The article describes the tasks of the oil and gas sector that can be solved by machine learning algorithms. These tasks include the study of the interference of wells, the classification of wells according to their technological and geophysical characteristics, the assessment of the effectiveness of ongoing and planned geological and technical measures, the forecast of oil production for individual wells and the total oil production for a group of wells, the forecast of the base level of oil production, the forecast of reservoir pressures and mapping. For each task, the features of building machine learning models and examples of input data are described. All of the above tasks are related to regression or classification problems. Of particular interest is the issue of well placement optimisation. Such a task cannot be directly solved using a single neural network. It can be attributed to the problems of optimal control theory, which are usually solved using dynamic programming methods. A paper is considered where field management and well placement are based on a reinforcement learning algorithm with Markov chains and Bellman's optimality equation. The disadvantages of the proposed approach are revealed. To eliminate them, a new approach of reinforcement learning based on the Alpha Zero algorithm is proposed. This algorithm is best known in the field of gaming artificial intelligence, beating the world champions in chess and Go. It combines the properties of dynamic and stochastic programming. The article discusses in detail the principle of operation of the algorithm and identifies common features that make it possible to consider this algorithm as a possible promising solution for the problem of optimising the placement of a grid of wells.