Introduction
This chapter addresses the modeling and development of the modules that use distributed processing systems so as to achieve a high performance in processes for the optimization of alternatives [1] [2] [3] (GA, CA, Cooperative Coevolution Algorithm, Schedule Optimization), for distributed simulations of “random” alternatives, for case simulations and for distributed Monte Carlo simulations.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Túpac, Y.J., et al.: Selection of Alternatives for Oil Field Development by Genetic Algorithms, Revista de Engenharia Térmica RETERM, Special edn. No. 2, ISSN 1676-1790, Curitiba, PR, Brazil (2002)
Faletti, L.A.: Otimização de Alternativas para Desenvolvimento de Campo de Petróleo utilizando Computação Evolucionária, Master’s Dissertation, Pontifical Catholic University of Rio de Janeiro, Department of Electrical Engineering (2003) (in portuguese)
Túpac, Y.J.: Sistema inteligente de otimização de alternativas de desenvolvimento de campos petrolíferos, Doctoral Thesis, Pontifical Catholic University of Rio de Janeiro, Department of Electrical Engineering (2005) (in portuguese)
Henning, M., Vinoski, S.: Advanced CORBA® Programming with C++. Addison-Wesley Professional Computing Series, USA (1999)
Cantú-Paz, E.: Designing efficient master-slave parallel genetic algorithms, Technical Report 95004, Illinois Genetic Algorithms Laboratory, University of Illinois and Urbana-Champaign, Urbana, IL (1997)
Hull, J.C.: Options, Futures, & Other Derivatives, 4th edn., p. 698. Prentice Hall, Englewood Cliffs (1999)
Frota, A.F.: Avaliação de Opções Americanas Tradicionais e Complexas, Master’s Dissertation (Industrial Engineering), Pontifical Catholic University of Rio de Janeiro, 143 p., Rio de Janeiro (2003) (in portuguese)
Batista, F.R.S.: Avaliação de Opções de Investimento em Projetos de Exploração e Produção de Petróleo por meio da Fronteira de Exercício Ótimo da Opção, Master’s Dissertation (Industrial Engineering), Pontifical Catholic University of Rio de Janeiro, 110 p., Rio de Janeiro (2002) (in portuguese)
Stroustrup, B.: The C++ Programming Language, 3rd edn. Addison Wesley Longman Inc. (1999)
Geske, R., Johnson, H.E.: The American Put Valued Analytically. Journal of Finance 39(5) (December 1984)
Barone-Adesi, G., Whaley, R.E.: Efficient Analytic Approximation of American Option Values. The Journal of Finance XLII(2) (June 1987)
Cortazar, G., Schwartz, E.: Implementing a Real Option Model for Valuing an Undeveloped Oil Field. International Transactions in Operational Research-ITOR 4(2), 125–137 (1997)
Cortazar, G., Schwartz, E.: Monte Carlo Evaluation Model of an Undeveloped Oil Field. Journal of Energy Finance & Development 3(1), 73–84 (1998)
Longstaff, F.A., Schwartz, E.S.: Valuing American Options by Simulation: A Simple Least- Squares Approach, The Review of Financial Studies. The Society for Financial Studies 14(1), 113–147 (2001)
Grant, D., Vora, G., Weeks, D.E.: Path-Dependent Options: Extending the Monte Carlo Simulation Approach. Management Science 43(11), 1589–1602 (1997)
Lazo, J.G.: Determinação do Valor de Opções Reais por Simulação Monte Carlo com Aproximação por Números Fuzzy e Algoritmos Genéticos, Ph.D. Doctoral Thesis, Department of Electrical Engineering of the Pontifical Catholic University of Rio de Janeiro, PUC-Rio (2004) (in portuguese)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Valdivia, Y.J.T., Lazo, J.G.L., Posternak, D. (2009). High-Performance Processing for E&P. In: Pacheco, M.A.C., Vellasco, M.M.B.R. (eds) Intelligent Systems in Oil Field Development under Uncertainty. Studies in Computational Intelligence, vol 183. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-93000-6_7
Download citation
DOI: https://doi.org/10.1007/978-3-540-93000-6_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-92999-4
Online ISBN: 978-3-540-93000-6
eBook Packages: EngineeringEngineering (R0)