Abstract: The world is undergoing the greatest changes in a century, with a significant increase in uncertain factors facing policymaking. As an intensive learning mechanism to deal with uncertainty, policy experimentation promotes policy innovation in the local range and test the effectiveness of new policies. The purpose is to enhance the understanding of policy issues, reduce decision-making risks, and improve the applicability and validity of public policies. Due to the difference of uncertainty, there are differentiated application scenarios and functional localizations of policy experimentation. Existing studies have carried out a great deal of research on the purposes and types of policy experimentation, analyzed the attribute, organizational model, cognitive logic and functional localization of policy experimentation, and constructed diverse theoretical models. The most influential models include democratic experimentalism, experimentalist governance, experimental learning and adaptive governance. This article presents the knowledge accumulation of existing research through literature review, which helps to deepen the understanding of policy experimentation in dealing with uncertainty at the theoretical level, and also has application value for optimizing the mechanism design of policy experimentation.