Unit commitment for wind power generation

The invention includes a method for performing stochastic unit commitment for an electric power grid with a first weather dependent power generation unit and a second weather dependent power generation unit and a number of loads comprises the steps of providing weather forecast data for the first and second power generation units; generating, for each of the first and the second power generation units, a plurality of scenarios indicative of future power production based on the weather forecast data; identifying, according to a correlation criterion, a pair of correlated scenarios comprising a first scenario for the first weather dependent power generation unit and a second scenario for the second weather dependent power generation unit as well as performing the stochastic unit commitment based on a single combined scenario representing the first and the second scenario of the pair of correlated scenarios.