Uncertainty management in the unit commitment problem

Pablo A. Ruiz, C. Russ Philbrick, Eugene Zak, Kwok W. Cheung, Peter W. Sauer

Research output: Contribution to journalArticlepeer-review


Uncertainty in power systems operations has been traditionally managed by multistage decision making and operating reserve requirements. A familiar example of multistage decisions is day-ahead unit commitment and real-time economic dispatch. An alternate approach for managing uncertainty is a stochastic formulation, which allows the explicit modeling of the sources of uncertainty. This paper compares stochastic and reserve methods and evaluates the benefits of a combined approach for the efficient management of uncertainty in the unit commitment problem. Numerical studies show that unit commitment solutions obtained for the combined approach are robust and superior with respect to the traditional approach in terms of both economics and reliability metrics.

Original languageEnglish (US)
Pages (from-to)642-651
Number of pages10
JournalIEEE Transactions on Power Systems
Issue number2
StatePublished - 2009


  • Economic dispatch
  • Monte Carlo simulation
  • Operating reserve
  • Optimization
  • Reliability
  • Stochastic programming
  • Unit commitment

ASJC Scopus subject areas

  • Energy Engineering and Power Technology
  • Electrical and Electronic Engineering


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