The disclosure provides a stochastic dynamical unit commitment method for power system based on solving quantiles via Newton method, belonging to power system technologies. The method establishes a unit commitment model with chance constraints for power system parameters. Quantiles of random variables obeying mixed Gaussian distribution is solved by Newton method, and chance constraints are transformed into deterministic linear constraints, so that original problem is transformed into mixed integer linear optimization problem. Finally, the model is solved to obtain on-off strategy and active power plan of units. The disclosure employs Newton method to transform chance constraints containing risk level and random variables into deterministic mixed integer linear constraints, which effectively improves the model solution efficiency, eliminates conservative nature of conventional robust unit commitment, provides reasonable dispatch basis for decision makers. The disclosure is employed to the stochastic and dynamic unit commitment of the power system including large-scale renewable energy grid-connected.