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Due to the significant variability and uncertainty of wind power over short time scales, high penetration of wind power can be problematic in an electric grid. One of the critical issues is how to keep increasing wind penetration without jeopardizing grid security and reliability. This paper explores the possibility of changing transmission network topology, by transmission switching, to accommodate higher utilization of wind power and reduce the generation costs of thermal units. Considering the uncertainty in wind power output, we use chance constraints to ensure that the wind energy utilized exceeds a minimal usage level at a certain probability. We develop a deterministic approximation approach using sample average approximation and provide a strong extended formulation. Numerical results show the potential benefit the proposed model can achieve.
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Qiu et al. (2014) studied this question.
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