Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures

DOI10.1007/S10596-017-9625-4zbMATH Open1387.86053OpenAlexW2594176712MaRDI QIDQ1702390FDOQ1702390

Authors: Andrés Codas, Kristian G. Hanssen, Andrea Capolei, John Bagterp Jørgensen, Bjarne A. Foss 

Publication date: 28 February 2018

Published in: Computational Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10596-017-9625-4

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zbMATH Keywords

risk managementcontrol optimizationreservoir managementwaterflooding

Mathematics Subject Classification ID

Geological problems (86A60)

Cites Work

• Open-source MATLAB implementation of consistent discretisations on complex grids
• Coherent measures of risk
• Title not available (Why is that?)
• Chance-constrained programming
• Theory and applications of robust optimization
• Robust optimization
• Lectures on Stochastic Programming
• Title not available (Why is that?)
• Optimality conditions in portfolio analysis with general deviation measures
• Adjoint-based optimization of multi-phase flow through porous media -- a review
• A systems description of flow through porous media
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• Numerical experience with a reduced Hessian method for large scale constrained optimization
• Title not available (Why is that?)
• A Reduced Hessian Method for Large-Scale Constrained Optimization
• Adjoint formulation and constraint handling for gradient-based optimization of compositional reservoir flow
• Waterflooding optimization in uncertain geological scenarios
• Title not available (Why is that?)

Cited In (1)

• Comparative study of different risk measures for robust optimization of oil production under the market uncertainty: a regret-based insight

Uses Software

• MRST
• MRST-AD
• REMSO
• GitHub

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