This article presents a covariance matrix adapted evolution strategy (CMAES) algorithm to solve dynamic economic dispatch (DED) problems. The DED is an extension of the conventional economic dispatch problem, in which optimal settings of generator units are determined with a predicted load demand over a period of time. In this article, the applicability and validity of the CMAES algorithm is demonstrated on three DED test systems with a sequential decomposition approach. The results obtained using the CMAES algorithm are compared with results obtained using the real-coded genetic algorithm, the Nelder–Mead simplex method, and other methods from the literature. To compare the performance of the various algorithms, statistical measures like best, mean, worst, standard deviation, and mean computation time over 20 independent runs are taken. The effect of population size on the performance of the CMAES algorithm is also investigated. The simulation experiments reveal that the CMAES algorithm performs better i...