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2012/3
Updating models of planning and optimization of Refinery/Petrochemical Complex and metering of energy consumption
Automation, modeling and energy supply in oil and gas sector

Authors: Evgueni S. BAULIN was born in 1986. He graduated from the Moscow Institute of Physics and Technology (MIPT) in 2009. He is engineer of the Department of Planning and Operational Management Systems of the of “Honeywell”, graduate student of the Department of Technical Cybernetics at MIPT. He is author of 8 scientific papers. E-mail: Evgeny.Baulin@honeywell.com
Andrey B. BORONIN was born in 1956. He graduated Gubkin Moscow Institute of Petrochemical and Gas Industry in 1978. He was a post-graduate student of the Institute of Control of the Russian Academy of Sciences, and in 1987 he defended his thesis for the degree of candidate of technical sciences, specializing in automated control systems. For more than 20 years he worked in the Institute of Control (Senior Fellow). His research interests are: mathematical programming, combinatorial optimization, optimization algorithms for networks and graphs. He is author of more than 10 scientific papers. E-mail: Andrey.Boronin@honeywell.com
Alexander S. KHOKHLOV was born in 1948. He graduated from the Moscow Institute of Chemical Engineering in 1972, specializing in “Automation of chemical production”. He is Professor of the Department of Automation of Industrial Processes at Gubkin Russian State University of Oil and Gas. Head of of the Department of Planning and Operational Control Systems of “Honeywell”. He is author of 45 works, including 2 patents. He has prepared three candidates of sciences. E-mail: Alexander.Khokhlov@honeywell.com

Abstract: Various problems and methods of updating the optimization models of planning Refinery/Petrochemical Complex in the simulation systems of RPMS type are considered. The most reliable way in terms of getting solutions has been implemented in the form of specialized options, developed in addition to the basic configuration of the system to account for the RPMS in the models of planning variable rates of energy consumption. The proposed method can also be implemented in other systems of production planning.

Index UDK: 658.5

Keywords: planning, optimization, automated tools, updating the model, improving efficiency

Bibliography:
1. Dudnikov E.E., Codikov Ju.M. Tipovye zadachi operativnogo upravlenija nepreryvnym proizvodstvom. – M.: Jenergija, 1979. – 272 s.
2. hpsweb.honeywell.com/Cultures/en-US/Products/ OperationsApplitions/ PlanningScheduling/ RPMS/default.htm [data obrawenija 27.12.2011]
3. Hohlov A.S., Boronin A.B., Gajnetdinova A.N. Avtomatizirovannaja aktualizacija optimizacionnyh modelej planirovanija nepreryvnyh proizvodstv //Avtomatizacija v promyshlennosti. – 2009. № 7. – C. 56–59.
4. Hohlov A.S., Konnov, A.I., Zel'din A.E. Sistemy optimizacionnogo planirovanija i opyt vnedrenija i jekspluatacii ih v VINK//Avtomatizacija v promyshlennosti. – 2009. – № 9. – C. 50–56.
5. Poljak B.T. Vvedenie v optimizaciju. – M.: Nauka, 1983. – 384 s.
6. Efitov G.L., Zel'din A.E., Hohlov A.S. Uchet potreblenija jenergii i vspomogatel'nyh materialov v modeljah optimal'nogo planirovanija neftepererabatyvajuwego proizvodstva//Promyshlennye ASU. Kontrollery, 2000, № 1. – C. 14–16.

2012/3
Functional tasks of ACS of electric power supply of OAO «Gazprom» facilities. Rapid calculation of power supply systems modes
Automation, modeling and energy supply in oil and gas sector

