In this paper, a cost minimization problem is formulated to intelligently schedule energy generations for microgrids equipped with unstable renewable sources and combined heat and power (CHP) generators. In such systems, the fluctuant net demands (i.e., the electricity demands not balanced by renewable energies) and heat demands impose unprecedented challenges. To cope with the uncertainty nature of net demand and heat demand, a new flexible uncertainty model is developed. Specifically, we introduce reference distributions according to predictions and field measurements and then define uncertainty sets to confine net and heat demands. The model allows the net demand and heat demand distributions to fluctuate around their reference distributions. Another difficulty existing in this problem is the indeterminate electricity market prices. We develop chance constraint approximations and robust optimization approaches to firstly transform and then solve the prime problem. Numerical results based-on real-world data evaluate the impacts of different parameters. It is shown that our energy generation scheduling strategy performs well and the integration of combined heat and power (CHP) generators effectively reduces the system expenditure. Our research also helps shed some illuminations on the investment policy making for microgrids. (C) 2015 Elsevier Ltd. All rights reserved.