Wind power plant (WPP), photovoltaic generators (PV), cell-gas turbine (CGT), and pumped storage power station (PHSP) are integrated into multienergy hybrid system (MEHS). Firstly, this paper presents MEHS structure and constructs a scheduling model with the objective functions of maximum economic benefit and minimum power output fluctuation. Secondly, in order to relieve the uncertainty influence of WPP and PV on system, robust stochastic theory is introduced to describe uncertainty and propose a multiobjective stochastic scheduling optimization mode by transforming constraint conditions with uncertain variables. Finally, a 9.6 MW WPP, a 6.5 MW PV, three CGT units, and an upper reservoir with 10 MW·h equivalent capacity are chosen as simulation system. The results show MEHS system can achieve the best operation result by using the multienergy hybrid generation characteristic. PHSP could shave peak and fill valley of load curve by optimizing pumping storage and inflowing generating behaviors based on the load supply and demand status and the available power of WPP and PV. Robust coefficients can relieve the uncertainty of WPP and PV and provide flexible scheduling decision tools for decision-makers with different risk attitudes by setting different robust coefficients, which could maximize economic benefits and minimize operation risks at the same time.