This paper models and solves the operation management problem of MicroGrids (MGs) including cost and emissions minimization under uncertain environment. The proposed model emphasizes on fuel cells (FCs) as a prime mover of combined heat and power (CHP) systems. An electro-chemical model of the proton exchange membrane fuel cell (PEMFC) is used and linked to the daily operating cost and emissions of the MGs. A reformer is considered to produce hydrogen for PEMFCs. Moreover, in high thermal load intervals, in order to make the MG more efficient, a part of produced hydrogen is stored in a hydrogen tank. The stored hydrogen can be reused by PEMFCs to generate electricity or be sold to other hydrogen consumers. A probabilistic optimization algorithm is devised which consists of 2m + 1 point estimate method to handle the uncertainty in input random variables (IRVs) and a multi-objective Self-adaptive Bee Swarm Optimization (SBSO) algorithm to minimize the cost and emissions simultaneously. Several techniques are proposed in the SBSO algorithm to make it a powerful black-box optimization tool. The efficiency of the proposed approach is verified on a typical grid-connected MG with several distributed energy sources.