Developing an efficient power system is an important way for icebreakers to respond to high maneuverability and strong fluctuation loads under icebreaking conditions. The performance of power systems under short-period, regularly fluctuating load-sea conditions has been intensively studied. However, the performance of the power system in the face of a long-period, stochastic multi-frequency fluctuation icebreaking process has not been fully explored, especially the parameter uncertainty and battery cycle life. In this study, an integrated electric propulsion system with an optimal control strategy is suggested for improving the power system’s dynamic performance and battery cycle life. First, an energy flow model with a diesel–electric unit as the main body and coupled energy storage system/hybrid energy storage system has been constructed. A comparative analysis of rule-based and optimization-based energy management strategies has been performed, and an optimized strategy with dynamic programming as global regulation at the upper level and model predictive control at the lower level is suggested to integrate the slow and fast dynamic powers and achieve adaptability to strong fluctuation loads. In this control strategy, the uncertainties of energy storage system/hybrid energy storage system parameters have been introduced to eliminate their impact on the system performance. Then, the icebreaking process with multi-frequency fluctuation has been simulated, and the hybrid energy storage system with battery and supercapacitor is recommended to reach multi-objective with the lowest power fluctuation of diesel–electric unit, highest efficiency, and the minimum battery degradation. Finally, the fuel oil consumption and emissions of the hybrid energy storage system have been discussed, and the optimized strategy can save fuel oil by up to 5.33% and reduce the CO2 emission by 22% during the icebreaking process, exhibiting great potential in the environmental friendliness and significant advantages in terms of low fuel oil consumption.