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Industrial energy saving is essential to the plant in the chemical industry park. Heat exchanger network of multi-plant can recover more potential energy. To ensure the network construction successfully, co-construct cost must be allocated reasonably. Cooperative game-theory based approach combines “Core” and “Risk- based Shapley value” with the network structure is put forward to give a contribute-equal cost imputation. A case study which includes three chemical plants is used to describe the approach and shows its practice value. The case study used Risk-based Shapley value illustrated plant which is confronted with high risk-loss will participate in the co-construction with lower cost, which means high risk and high yielded side by side.