Stochastic Look-Ahead Commitment: A Case Study in MISO

This paper introduces the Stochastic Look Ahead Commitment (SLAC) software prototyped and tested for the Midcontinent Independent System Operator (MISO) look ahead commitment process. SLAC can incorporate hundreds of wind, load, and net scheduled interchange (NSI) uncertainty scenarios. It uses a progressive hedging method to solve a novel two-stage stochastic unit commitment. The first stage commitment decisions, made only for those generators whose decision to commit or not in each time period cannot be deferred, can cover the uncertainties within the next three hours. The second stage includes both the dispatch for each of the scenarios and the commitment decisions that can be deferred. Study results on 15 MISO production days show that SLAC may bring economic and reliability benefits under uncertainty.