Abstract: Robust optimization,as one of the optimization methods utilizing disturbance molded by interval,is intended to find optimal decision under the worst disturbance conditions.It can be applied to power system dispatch and decision-making for its advantages,such as data availability,computing efficiency and applicability of large-scale systems,etc.First of all,on the basis of illustrating the characteristics of robust optimization itself,this paper introduces the application of robust optimization to unit commitment problems in power system,expounds the law of model-building under continuity and accidental disturbance,discusses the commonly used uncertainty sets and ways to limit the degree of conservatism.Secondly,this paper describes current researches on robust optimization in economic dispatch problems,presents the characteristics of three kinds of typical methods,including adaptive robust optimization,robust optimization considering affine policy and robust optimization with the objective to maximize the acceptable range of deviations.Finally,key problems and future direction in this field of research are discussed and analyzed.