Authors: Igor V. BELOUSENKO was born in 1959. He graduated from Donetsk Polytechnic Institute in 1981. He is Deputy Director of the Energy Department of OAO “Gazprom”, Doctor of Technical Sciences, Professor. He has about 80 publications on the reliability and efficiency of industrial power supply. E-mail: i.belousenko@adm.gazprom.ru
Sergey A. GOLOVATOV was born in 1975. He graduated from the Gubkin State Academy of Oil and Gas in 1997. He is production Manager of the Energy Department of OAO “Gazprom”. He has about 10 publications on the automation of power systems. E-mail: s.golovatov@adm.gazprom.ru
Oleg A. GORYUNOV was born in 1970. He graduated from the Gubkin State Academy of Oil and Gas in 1994. He is Deputy Director of OAO “Electrogaz”, Candidate of Technical Sciences. He has over 20 publications on the reliability and efficiency of the systems of industrial power supply. E-mail: doc@elektrogaz.ru
Mikhail S. YERSHOV was born in 1952. He graduated from the Gubkin Moscow Institute of Petrochemical and Gas Industry in 1979. He is Head of the Department of Theoretical Electrical Engineering and Electrification of the oil and gas industry of Gubkin Russian State University of Oil and Gas, Ph.D., Professor. Аuthor of over 120 publications on the reliability and stability of power supply systems of oil and gas industry. E-mail: msershov@yandex.ru
Alexander А. TRIFONOV was born in 1979. He graduated from Gubkin Russian State University of Oil and Gas in 2001. He is Ph.D., author of more than 40 publications on the problems of electrical systems, control systems, industrial power supply modes. E-mail: msershov@yandex.ru

Abstract: Issues of improving the control systems of power supply of «Gazprom» facilities, empowering the ACS of the power stations through the development of the software for the functional task of calculating the operating conditions of power supply systems, are considered

Index UDK: 622.691.4:621.311

Keywords: automated control system, functional problems, power supply system, calculation of modes

Bibliography:
1. Teoreticheskie osnovy jelektrotehniki: v 3-h t., t.1/K.S. Demirchan, L.R. Nejman, N.V. Korovkin, V.L. Chechurin. – SPb.: Piter, 2003.
2. Idel'chik V.I. Jelektricheskie sistemy i seti. – M.: Jenergoatomizdat, 1989.
3. Funkcional'nye zadachi ASU jelektrosnabzheniem ob’ektov jenergoobespechenija OAO «Gazprom». Ocenka nadezhnosti vneshnego jelektrosnabzhenija/ I.V. Belousenko, O.A. Gorjunov, S.A. Golovatov, M.S. Ershov, A.V. Egorov//Trudy Rossijskogo gosudarstvennogo universiteta nefti i gaza imeni I.M. Gubkina. – 2009. – №1 (254). – Р. 161–170.
4. Ershov M.S., Egorov A.V. Funkcional'nye zadachi ASU JeS. Ocenka nadezhnosti vneshnego jelektrosnabzhenija, operativnyj raschet rezhimov sistem jelektrosnabzhenija//Avtomatizacija jenergeticheskih ob’ektov i sistem jenergoobespechenija tehnologicheskih ob’ektov OAO «Gazprom». Materialy zasedanija sekcii «Jenergetika» Nauchno-tehnicheskogo soveta OAO «Gazprom», g. Sankt-Peterburg, 13–16 aprelja 2009. – M.: OOO «Gazprom jekspo», 2009. – Р. 105–117.

2012/3
On the theory of automated dispatching
Automation, modeling and energy supply in oil and gas sector

Authors: Leonid I. GRIGORIEV was born in 1943. He graduated form Moscow Institute of Petrochemical and Gas Industry in 1966. He is professor, the Head of the Department of Computer-Aided Processing of Information and Management. Аuthor of the 120 publications in the field of automated control systems, computer science, artificial intelligence, supervisory control. E-mail: lgrig@gubkin.ru

Abstract: The emergence of 80-s SCADA-systems contributed sufficiently to the development of automated dispatching control (ADCS), as one of the areas of process control. ADCS is a man-machine (heterogeneous) control system, further practical development of which requires solving a number of scientific and methodological problems that make up the theoretical framework of automated dispatch control. For oil and gas complex the development of ADCS is the main direction of development of automated process control.

Index UDK: 681.5

Keywords: automated dispatch control system (ADCS), synergy analysis, ergatic systems, integration, information technologies

