Electrical power systems are undergoing a deep and fast transformation, fueled by renewable energies penetration, telecommunication technologies and markets expansion. We discuss to what extent optimization is challenged. We shed light on the two main new issues in stochastic control in comparison with deterministic control: risk attitudes and online information. We cast a glow on two snapshots highlighting ongoing research in the field of stochastic control applied to energy:

• Decomposition-coordination optimization methods under uncertainty, with an illustration on multiple dams management,
• Risk constraints in optimization, with the example of a dam management under a tourist chance constraint.