In this paper, we endeavor to address the problem of dynamic energy scheduling scheme for end-users with storage devices in smart grid. An end-user with an energy storage device is developed, which draws energy from multiple energy sources: local energy suppliers and external power grid. Our goal is to minimize the end-user’s total costs (including energy usage cost and storage cost) over long-term time under uncertainty (time-varying electricity price, uncertain energy output and demand). Concerning the energy storage cost, the resulting problem is modeled as a stochastic optimization case. Following this trend, based on the improved Lyapunov optimization, a dynamic energy scheduling algorithm with lower complexity is developed. It is theoretically proved that the proposed algorithm can make the optimization target asymptotically close to optimum. Simulation results are given to demonstrate that proposed algorithm can significantly save total costs than existing schemes where energy scheduling without the energy storage cost constraint.