Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming
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Publication:2669575
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Cites work
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- Approximate Dynamic Programming
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
- scientific article; zbMATH DE number 48318 (Why is no real title available?)
- Information relaxations and duality in stochastic dynamic programs
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- Oil field optimization under price uncertainty
- Optimal shutdown decisions in resource extraction
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- Scenario tree generation for multiperiod financial optimization of optimal discretization
- Stochastic dual dynamic integer programming
- Stochastic dual dynamic programming with stagewise-dependent objective uncertainty
- Stochastic programming and the option of doing it differently
- Switching from oil to gas production in a depleting field
- Valuing flexibility in offshore petroleum projects
- Valuing oil properties: Integrating option pricing and decision analysis approaches
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach
Cited in
(8)- A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty
- Rescaling-contraction with a lower cost technology when revenue declines
- Oil field optimization under price uncertainty
- Implementing a Real Option Model for Valuing an Undeveloped Oil Field
- scientific article; zbMATH DE number 5064939 (Why is no real title available?)
- Valuing flexibility in offshore petroleum projects
- Integrated investment, retrofit and abandonment energy system planning with multi-timescale uncertainty using stabilised adaptive Benders decomposition
- A meta-modeling simulation of structure abandonment timing decisions
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