A multi-objective stochastic dynamic economical dispatch model considering wind power integration is established to minimize both fuel consumption and power purchase cost.This model can be transformed into a large-scale multi-objective deterministic model based on the scenario method.The normal boundary intersection method is introduced to convert this multi-objective problem into a series of single objective optimization problems，which can be solved by means of the nonlinear primal-dual interior point method.During the iteration process，the coefficient matrix of the reduced correction equation set can be rearranged as a block bordered diagonal structure according to the sequence of scenarios.Thus this reduced correction equation set is conveniently decomposed into several low-dimensional correction equation sets corresponding to forecast scenario and error scenarios，respectively to be solved by the asynchronous block iteration method.Furthermore，the computational results concerning a provincial power system with50generators show that the proposed scenario decomposition method is able to greatly reduce the memory demand while suitable for solving the dynamic economical dispatch problem of large-scale power systems involving both multiple scenarios and multiple objectives.