Short-term scheduling of a combined natural gas and electric power system may be formulated as a two-stage optimization model and solved using mixed integer stochastic programming . More stages could be considered and approached using the multi-stage stochastic programming. Benders decomposition  may be used to solve a nonlinear optimization problem.
A related problem is integration of the natural gas and electricity networks in terms of power and gas optimal dispatch . A mathematical model of the problem may be formulated as a minimization of the integrated gas-electricity system operation cost with constraints involving the power system and natural gas pipeline equations and capacities. The problem may be solved using a hybrid approach combining evolutionary strategies and Interior point method.
Another related problem is tri-/multi-generation . Various models exist optimizing energy cost, annual costs, CO2 emissions. Optimization methods include linear programming, branch and bound, evolutionary algorithms for single- and multi-objective optimization.
 D. Hu. Short-term scheduling of a combined natural gas and electric power system with wind energy. MSc thesis. Iowa State University
 Benders, J. F., Partitioning procedures for solving mixed-variables programming problems", Numerische Mathematik 4(3): 238–252, Sept. 1962
 C. Unsihuay, J. W. M. Lima and A. C. Z. de Souza, Modeling the Integrated Natural Gas and Electricity Optimal Power Flow, Power Engineering Society General Meeting, 2007. IEEE, Tampa, FL, 2007, pp. 1-7. doi: 10.1109/PES.2007.386124
 G. Chicco, P. Mancarella, Distributed multi-generation: A comprehensive view, Renewable and Sustainable Energy Reviews, Volume 13, Issue 3, April 2009, Pages 535-551, ISSN 1364-0321, http://dx.doi.org/10.1016/j.rser.2007.11.014.