The strategic decision-making behavior of the electricity retailer is an important part of realizing the market power of the power industry and realizing the demand response. This paper builds a user interactive operation bilevel programming model based on Stackelberg game theory according to retailer’s strategic decision making behavior. The interaction between the upper and lower main in the model can reflect the interaction between the retailer and the demand side. The upper part builds a retailers’ strategic decision making behavior considering risk management based on CVar and nonlinear stochastic programming theory; the lower part introduces the comfort of consumers and builds a user demand decision behavior model considering the impact of retailer’s strategic decision. Finally, the algorithm uses the bilevel genetic algorithm to optimize the decision-making behavior, which proves that the model has a good guiding significance in reflecting the influence of user interaction behavior and risk management on the decision-making of retailer" behavior strategy.