Hybrid Electric Vehicles(HEV) are usually powered by two different energy sources, typically, they are equipped with an internal combustion engine and a bank of batteries. It is important to split the required power between the two energy sources in order to minimize fuel consumption. In this paper, this problem is posed as an optimal control problem and solved using improved Dynamic Programming (DP), improved DP is applied to reduce the computing time, Finally, it is simulated based on PSATv6.1, compared with other algorithm, the results of simulation indicate that the fuel economy of series HEV is improved greatly.