Accelerated charges radiate electromagnetic waves. From the point of view of the particles alone, the process is dissipative, because the charges loose energy when being accelerated. Of course the total amount of energy of a closed system of charges and the electromagnetic field is conserved. The energy lost by the particles is carried away by the (radiative part of the) electromagnetic field.
You should be warned that the quantitative understanding of this issue within classical electrodynamics is a very tough subject. It has been solved for practical purposes only quite recently. This is treated in great detail in the marvelous book
Fritz Rohrlich, Classical Charged Particles, World Scientific, 2007