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Problemy Upravleniya, 2015, Issue 6, Pages 46–52 (Mi pu945)  
Control in the socio-economic systems

Oil company value risk-based management under oil price uncertainty

V. Y. Korotina, A. M. Ulchenkovb, R. T. Islamovc

a Moscow
b Moscow
c Moscow
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Abstract: Considered is a debt structure optimization problem to maximize oil company value under oil price uncertainty, based on quantile criteria. Suggested is a guaranteeing (by probability) solution search algorithm, giving a solution that maximizes the company value.
Keywords: quantile optimization, stochastic optimization, uncertainty analysis, risk-management.
Document Type: Article
UDC: [622.32.+622.24]:658.152
Language: Russian
Citation: V. Y. Korotin, A. M. Ulchenkov, R. T. Islamov, “Oil company value risk-based management under oil price uncertainty”, Probl. Upr., 2015, no. 6, 46–52
Citation in format AMSBIB
\Bibitem{KorUlcIsl15}
\by V.~Y.~Korotin, A.~M.~Ulchenkov, R.~T.~Islamov
\paper Oil company value risk-based management under oil price uncertainty
\jour Probl. Upr.
\yr 2015
\issue 6
\pages 46--52
\mathnet{http://mi.mathnet.ru/pu945}
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