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This paper presents the method of setting the maximal accepted cost of waste fuel burned in heat industry power plant with the regard of trading effects of CO2 allowances. In effected analysis, the entrance parameters are specified by the uncertain (heuristic) data or by probabilistic data (trough statistical distributions of given parameters). The research has accomplished for industrial power plant using waste gases from steelworks. The method proposed in this paper has been illustrated indoi:10.2478/v10172-012-0088-2 fatcat:24kulbivpfdmjlly7dzl7ml5li