Micro-grid on the user side is the effective carrier for the coordination of distributed generation and user load. Energy management system is an important way to improve the operation utility. Starting with the energy management demand and application characteristics of micro-grids on the user side, this paper systematically discusses basic principles of four kinds of online algorithms, including online convex optimization, online model predictive control, Lyapunov optimization and online linear programming. And the application of different online algorithms in micro-grids or similar energy management is summarized. The features, performance, application ranges and evaluation indexes of different online algorithms are analyzed. Finally, the existent difficulties and prospects for future studies are briefly summarized.