The author put forward the new idea of method of multi-scheme decision-making of exploration in oil and gas bearing basins by design, realization and test of multi-scheme decision-making of exploration in oil and gas bearing basins with the method of Monte Carlo. The method overcomes the disadvantage of traditional method at a certain extent.
引文
[1]刘波，徐国盛等．藏北羌塘盆地油气勘查阶段技术经济评价研究报告 [M]．1996年11月
[2]沈平平等．中国陆上油田提高采收率潜力评价及发展战略研究 [J]．石油学报 北京，2001，1(1)45-48．
[3]牛学勤，赵中旺．AHP模型实用过程中若干问题的考虑 [J]．石家庄铁道学院学报，1999，12(2)：19-22．
[4]徐国盛．油气工业技术经济评价方法及应用 [M]．成都：电子科技大学出版社，2001
[5][美]P.D.纽文道普 石油勘探决策分析 [M]．安徽教育出版社，1997
[6]傅家骥．工业技术经济学(第二版) [M]．北京：清华大学出版社，1991．3
[7]杨宏会．国际原油价格走势 [J]．国际石油经济 1995，3(2)57-58
[8]杨宏会．国际原油价格走势 [J]．国际石油经济 1995，3(3)57-58
[9]徐天舒．国际原油价格走势 [J]．国际石油经济 1995，3(4)56-57
[10]徐天舒．国际原油价格走势 [J]．国际石油经济 1995，3(5)57-58
[11]杨通佑，范尚炯等．石油及天然气储量计算方法 [M]．北京：石油工业出版社 1990．4
[12]石广仁．油气盆地数值模拟方法(第二版) [M]．北京：石油工业出版社 页 1999．3
[13]吴欣松等．现代油气勘探的理论体系及其应用综述 [J]．河南石油，15(4)12-18．
[14]翟立林，张庆洪等．应用决策分析．[M]．上海：同济大学出版社，1994．5
[15]宋绍礼，齐鸿智等．定量决策方法及应用．[M]．北京：北京经济学院出版社，1991．9
[16]朱世新，宋芝祥等．油气田调查勘探与资源评价．[M]．北京：地质出版社，1987．8
[17]刘文龙，高爱厚等．经济决策分析．[M]．北京：军事谊文出版社，1993．12
[18]周士富．企业管理决策分析方法．[M]．上海：同济大学出版社，1989．10
[19]潘介人．决策分析中的效用理论．[M]．上海：上海交通大学出版社，2000．4
[20]蒋文定．国际油价回顾与展望 [J]．石化市场论坛，2001(1)11-17
[21]王莲芬，许树柏．层次分析引论．北京：中国人民大学出版社，1990．
[22]赵焕臣．层次分析法 [M]．北京：科学出版社 1986．
[23]姚庆国，杨传印．层次分析法在企业经济效益综合评价中的应用 [J]．煤炭经济研究，2000，(6)：21-24．
[24]王兴峰，葛家理．石油工程方案综合评价优选方法研究 [J]．油气地质与采收率，2001，(1)：50-54
[25]冯文权．经济预测与决策技术 [M]．武汉：武汉大学出版社 1990．2
[26]高鸿桢．经济管理中的决策方法 [M]．武汉：上海：上海人民出版社 1990．6
[27]雷邵辰．Borland C++ 5面向对象程序设计及应用 [M]．武汉：华中理工大学出版社 1990．6
[28] Harold Bierman.The capital budgeting decision : economic analysis of investment projects [M] .New York : Macmillan 1996．
[29] Hammersleyj.M.Monte Carlo methods [M] .New York: Wiley 1984．
[30] Kathleen M.Eisenhardt.Strategy as strategic decision making [ J ].Sloan Management Review,March 22 1999
[31] Ken Fiorettit.Geo-tech improves decision making [ J ].Real Estate Weekly,January 172001
[32] Fred S.,Iii Switzer.Systematic data loss in HRM settings: a Monte Carlo analysis.(human resources management) [ J ] .Journal of Management,November 01 1998 .
[33] R.Mcfall Lamm Jr.Economic Foundations and Risk Analysis in Investment Management.[ J ].Business Economics,January 01 2000 .
[34] Richard M.Engeman,Robert T.Sugihara.Optimization of variable area transect sampling using Monte Carlo simulation [J] .Ecology,June 01 1998
[35] Mitchell A.Petersen.Risk Measurement and Hedging: With and Without Derivatives. [ J ].Financial Management,December 22 2000
[36] Ralph W.Adler.Strategic Investment Decision Appraisal Techniques: The Old and the New [J] .Business Horizons,November 01 2000
[37] Richard Stadtmauer.Owners benefit from low-risk strategies.[ J ].Real Estate Weekly,January 26 2000 .