Bibliography:
1. Grigor'ev L.I. Avtomatizirovannoe dispetcherskoe upravlenie – magistral'noe napravlenie razvitija ASUTP gazovoj otrasli//Gazovaja promyshlennost'. – 2010. – № 3.
2. Grigor'ev L.I. Avtomatizirovannoe dispetcherskoe upravlenie tehnologicheskimi processami v neftegazovoj otrasli: ot praktiki k teorii. Ser.: «Akademicheskie chtenija». – M.: GUP Izd. «Neft' i gaz», 2005. – 27 p.
3. Grigor'ev L.I. Dispetcherskoe upravlenie truboprovodnym transportom gaza: sostojanie, problemy, perspektivy//Materialy mezhdunarodnoj nauchno-prakticheskoj konferencii «DISCOM-1» (Moskva, RGU nefti i gaza imeni I.M. Gubkina, nojabr' 2002 g.).
4. Lomov B.T. Chelovek i tehnika (Ocherki inzhenernoj psihologii). – M.: Izd. Sov. Radio, 1966. – 464 p.
5. Grigor'ev L.I., Sardanashvili S.A., Djatlov V.A. Komp'juterizirovannaja sistema podgotovki dispetcherskogo personala v transporte gaza. – M.: GUP Izd. «Neft' i gaz», 1996.
6. Grigor'ev L.I., Kershenbaum V.Ja., Kostogryzov A.I. Sistemnye osnovy upravlenija konkurentosposobnost'ju v neftegazovom komplekse. – M.: Izd-vo NING (Nacional'nogo instituta nefti i gaza), 2010. – 374 с.

2012/3
Experience of improving reliability of power supply high-tech production
Automation, modeling and energy supply in oil and gas sector

Authors: Andrei V. EGOROV was born in 1957. Нe graduated from Gubkin Moscow Institute of Petrochemical and Gas Industry in 1980. He is Doctor of Technical Sciences, professor of the Department of Theoretical Electrical Engineering and Electrification of Oil and Gas Industry of Gubkin Russian State University of Oil and Gas. He is Dean of the Faculty of Postgraduate Education, Scientific Secretary of the doctoral dissertation council Gubkin Russian State University of Oil and Gas. He is author of more than 110 publications, 3 patents. He has prepared five candidates of sciences. E-mail: egorov.a@gubkin.ru
Irene A. MELIK-SHAKHNAZAROVА graduated from Gubkin Moscow Institute of Petrochemical and Gas Industry in 1974. She is Ph.D., Associate Professor, Deputy Head of the Department of Theoretical Electrical Engineering and Electrification of Oil and Gas Industry of Gubkin Russian State University of Oil and Gas. She is author of over 10 publications on evaluation of electrical loads, stability of industrial electrical systems. E-mail: irinams@yandex.ru
Alexander V. SURZHIKOV was born in 1983. He graduated from Gubkin Moscow Institute of Petrochemical and Gas Industry in 2006. He is Ph.D., Director on the organization and development of research and development. He is author of over 20 publications on evaluation of electrical loads, stability of industrial electrical systems. E-mail: surzhikov_a@mail.ru

Abstract: Reliable power supply of high-tech oil and gas industry facilities is of paramount importance due to the high price of an emergency shutdown of the technological process. The paper describes the experience of quality control of supply voltage and the disturbance in the electrical system of the object as a source of information for the development of recommendations to reduce its sensitivity to short-term operating troubles of power supply. The analysis of different technical solutions to reduce the number of emergency shutdowns is made.

Index UDK: 622.691.4:621.311

Keywords: reliability, power supply, voltage monitoring, voltage dips

Bibliography:
1. K voprosu o kolichestvennoj ocenke vzaimozavisimosti istochnikov vneshnego jelektrosnabzhenija/M.S. Ershov, A.V. Egorov, A.V. Surzhikov, V.A. Anciforov//Promyshlennaja jenergetika, 2011, № 6.
2. Ershov M.S., Egorov A.V., Trifonov A.A. Ustojchivost' promyshlennyh jelektrotehnicheskih sistem. – M.: Nedra, 2010.
3. Novye tehnologii i sovremennoe oborudovanie v jelektrojenergetike gazovoj promyshlennosti/I.V. Belousenko, G.R. Shvarc, S.N. Velikij, M.S. Ershov, A.D. Jarizov. – M.: Nedra, 2007

2012/3
Information analysis systems to monitor the quality of the oil and gas complex, systemic basis and prospects
Automation, modeling and energy supply in oil and gas sector

