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Real-time power dispatch (RTD) can coordinate wind farms, automaticgeneration control (AGC) units and non AGC units. In RTD, the probable windpower forecast errors (WPFE) should be appropriately formulated to ensuresystem security with high probability and minimize operational cost. Previousstudies and our onsite tests show that Cauchy distribution (CD) effectivelyfits the leptokurtic feature of small timescale WPFE distributions. In thispaper, we propose a chance-constrained real time dispatch (CCRTD) model withthe WPFE represented by CD. Since the CD is stable and has promisingmathematical characteristics, the proposed CCRTD model can be analyticallytransformed to a convex optimization problem considering the dependence amongwind farms outputs. Moreover, the proposed model incorporates an affine controlstrategy compatible with AGC systems. This strategy makes the CCRTD adaptivelytake into account both the additional power ramping requirement and powervariation on transmission lines caused by WPFE in RTD stage. Numerical testresults show that the proposed method is reliable and effective. Meanwhile itis very efficient and suitable for real-time application.

Stochastic Real-time Power Dispatch with Large-scale Wind Power Integration and its Analytical solution