I. Introduction
Energy management is, nowadays, a subject of great importance, because of the need of facing petroleum shortage and earth global heating. However such a management has to deal with many problems arising from the nonlinearities that may appear, like the behaviour of power converters or the enforcement of constraints of the different components of the system, or from the difficulty in selecting, among a set of sources able to produce energy, the one that will give energy to a set of loads. The sources and loads are of different types and are usually distributed around the main grid. Moreover the prediction about how the system may react as well as the choice of sources must be made in real-time to avoid any power outage. Loads also have a stochastic behaviour which can be partially forecast and can be situated also very far from the source location, which adds the transmission losses. In the end each source has its specific characteristics such as production cost, environmental constraints, capacity, etc, that must be accounted for in the source selection. Finally, the stability issues of a power network with many distributed generation units of significant rating is still an open problem.