Authors: Andrey I. KOSTOGRYZOV was born in 1957. He graduated from the Moscow State University in 1997 with a degree in “Applied Mathematics”. He is Doctor of Technical Sciences, member of the Academy of Informatization of Education, Professor of the Department of Automatic Control Systems of Gubkin Russian State University of Oil and Gas. He is an expert in the field of standardization and quality, author of over 150 scientific works, including 14 monographs. He has prepared nine candidates of sciences. E-mail: akostogr@gmail.com
Leonid I. GRIGORIEV was born in 1943, graduated from Moscow Institute of Petrochemical and Gas Industry in 1966. He is professor, the Head of the Department of Computer-Aided Processing of Information and Management. Аuthor of the 120 publications in the field of automated control systems, computer science, artificial intelligence, supervisory control. E-mail: lgrig@gubkin.ru
Anna E. BURTSEVA graduated from the Master’s Program of Gubkin Russian State University of Oil and Gas in 2009. She is a postgraduate student of the Department of Automated Control Systems, Director of the Group of Online Information Resources of Gubkin Russian State University of Oil and Gas.E-mail: annaburceva@yandex.ru

Abstract: Effectiveness (quality) of the operation processes is defined by both the selected process equipment, and the quality of the systems of automatic and automated management as well as the degree of their integration. The dynamism of the modern society requires that in addition to on-line control of the processes, technical and economic parameters be monitored to make timely decisions in case they deviate from the plan. In these conditions the creation of a new class of information systems-monitoring information and analysis systems (IAS), providing monitoring of the quality of the functioning of technologically dangerous oil and gas facilities is of prime importance. The paper presents a systematic way of constructing an IAS for quality monitoring, including the composition, structure and calculation plan for the process of gas transportation.

Index UDK: 681.5.03

Keywords: quality, quality monitoring, information analysis systems

Bibliography:
1. Kostogryzov A.I., Stepanov P.V. Innovacionnoe upravlenie kachestvom i riskami v zhiznennom cikle system. – M.: Izd. VPK. 2008. – 400 p.
2. Grigor'ev L.I., Kershenbaum V.Ja., Kostogryzov A.I. Sistemnye osnovy upravlenija konkurentosposobnost'ju v neftegazovom komplekse. – M.: Izd-vo NING (Nacional'nogo instituta nefti i gaza), 2010. – 374 p.
3. Mjasoedov P.V. Razrabotka i vnedrenie metodov upravlenija kachestvom vedenija krupnyh neftegazovyh proektov//Upravlenie kachestvom v neftegazovom komplekse. – 2009. – № 4. – P. 10–12.
4. Kitashov D. Ju. Informacionnaja sistema ocenki kachestva proizvodstvenno-tehnologicheskih processov neftegazovoj otrasli (na primere dobychi uglevodorodov)//Avtomatizacija, telemehanizacija i svjaz' v neftjanoj promyshlennosti. – 2012. – № 2.

2012/3
Software package for ACPS of gas-lift installation: a joint solution of simulation and optimal control/
Automation, modeling and energy supply in oil and gas sector

Authors: Julia B. HERSHKOWITZ graduated from Gubkin Moscow Institute of Petrochemical and Gas Industry and completed a course of postgraduate studies at the Department of Automation of Industrial Processes in 1967. She is Ph.D. Since 1967 she has been working as a lecturer at this Department. Since 1984 she haws held the position of assistant professor. She has prepared two candidates of sciences. She is Author of more than 50 scientific papers. E-mail: julgersh@mail.ru
Yuri V. REDUTSKY was born in 1988. Нe graduated from the master’s program of Gubkin Russian State University of Oil and Gas in 2011. Since 2011 he has been graduate student of the Departme1nt of Automation of Industrial Processes. He is author of 7 scientific papers. E-mail: yuriy.redutskiy@mail.com

Abstract: In solving the problems of static optimization of oil field development mode one should take into account the interference of wells through the reservoir. One way to model this is to solve the problem of formation fluid filtration by the method of finite differences. In the case of cluster gas lift wells field development there is a nonlinear mathematical programming problem, which can be solved by the method of penalty functions. We propose a universal algorithm for the joint solution of both problems, which can be included in the ACPS software package of gas lift production. This approach is implemented using the high power of modern computing devices and it allows us to solve the problem of optimal control for deposits with any geometric parameters and characteristics of the inhomogeneity of the formation.

