In this paper, we derive optimal transmission policies for energy harvesting sensors to maximize the utility obtained over a finite horizon. First, we consider a single energy harvesting sensor, with discrete energy arrival process, and a discrete energy consumption policy. Under this model, we show that the optimal finite horizon policy is a threshold policy, and explicitly characterize the thresholds, and the thresholds can be precomputed using a recursion. Next, we address the case of multiple sensors, with only one of them allowed to transmit at any given time to avoid interference, and derive an explicit optimal policy for this scenario as well. © 2014 IEEE.