«Automation and Informatization of the fuel and energy complex»

Stability of stationary income on a homogeneous Markov process with overestimation and incomplete initial data

UDC: 681.5
DOI: -

Authors:

¹ National University of Oil and Gas "Gubkin University", Moscow, Russia

Keywords: stationary income, stability, revaluation, homogeneous Markov process, incomplete initial data

Annotation:

The authors of the article propose a method for calculating stationary income for objects, the mathematical description of which is a homogeneous Markov process with revaluation. Such objects include industrial facilities of the oil and gas complex, main oil and pipelines. The objects under consideration have the following specific features: the necessity of reassessing income and incompleteness of the initial data. Revaluation of earnings allows oil and gas companies to more accurately reflect their value and financial position, which is important for making informed management decisions and ensuring transparency with stakeholders. The incompleteness of the initial data is caused by the presence of only interval estimates of homogeneous Markov process transitions intensities. Under these conditions, the received stationary income is examined for sustainability as well as determination of the values of the upper and lower limits of the stationary income. An example is given to illustrate the proposed calculation method.

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