Index UDK: 681.5.017

Keywords: optimal control, modes of oil production, interference wells, filtration of reservoir fluid, modeling of fluid filtration in place, method of finite differences

Bibliography:
1. Vakhitov G.G. Raznostnye metody resheniya zadach razrabotki neftyanykh mestorozhdeniy. – M.: Nedra, 1970. – Р. 12–63.
2. Meerov M.V., Litvak B.L. Optimizatsiya sistem mnogosvyaznogo upravleniya. – М.: Nauka, 1972. – Р. 52–57.
3. Upravlenie razrabotkoy neftyanykh mestorozhdeniy/Pod red. M.V. Meerova. – M.: Nedra, 1983. – P. 8–166.
4. Chernov R.S. Identifikatsiya koeffitsientov vzaimovliyaniya po promyslovym dannym//Issledovaniya po podzemnoy gidromekhanike. – 1984. – Vyp. 7. – P. 120–124.
5. Redutskiy Y.V. Uchet vzaimovliyaniya skvazhin pri reshenii zadach upravleniya rezhimami ekspluatatsii mestorozhdeniya//Territoriya «Neftegaz». – 2011. – Vyp. 5. – Р. 16–20.

2012/3
Method of determining design of safety in accordance with international standards and provision by means of APCS
Industrial and environmental safety, occupational safety and health

Authors: Anatoly V. KARMANOV was born in 1947. Не graduated from Gubkin Moscow Institute of Petrochemical and Gas Industry in 1970. In 1975 he completed his postgraduate study. He is Doctor of Physical and Mathematical Sciences, Professor of the Department of Automation of Production Processes of Gubkin Russian State University of Oil and Gas. He is author of more than 30 scientific papers related to ensuring the reliability and safety of complex technical systems in the oil and gas industry. E-mail: abkar2007@yandex.ru
Sergei P. PETRUSHENKO was born in 1967. Graduated from Gubkin Russian State University of Oil and Gas in 1991. Since 2005 he worked in the leading positions in the industry: Chief Engineer of the project of OOO “Gazavtomatika”, Technical Director OOO “RusGazAvtomatika”, Director of OOO “RusGazAvtomatika”, organizing the work and creating systems of automation in gas production and gas processing industries. Since 2011 he has been Managing Director of the “Group of Companies “RusGasEngineering”. E-mail: biblioteka@gubkin.ru
Andrei V. ROMANOV was born in 1981. He graduated from Gubkin Russian State University of Oil and Gas in 2002. From 2007, he worked in the industry as: Senior Project Engineer of OOO “RusGazAvtomatika”, Technical Director of OOO “RusGazAvtomatika”, organizing the work and creating systems of automation in gas production and gas processing industries. Since 2011 he has been Deputy Managing Director of the “Group of Companies “RusGasEngineering”. E-mail: biblioteka@gubkin.ru
Vyacheslav A. SHEVTSOV was born in 1939. He graduated from the Moscow Aviation Institute named after S. Ordzhonikidze in 1965. In 1973 he completed a postgraduate course at the “Neftegaz” National Research Institute. He is Ph.D., Associate Professor of the Department of Automation of Production Processes of Gubkin Russian State University of Oil and Gas, author of more than 40 scientific papers related to modeling, reliability and safety of complex technological systems in the oil and gas industry. E-mail: shevcov_v_a@mail.ru

Abstract: A method for determining the basic design of safety protection systems that make up the APCS is proposed. A method of designing these systems to ensure acceptable risk of technological processes in accordance with the requirements of IEC 61508 is also described. These methods are based on a certain single-step algorithm, and are intended for engineering calculations in the design of control systems.

Index UDK: 681.5

Keywords: safety, risk, security system, emergency protection system, layers of protection, reducing the risk factor, safety integrity level

