Because of communication limits, planetary rovers must operate autonomously during consequent durations. The ability to plan under uncertainty is one of the main components of autonomy. Previous approaches to planning under uncertainty in NASA applications are not able to address the challenges of future missions, because of several apparent limits. On another side, decision theory provides a solid principled framework for reasoning about uncertainty and rewards. Unfortunately, there are several obstacles to a direct application of decision-theoretic techniques to the rover domain. This paper focuses on the issues of structure and concurrency, and continuous state variables. We describes two techniques currently under development that address specifically these issues and allow scaling-up decision theoretic solution techniques to planetary rover planning problems involving a small number of goals.