  This paper considers endogenous uncertainty (EnU) in the stochastic economic
dispatch (SED) problem, where the endogenous uncertainty means decision
dependent uncertainty. In this problem, demand response (DR) commitment is the
source of the EnU. Nevertheless, EnU is not well considered in existing
literature. Our first contribution is to build up an optimization model of
DR-involved SED under EnU (SED-DR-EnU). This is a computational challenging
problem due to the EnU. Our second contribution is introducing a coupled
learning enabled optimization algorithm which can effectively solve the
proposed SED-DR-EnU problem. This strategy is tested on the IEEE 14 bus, and
IEEE 39 bus systems, and the results showed the importance of considering EnU
in the DR-involved SED problem.
