Building an integrated energy system with coordinated source and load and flexible interaction is an effective way to build a new type of power system. Under the integrated energy system, reasonable adjustment of the user-side demand response mechanism through incentives such as electricity prices and subsidies can promote the economic and efficient operation of the integrated energy system. In order to formulate a reasonable demand response incentive mechanism, first, the paper fully considers the uncertainty of renewable energy output on the source side and multi-type energy demand on the load side, proposes a random scenario generation strategy, and then proposes a game optimization framework for an integrated energy system that takes into account user demand response. With the goal of maximizing user benefits, a dual-agent game optimal scheduling model is established, and a fast and efficient solution algorithm is proposed. Finally, a multi-scenario simulation analysis is carried out based on the integrated energy system of a real park, and a reasonable and effective demand response price incentive plan is formulated. The scheduling results show that the proposed plan can effectively improve the benefits of system operators and users.