Generation Expansion Planning with Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

Yiduo Zhan, Qipeng Zheng, Jianhui Wang, Pierre Pinson

Research output: Contribution to journalJournal articleResearchpeer-review

312 Downloads (Pure)


Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets’ planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage, decisiondependent stochastic optimization model for long-term, largescale generation expansion planning where large amounts of wind power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming (MILP) model. The wind penetration, investment decisions, and the optimality of the decisiondependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.
Original languageEnglish
JournalI E E E Transactions on Power Systems
Issue number4
Number of pages12
Publication statusPublished - 2016


  • Decision-Dependent
  • Stochastic
  • Wind
  • Mixed Integer Programming
  • Power Generation
  • Expansion Planning
  • Long-term
  • Endogenous Uncertainties


Dive into the research topics of 'Generation Expansion Planning with Large Amounts of Wind Power via Decision-Dependent Stochastic Programming'. Together they form a unique fingerprint.

Cite this