EXHIBIT 2 CONSENT OF INDEPENDENT ACCOUNTANTS We hereby consent to the incorporation by reference in the Registration Statement on Form S-8 (No. 333-76570) of Dynegy Inc. of our report dated September 28, 2001 relating to the financial statements of the Illinois Power Company Incentive Savings Plan, which appears in this Form 11-K. PricewaterhouseCoopers LLP St. Louis, Missouri June 28, 2002 22