Generation expansion planning (also known as GEP) is finding an optimal solution for the planning problem in which the installation of new generation units satisfies both technical and financial limits.[1][2] GEP is a challenging problem because of the large scale, long-term and nonlinear nature of generation unit size.[3] Due to lack of information, companies have to solve this problem in a risky environment because the competition between generation companies for maximizing their benefit make them to conceal their strategies.[1] Under such an ambiguous condition, various nonlinear solutions have been proposed to solve this sophisticated problem.[4] These solutions are based on different strategies including: game theory,[5] two-level game model,[6] multi-agent system,[1] genetic algorithm,[4] particle swarm optimization[7] and so forth.