Based on the perspective of return threshold, this paper discusses the auction problem of grid resources through establishing the utility function model and combining with the dynamic game theory. With the analysis of the dynamic game process between grid resource providers and users, it finds that the optimal policy choice of the provider depends on its preference for monetary and non-monetary benefits, and the highest quotation of the users. Under the conditions of given return threshold, when the grid resource users have lower production profits or pay a higher cost, they will choose the lower price bidding strategy. The research shows that the introduction of return threshold mechanism can maximize the utility of both parties in a certain degree.