According to the investment research status of grid enterprises and compared to existing methods for grid investment strategy, launched a comprehensive study. Meanwhile, considering the social, economical, cultural, policy and other demand factors, combined with operational efficiency to the grid enterprises, we submit a comprehensive and reasonable, cost-effective, safe, reliable, dynamic feedback, efficient and controllable grid enterprise management investment strategy. Comprehensive study of the dynamic optimization investment strategy can further improve the safe operation level of the power grid and the efficiency to the grid enterprises. Also it can support the scientific development of the power industry effectively and improve the scientific management level of power grid enterprises.