Energy resources on the Earth may not be sufficient because more and more energy is needed for human beings as global economy grows further. Several alternatives being proposed to solve problems. Especially, CHP(Combined Heat and Power) is considered as the most realistic and efficient solution. This paper developed an optimal operation mechanism of connected system between the DHC(District Heating and Cooling). This operation system of DHC that is limited to power transaction can be expanded into the combined energy transaction including thermal transaction. This method can optimally operate connected systems and calculate the maximum profits by Dynamic Programing and Economic Heat Load Dispatch. Through the case studies, it is verified that the proposed algorithm is very realistic and effective.