This paper reviews the current techniques used in energy management systems to optimize energy schedules into microgrids, accounting for uncertainties for various time frames (day-ahead and real-time operations). The current uncertainties affecting applications, including residential, commercial, virtual power plants, electric mobility, and multi-carrier microgrids, are the main subjects of this article. We outline the most recent modeling approaches to describe the uncertainties associated with various microgrid applications, such as prediction errors, load consumption, degradation, and state of health. The modeling approaches discussed in this article are probabilistic, possibilistic, information gap theory, and deterministic. Then, the p...