Financial Risk Management Activities (Narrative) (Detail) $ / Derivative in Millions, $ in Millions	3 Months Ended
	Mar. 31, 2019 USD ($) $ / Derivative		Dec. 31, 2018 USD ($)
Derivatives, Fair Value [Line Items]
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	$ (5)		$ (1)
Derivative, Fair Value, Amount Offset Against Collateral, Net	48		153
Power [Member]
Derivatives, Fair Value [Line Items]
Securities held as Collateral	16
Derivative, Fair Value, Amount Offset Against Collateral, Net	48	[1],[2]	153
Fair Value of Derivatives with credit-risk related contingent features	16		22
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	4		7
Additional collateral aggregate fair value	$ 12		$ 15
Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Hedge outstanding | $ / Derivative	900
Interest Rate Swaps [Member] | PSEG [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Hedge outstanding | $ / Derivative	900
Interest Rate Swaps [Member] | Power [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Hedge outstanding | $ / Derivative	0
Interest Rate Swaps [Member] | PSE And G [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Hedge outstanding | $ / Derivative	0
Term Loan maturing in 2020 [Member] | Interest Rate Swaps [Member] | PSEG [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Hedge outstanding | $ / Derivative	700
Anticipated Issuances [Member] | Interest Rate Swaps [Member] | PSEG [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Hedge outstanding | $ / Derivative	200

[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 March 31, 2019 and December 31, 2018, Power had net cash collateral/margin payments to counterparties of $203 million and $393 million, respectively. Of these net cash/collateral margin payments, $48 million as of March 31, 2019 and $153 million as December 31, 2018 were netted against the corresponding net derivative contract positions. Of the $48 million as of March 31, 2019, $(9) million was netted against noncurrent assets and $57 million was netted against current liabilities. Of the $153 million as of December 31, 2018, $(2) million was netted against current assets, $(3) million was netted against noncurrent assets, $96 million was netted against current liabilities and $62 million was netted against noncurrent liabilities.

[2] Substantially all of Power’s and PSEG’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 March 31, 2019 and December 31, 2018.