Applying Markov decision process to represent the uncertainty in the scheduling of various types of appliances and renewable energy generation, a new model of maximizing the expected users’ welfare was proposed. In order to balance the relationship between the utility of users’ electricity consumption (indicating the satisfaction degree of users after using the purchased electricity) and the payment cost, a weight factor was introduced as an unknown variable. The model was solved by an improved simulated annealing algorithm and the optimal weight factor was obtained. The simulation results verify the rationality of the model and the feasibility of the algorithm, which can guide users to optimize the energy allocation and schedule different appliances, so as to achieve the goal of maximizing the overall interest of users.