You can just list the files on the command line as multiple inputs and pandoc will merge them automatically:
pandoc -o merged.ext chap-1.md chap-2.md chap-3.md
(where .ext is .html, .pdf or whatever.)
Tip: if the files have different names you can give them leading zero-padded (all with the same number of digits) at the start of the file names:
0010-foreword.md
0020-introduction.md
0030-problem.md
0040-this.md
...
0070-that.md
...
0100-conclusions.md
And then you should be able to just say
pandoc -o merged.ext *.md
and the files should be correctly ordered by the shell.
The point of "spacing out" the numbers as I did above is that if you add or rearrange a file you can just change its number to something intermediate instead of renumbering all the files; e.g. if you want to move the "that" chapter to before the "this" chapter you just rename it 0035-that.md. I realize that e.g. in a dissertation you are not as likely to rearrange chapters, but e.g. in documentation, where I work nowadays, it happens with some frequency.
I hope this is helpful.
/bpj