[38] Cherie O'Neil.The business auto decision [ J ].Journal of Accountancy,February 01 2001
[39] Cameron M.Ford.Factors Influencing Creativity in the Domain of Managerial Decision Making.[ J ].Journal of Management,July 01 2000
[40] Leslie Rahl.Reflections on Risk Management.[ J ].Business Economics,April 01 2000
[2]沈平平等．中国陆上油田提高采收率潜力评价及发展战略研究 [J]．石油学报 北京，2001，1(1)45-48．
[3]牛学勤，赵中旺．AHP模型实用过程中若干问题的考虑 [J]．石家庄铁道学院学报，1999，12(2)：19-22．
[4]徐国盛．油气工业技术经济评价方法及应用 [M]．成都：电子科技大学出版社，2001
[5][美]P.D.纽文道普 石油勘探决策分析 [M]．安徽教育出版社，1997
[6]傅家骥．工业技术经济学(第二版) [M]．北京：清华大学出版社，1991．3
[7]杨宏会．国际原油价格走势 [J]．国际石油经济 1995，3(2)57-58
[8]杨宏会．国际原油价格走势 [J]．国际石油经济 1995，3(3)57-58
[9]徐天舒．国际原油价格走势 [J]．国际石油经济 1995，3(4)56-57
[10]徐天舒．国际原油价格走势 [J]．国际石油经济 1995，3(5)57-58
[11]杨通佑，范尚炯等．石油及天然气储量计算方法 [M]．北京：石油工业出版社 1990．4
[12]石广仁．油气盆地数值模拟方法(第二版) [M]．北京：石油工业出版社 页 1999．3
[13]吴欣松等．现代油气勘探的理论体系及其应用综述 [J]．河南石油，15(4)12-18．
[14]翟立林，张庆洪等．应用决策分析．[M]．上海：同济大学出版社，1994．5
[15]宋绍礼，齐鸿智等．定量决策方法及应用．[M]．北京：北京经济学院出版社，1991．9
[16]朱世新，宋芝祥等．油气田调查勘探与资源评价．[M]．北京：地质出版社，1987．8
[17]刘文龙，高爱厚等．经济决策分析．[M]．北京：军事谊文出版社，1993．12
[18]周士富．企业管理决策分析方法．[M]．上海：同济大学出版社，1989．10
[19]潘介人．决策分析中的效用理论．[M]．上海：上海交通大学出版社，2000．4
[20]蒋文定．国际油价回顾与展望 [J]．石化市场论坛，2001(1)11-17
[21]王莲芬，许树柏．层次分析引论．北京：中国人民大学出版社，1990．
[22]赵焕臣．层次分析法 [M]．北京：科学出版社 1986．
[23]姚庆国，杨传印．层次分析法在企业经济效益综合评价中的应用 [J]．煤炭经济研究，2000，(6)：21-24．
[24]王兴峰，葛家理．石油工程方案综合评价优选方法研究 [J]．油气地质与采收率，2001，(1)：50-54
[25]冯文权．经济预测与决策技术 [M]．武汉：武汉大学出版社 1990．2
[26]高鸿桢．经济管理中的决策方法 [M]．武汉：上海：上海人民出版社 1990．6
[27]雷邵辰．Borland C++ 5面向对象程序设计及应用 [M]．武汉：华中理工大学出版社 1990．6
[28] Harold Bierman.The capital budgeting decision : economic analysis of investment projects [M] .New York : Macmillan 1996．
[29] Hammersleyj.M.Monte Carlo methods [M] .New York: Wiley 1984．
[30] Kathleen M.Eisenhardt.Strategy as strategic decision making [ J ].Sloan Management Review,March 22 1999
[31] Ken Fiorettit.Geo-tech improves decision making [ J ].Real Estate Weekly,January 172001
[32] Fred S.,Iii Switzer.Systematic data loss in HRM settings: a Monte Carlo analysis.(human resources management) [ J ] .Journal of Management,November 01 1998 .
[33] R.Mcfall Lamm Jr.Economic Foundations and Risk Analysis in Investment Management.[ J ].Business Economics,January 01 2000 .
[34] Richard M.Engeman,Robert T.Sugihara.Optimization of variable area transect sampling using Monte Carlo simulation [J] .Ecology,June 01 1998
[35] Mitchell A.Petersen.Risk Measurement and Hedging: With and Without Derivatives. [ J ].Financial Management,December 22 2000
[36] Ralph W.Adler.Strategic Investment Decision Appraisal Techniques: The Old and the New [J] .Business Horizons,November 01 2000
[37] Richard Stadtmauer.Owners benefit from low-risk strategies.[ J ].Real Estate Weekly,January 26 2000 .
[38] Cherie O'Neil.The business auto decision [ J ].Journal of Accountancy,February 01 2001
[39] Cameron M.Ford.Factors Influencing Creativity in the Domain of Managerial Decision Making.[ J ].Journal of Management,July 01 2000
[40] Leslie Rahl.Reflections on Risk Management.[ J ].Business Economics,April 01 2000