Financial Risk Management Activities (Narrative) (Detail) - USD ($) $ in Millions		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		$ (2)		$ (2)		$ 44
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax		(7)	$ 23	(23)	$ 53
Accumulated Other Comprehensive Income (Loss)		(410)	(226)	(410)	(226)	(229)	$ (411)	$ (242)	$ (263)
Power [Member]
Derivatives, Fair Value [Line Items]
Securities held as Collateral		13		13
Derivative, Fair Value, Amount Offset Against Collateral, Net	[1],[2]	(2)		(2)		44
Fair Value of Derivatives with credit-risk related contingent features		11		11		30
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral		6		6		13
Additional collateral aggregate fair value		5		5		17
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax		(5)	22	(18)	50
Accumulated Other Comprehensive Income (Loss)		(350)	(172)	(350)	(172)	(172)	(352)	(187)	(211)
Cash Flow Hedging [Member] | PSEG [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount		500		500
Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax		(1)	0	(1)	0	0
Accumulated Other Comprehensive Income (Loss)		(1)	2	(1)	2	0	0	2	2
Cash Flow Hedges [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax		0	0	0	0
Accumulated Other Comprehensive Income (Loss)		0	$ 0	0	$ 0	$ 0	$ 0	$ 0	$ 0
Senior Notes Three Point Eight Five Percent due Two Thousand Twenty Three [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Debt Instrument, Face Amount		$ 700		$ 700
Debt Instrument, Interest Rate, Stated Percentage		3.85%		3.85%

[1] Represents the netting of fair value balances with the same counterparty (where the right of offset exists) and the application of collateral. All cash collateral received or posted that has been allocated to derivative positions, where the right of offset exists, has been offset on the Condensed Consolidated Balance Sheets. As of June 30, 2018 and December 31, 2017, Power had net cash collateral/margin payments to counterparties of $122 million and $146 million, respectively. Of these net cash/collateral margin payments $(2) million as of June 30, 2018 and $44 million as December 31, 2017 were netted against the corresponding net derivative contract positions. Of the $(2) million as of June 30, 2018, $(1) million was netted against current assets, and $(1) million was netted against noncurrent assets. Of the $44 million as of December 31, 2017, $(3) million was netted against current assets, $28 million was netted against current liabilities, and $19 million was netted against noncurrent liabilities.

[2] Substantially all of Power’s derivative instruments are contracts subject to master netting agreements. Contracts not subject to master netting or similar agreements are immaterial and did not have any collateral posted or received as of June 30, 2018 and December 31, 2017.