Abstract: In a wind-thermal system, if the unit commitment is not properly arranged, the uncertainty of wind power output will lead to a serious deviation of practical operation cost from expected operation cost, which is named decision risk. To reduce the potential decision risk, scenario generation and scenario reduction were use to characterize the uncertainty of wind power output, lower semi-absolute deviation （LSAD） was used to measure the decision risk and the decision risk was considered only when the practical operation cost was higher than expected cost. Unit commitment model called decision risk minimization （DRM） was proposed with considering the uncertainty of wind power output and the decision risk, which taken the minimization of the LSAD risk expectation in each scenario as optimization objective. The comparison between the unit commitment model with considering decision risk and that without considering decision risk was carried out through examples. The results show that the DRM model can reduce the potential decision risk. Minimizing the expectation of operation cost will increase the decision risk, while minimizing the decision risk will lead to increased expectation of operation cost. Numerical results show that the DRM model can deal with the contradictory relation between the expectation of operation cost and the decision risk caused by the uncertainty of wind power output, which can provide a new idea for decision-maker under uncertain condition.

Key words: unit commitment, wind power, scenario generation, scenario reduction, lower semi-absolute deviation（LASD）