The sought after objectives of the energy-saving power dispatch， such as the degree of reduction in energy consumption and emission of pollutants， will be proposed in the form of periodic expectation control value rather than the minimum value to be solved. Therefore， the actual demand cannot be met by the traditional idea of minimization or maximization of the objective function. In order to cope with this situation， a new concept of multi-objective expectation control is presented and an optimized model for energy-saving power dispatch is proposed based on the concept. In this model， by adopting the multi-objective weighted form and estimating the weighted values by steadily narrowing the completion rate difference of different objectives， an energy-saving power dispatch strategy for the demands of multi-objective expectation control is obtained. Through a real example， the correctness of the multi-objective expectation control idea and the feasibility of the multi-objective weighted method of problem solving are verified.