Bibliography:
1. Sajt Federal'naja sluzhba po jekologicheskomu, tehnologicheskomu i atomnomu nadzoru. URL: http://www.gosnadzor.ru.
2. Bezopasnost' Rossii. Pravovye, social'nojekonomicheskie i nauchno-tehnicheskie aspekty. Jenergeticheskaja bezopasnost' (Neftjanoj kompleks Rossii). – M.: MGF «Znanie», 2000. – 428 s.
3. Federal'nyj zakon № 116-FZ. O promyshlennoj bezopasnosti opasnyh proizvodstvennyh ob’ektov, Prilozhenie 1, opublikovano: v «RG» – Federal'nyj vypusk № 3831 27.07.2005.
4. RD 03-418-01. Metodicheskie ukazanija po provedeniju analiza riska opasnyh proizvodstvennyh ob’ektov, 2-e izdanie, ispravlennoe i dopolnennoe. – M.: Gosudarstvennoe unitarnoe predprijatie «Nauchno-tehnicheskij centr po bezopasnosti v promyshlennosti Gosgortehnadzora Rossii», 2002.
5. RD 03-496-02. Metodicheskie rekomendacii po ocenke uwerba ot avarij na opasnyh proizvodstvennyh ob’ektah. Postanovlenie Federal'nyj Gornyj i Promyshlennyj Nadzor Rossii, 2002.
6. Mezhdunarodnyj standart MJeK 61508 «Funkcional'naja bezopasnost' sistem jelektricheskih, jelektronnyh, programmiruemyh jelektronnyh svjazannyh s bezopasnost'ju», prinjatyj v Rossii 01.06.2008 g. v kachestve GOST R MJeK 61508, Standartinform, Moskva, 2008.
7. Mezhdunarodnyj standart MJeK 61511 «Funkcional'naja bezopasnost': Pribornye sistemy bezopasnosti dlja sektora promyshlennyh processov».
8. Fedorov Ju.N. Osnovy postroenija ASU TP vzryvoopasnyh proizvodstv. – M.: «Sinteg», 2006.
9. Vychislitel'nyj algoritm i rezul'taty rascheta pokazatelej bezopasnosti tehnologicheskogo ob’ekta s sistemoj protivoavarijnoj zawity/A.V. Karmanov, V.A. Shevcov, K.P. Shershukova, S.P. Petrushenko S.P. – M.: Avtomatizacija, telemehanizacija i svjaz' v neftjanoj promyshlennosti, 2011. – № 5.
10. Karmanov A.V., Shershukova K.P., Teljuk A.S. Programmnyj modul' rascheta harakteristik vzaimodejstvija tehnologicheskogo ob’ekta s sistemoj protivoavarijnoj zawity. – M.: Avtomatizacija, telemehanizacija i svjaz' v neftjanoj promyshlennosti, 2011. – № 9.

2012/3
The system of indicators to assess the functioning of emergency protection
Industrial and environmental safety, occupational safety and health

Authors: Xenia P. SHERSHUKOVA graduated from Gubkin Russian State University of Oil and Gas in 2010. She is a PhD student of the Department of Automation of Production Processes of Gubkin Russian State University of Oil and Gas. Аuthor of 3 scientific papers in the field of industrial safety. E-mail: sherksu@mail.ru
Anton S. TELUK was born in 1988. Не graduated from Gubkin Russian State University of Oil and Gas in 2011. He is a Ph.D. student of the Department of Automation of Production Processes of Gubkin Russian State University of Oil and Gas. E-mail: _ant_@inbox.ru

Abstract: The paper proposes a system of indicators to assess the performance of emergency shutdown devices (ESD), and to determine the influence of the ESD on the functioning of the process. A mathematical model describing the interaction of technological object and ESD to calculate metrics is proposed. On the basis of this model we developed a program with which the system performance was calculated and analyzed

Index UDK: 681.5

Keywords: security, system of shutdown protection, safety indicators, coefficient of risk reduction, safety integrity level, shutdown of facility, Markovian process

Bibliography:
1. Federal'nyj zakon № 116-FZ. O promyshlennoj bezopasnosti opasnyh proizvodstvennyh ob’ektov. Оpublikovano: v «RG» – Federal'nyj vypusk № 3831 27.07.2005.
2. GOST R MJeK 61508. Funkcional'naja bezopasnost' sistem jelektricheskih, jelektronnyh, programmiruemyh jelektronnyh svjazannyh s bezopasnost'ju. – M.: Standartinform, 2008.
3. Mezhdunarodnyj standart MEK 61511. Funkcional'naja bezopasnost': Pribornye sistemy bezopasnosti dlja sektora promyshlennyh processov, 2004 (ne izdavalsja na russkom jazyke).
4. Fedorov Ju.N. Spravochnik inzhenera ASU TP: proektirovanie i razrabotka. – M.: Infra-Inzhenerija, 2008.
5. Makdonal'd D. Promyshlennaja bezopasnost', ocenivanie riska i sistemy avarijnogo ostanova. – M.: OOO «Gruppa IDT», 2007.
6. Karmanov A.V., Shershukova K.P. Model' vzaimodejstvija tehnologicheskogo ob’ekta s sistemoj protivoavarijnoj zawity. – M.: Avtomatizacija, telemehanizacija i svjaz' v neftjanoj promyshlennosti. – 2010. – № 12.
7. Vychislitel'nyj algoritm i rezul'taty rascheta pokazatelej bezopasnosti tehnologicheskogo ob’ekta s sistemoj protivoavarijnoj zawity/A.V. Karmanov, V.A. Shevcov, K.P. Shershukova, S.P. Petrushenko//Avtomatizacija, telemehanizacija i svjaz' v neftjanoj promyshlennosti. – 2011. – № 5.
8. Karmanov A.V., Shershukova K.P., Teljuk A.S. Programmnyj modul' rascheta harakteristik vzaimodejstvija tehnologicheskogo ob’ekta s sistemoj protivoavarijnoj zawity. – M.: Avtomatizacija, telemehanizacija i svjaz' v neftjanoj promyshlennosti. – 2011. – № 9.

