We consider the task of audio source localization using a mi-crophone array on a mobile robot. Active localization algo-rithms have been proposed in the literature that can estimate the 3D position of a source by fusing the measurements taken for different poses of the robot. The robot movements are typ-ically fixed, however, or they obey heuristic strategies, such as turning the head and moving towards the source, which may be suboptimal. In this paper, we propose to control the robot movements so as to locate the source as quickly as possible. We represent the belief about the source position by a discrete grid and we introduce a dynamic programming algorithm to find the optimal robot motion minimizing the entropy of the grid. We report initial results in a real environment.