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This paper is dedicated to the task of energy supply system planning in the market environment. The task and criteria for maximizing the profit of the market participants have been formulated. The criteria contain the uncertain variables chosen by the competing companies. The possibilities of forming coalitions between companies are considered. In this case, for justifying the decisions and distributing the gains, a cooperative game theory is used. Methods of distributing additional gains are described. The examples of real projects dedicated to the energy supply planning show the rationality and efficiency of using the considered approach.