Stochastic Multi-Timescale Power System Operations with Variable Wind Generation

Ibrahim Krad, Anthony Florita, Brian Hodge, Erik Ela, Eduardo Ibanez, Jie Zhang, Hongyu Wu

Research output: Contribution to journalArticlepeer-review

65 Scopus Citations


This paper describes an integrated operational simulation tool that combines various stochastic unit commitment and economic dispatch models together that consider stochastic loads and variable generation at multiple operational timescales. The tool includes four distinct configurable sub-models within: day-ahead security-constrained unit commitment (SCUC), real-time SCUC, real-time security-constrained economic dispatch (SCED), and automatic generation control (AGC). The unit commitment and dispatch sub-models within can be configured to meet multiple load and variable generation (VG) scenarios with configurable first stage and second-stage decisions determined where first-stage decisions are passed on and second-stage decisions are later determined by other sub-models in a continuous manner. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies, considering various configurations of stochastic and deterministic sub-models are conducted in low wind and high wind penetration scenarios to highlight the advantages of the stochastic programming during different decision-making processes. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and short-term reliability metrics to provide a broader view of its impact at different timescales and decision-making processes.

Original languageAmerican English
Article number7769207
Pages (from-to)3325-3337
Number of pages13
JournalIEEE Transactions on Power Systems
Issue number5
StatePublished - Sep 2017

Bibliographical note

Publisher Copyright:
© 1969-2012 IEEE.

NREL Publication Number

  • NREL/JA-5D00-67653


  • area control error
  • Automatic generation control
  • economic dispatch
  • progressive hedging
  • stochastic unit commitment


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