In order to provide reserve power supply, consumption dispatch can be integrated into the conventional generation dispatch model. This serves as a feasible approach in connecting intermittent power sources such as wind power into the power grid. An integrated generation-consumption dispatch model with wind power is presented which can consider the consumption dispatch mode such as consumption stimulation, interruptible load management, and price response, etc. A heuristic dynamic programming algorithm is employed to solve this new dispatch model. Case studies show that through the scientific decision-making of generation and consumption sources, the abandoned wind power can be reduced during the valley loading period by consumption stimulation mode; the wind energy utilization proportion is increased; the reserve sources during peak loading period are increased through interruptible loads, and the system operational economy can be improved.