In this paper, the problem of optimal energy management of a microgrid is formulated as a nonlinear multi-objective optimization problem. The goal of this study is develop an optimal strategy in order to supply cleaner electricity in the most economical way. Moreover, to improve system performance and enhance energy efficiency, minimization of system losses is also considered in our optimization scheme. A game theoretical decision-making approach which adopts fuzzy adaptive particle swarm optimization algorithm is suggested to find the best compromise solution. The proposed method has been applied to a typical microgrid comprises a variety of distributed energy resources and storage devices. Obtained results under different scenarios approve the effectiveness of the strategy in smart utilization of available resources.