This paper presents an algorithm for the management of electrical and thermal power production in microgrids connected to the utility grid and subject to uncertainties in both load requests and non-dispatchable generation. The suggested procedure allows, on one hand, to obtain the day ahead setpoint profiles for the microgrid devices, resulting in the economic optimal power exchange with the grid. On the other hand, it supplies a suitable method to refine such setpoint profiles, during the daily execution, in order to cope with unpredicted behaviours of the system. A formulation of the algorithm for a possible case study is given and simulation results are illustrated in the final part of the work.