2012/3
Mathematical modeling of the dynamics of oil and gas markets prices in the context of investment analysis
Economics and management in fuel and energy complex industries

Authors: Sergey U. ZHOLKOV was born in 1952. He graduated from the M.V. Lomonosov Moscow State University specializing in “Higher geometry and topology” in 1974. He is Candidate of Physical and Mathematical Sciences, Associate Professor, Senior Researcher, Professor of the Department of Applied Mathematics and Computer Modeling at Gubkin Russian State University of Oil and Gas. He is Member of the Moscow Mathematical Society, author of over 50 publications in the Russian and English languages. He was awarded a diploma and a commendation of the Ministry of Education of the Russian Federation. E-mail: sergei_jolkov@mail.ru
Arseny A. KORSHUNOV graduated from Gubkin Russian State University of Oil and Gas in 2010. He is Ph.D. student at the Department of Applied Mathematics and Computer Modeling. He has five scientific publications. E-mail: aakorshunov@tnk-bp.com

Abstract: The problem of constructing an adequate model of the dynamics of prices of oil and gas markets in the context of investment analysis is solved. Stochastic costs of an investment project due to contingences or uncertainty are studied using the stochastic theory of portfolio management – a method proposed in a series of publications of American economists in 1973–79 and 1998–2000, now considered «classic». To define «adequacy», both quantitative and qualitative, features of adequacy and acceptable range of values were found. An adequate adaptive model was constructed. A steady deviation from the real model of price changes of 6,26–10,77% for prices and 1,535–3% for the logarithmic prices respectively is achieved.

Index UDK: 519.86

Keywords: dynamics of prices of oil and gas markets, adequate mathematical model, investment analysis, stochastic financial analysis, adequate adaptive model

Bibliography:
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2012/3
Model of fuzzy multi-criteria optimization and risk assessment of project choices
Economics and management in fuel and energy complex industries

Authors: Yuriy P. STEPIN was born in 1946. In 1969, he graduated from Gubkin Moscow Institute of Petrochemical and Gas Industry, specializing in “Industrial Electronics”, in 1975 he completed his postgraduate course. He is Doctor of Technical Sciences, Professor of the Department of Automated Control Systems of Gubkin Russian State University of Oil and Gas. He is President of the Scientific Council of the Faculty Master training, member of the Academic Council of the Faculty of postgraduate education, member of the Dissertation Council of Gubkin Russian State University of Oil and Gas. He is author of 112 scientific papers, 21 teaching aids, 2 books and 2 patents. He has prepared four candidates of sciences. E-mail: stepin@gubkin.ru

Abstract: The problems of fuzzy mathematical programming with Boolean variables (problems of project choices), in which the criteria can roughly (vaguely) achieve the extreme, and resource constraints can be observe roughly (vaguely) are discussed. The paper identifies the problems of planning and organization in the oil and gas industry, which belong to this class of optimization problems. The principle of optimal solutions of the multicriteria problem formed on the basis of the Bellman-Zadeh is defined. Possible algorithms for finding the optimal solutions are indicated. It is shown that the violation of resource constraints and optimality criteria of membership in solving the optimization problem is a multicriteria assessment of resources overuse risk. The algorithm to minimize the risk is shown

Index UDK: 519.86

Keywords: fuzzy optimization; fuzzy mathematical programming; principle of the Bellman-Zadeh; multicriteria Optimization; risk; assessment of the risk; selection variants of projects; membership function

Bibliography:
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