This chapter describes the micro-grid (MG) concept, and analysis the market structure is analyzed. It discusses several methodologies to evaluate the uncertainties. Due to the increase of the energy demand, to obsolescence of the HV grid, to the improving of the sensitivity to environmental issue, micro-grids and smart-grids (SGs) can become a real opportunity of success. These are conceived as electric grids in low voltage (LV) and medium voltage (MV), respectively, able to deliver electricity in a controlled smart way from points of generation to consumers. Through the two-way flow of information between suppliers and consumers, the new grids encourage users' participation in energy saving and their cooperation through the demand-response mechanism. In order to identify the impact of asset ownership on financial interactions among various MG stakeholders, three main business models are introduced: the first one is the distribution system operator (DSO) monopoly model, the second one is the prosumer consortium, and the last is the free market model.