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Microgrids represent an emerging paradigm of future electric power systems that can utilize both distributed and centralized generations. Two recent trends in microgrids are the integration of local renewable energy sources (such as wind farms) and the use of co-generation (i.e., to supply both electricity and heat). However, these trends also bring unprecedented challenges to the design of intelligent control strategies for microgrids. Traditional generation scheduling paradigms rely on perfect prediction of future electricity supply and demand. They are no longer applicable to microgrids with unpredictable renewable energy supply and with co-generation (that needs to consider both electricity and heat demand). In this paper, we study online algorithms for the microgrid generation scheduling problem with intermittent renewable energy sources and co-generation, with the goal of maximizing the cost-savings with …