This paper tries to implement a dynamic programming algorithm in order to get, under uncertainty, an optimal policy to explote
a dam.
If we want to apply Bellman’s optimality principle, we must discretize the problem. This change from continuous to discrete
brings out many new problems, and we make an effort to solve them. Some problems are left open. We think they deserve being
treated in order get the solution of the several enchained dams optimization problem.
Key Words Dynamic programming - optimization - determination of explotation policies - ϕ control of a dam