Financial Risk Management Activities (Narrative) (Detail) (USD $) In Millions, unless otherwise specified	12 Months Ended		9 Months Ended		3 Months Ended		9 Months Ended
	Dec. 31, 2013	Sep. 30, 2014	Sep. 30, 2014 Power [Member] Counterparty	Sep. 30, 2014 Power [Member] Senior Notes 5.32% Due September 2016 [Member]	Sep. 30, 2014 PSEG [Member]	Sep. 30, 2013 PSEG [Member]	Sep. 30, 2014 PSEG [Member]	Sep. 30, 2013 PSEG [Member]	Dec. 31, 2013 PSEG [Member]	Sep. 30, 2014 PSEG [Member] Senior Notes 5.5% Due December 2015 [Member]	Sep. 30, 2014 PSEG [Member] Senior Notes 5.32% Due September 2016 [Member]	Sep. 30, 2014 PSEG [Member] Senior Notes 2.75% Due September 2016 [Member]	Sep. 30, 2014 Non Current Assets [Member]	Dec. 31, 2013 Non Current Assets [Member]
Derivatives, Fair Value [Line Items]
Net cash collateral received in connection with net derivative contracts	$ 2	$ 106											$ (21)	$ (3)
Amount of after-tax gains on derivatives designated and effective as cash flow hedges expected to be reclassified to earnings during the 12 months following period end			2
Aggregate amount of series of interest rate swaps converting to variable-rate debt					850		850
Senior Notes converted into variable rate debt				300	303		303			300		250
Stated interest rate of debt instrument										5.50%	5.32%	2.75%
Fair value of interest rate swaps designated as underlying hedges					26		26		38
Aggregate amount of accumulated other comprehensive income (loss) attributed to interest rate derivatives designated as cash flow hedges	(1)
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	91	140			31		31		39
Additional collateral aggregate fair value	691	851			109		109		52
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges					$ 5	$ 4	$ 15	$ 14
Credit exposure, percentage			99.00%
Number of active counterparties on credit risk derivatives			136