  How to compute (super) hedging costs in rather general fi- nancial market
models with transaction costs in discrete-time ? Despite the huge literature on
this topic, most of results are characterizations of the super-hedging prices
while it remains difficult to deduce numerical procedure to estimate them. We
establish here a dynamic programming principle and we prove that it is possible
to implement it under some conditions on the conditional supports of the price
and volume processes for a large class of market models including convex costs
such as order books but also non convex costs, e.g. fixed cost models.
