Network-constrained unit commitment under significant wind penetration: A multistage robust approach with non-fixed recourse

•We examine the network-constrained unit commitment problem under wind uncertainty.•A robust model considering the effect of dispatch nonanticipativity is proposed.•Unlike existing approaches, the recourse model is non-scenario-based and non-fixed.•Full immunization for significantly larger wind power penetration levels is provided.•Optimality is attained in acceptable running times for a practical day-ahead setting.