Generation expansion planning, which plays a vital role in electric power system, has a great influence on the reliability, economics, electricity quality, network structure and development of electric power system in the future. In this study, an uncertainty optimization model for Beijing's generation expansion planning is developed. An interval parameter integrating mixes-integer programming techniques is introduced, which can effectively handle not only the uncertainties expressed as interval numbers, but also the installed power generation capacity-expansion issues. And the application shows that a diversified electricity structure, which is supplied through coal fired electricity and nature gas fired electricity mainly, new energy and reproducible energy et al as a supplement, will be established. It would provide steady and plenteous electricity for the economic and social development of Beijing, and also, for improving our people's lives.