Uncertainty is one of the most important factors contributing to the complexity of the power system operation and management. This paper presents some of the most important uncertainty modelling techniques and compares their advantages and disadvantages. In particular, this paper focuses on identification, classification and comparison of uncertainty modelling approaches used in power systems, highlighting the Distributed Generation (DG) allocation problem. The main objective of this paper is to identify the sources of uncertainty in DG allocation problem, review the most important uncertainty modelling methods and propose the appropriate matching approach between the sources of uncertainty and modelling methods
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