As the intermittency of wind power is a growing concern in the day-ahead economic dispatch

this paper proposes a day-ahead economic dispatch method considering extreme scenarios of wind power by using an uncertainty set. The uncertainty set inspired by robust optimization is used to describe wind power intermittency in this paper. Four extreme scenarios based on the uncertainty set are formulated to represent the worst cases of wind power fluctuation. An economic dispatch method considering the costs of both load shedding and wind curtailment is proposed. The economic dispatch model can be easily solved by a quadratic programming method owing to the introduction of four extreme scenarios and the uncertainty set of wind power. Simulation is done using the IEEE 30-bus system and the results verify the effectiveness of the proposed method.