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Integrated management of food-energy-water systems (FEWS) requires a unified, flexible and reproducible approach to incorporate the interdependence between sectors, and include the risk of non-stationary environmental variations due to climate change. Most of the recently developed methods in the literature fall short of one or more aspects in such integration. In this article, we propose a novel approach based upon fundamentals of decision theory and reinforcement learning that (1) quantifies and propagates uncertainty, (2) incorporates resource interdependence, (3) includes the impact of uncontrolled variables such as climate variations, and (4) adaptively optimizes management decisions to minimize the costs and environmental impacts of crop production. Moreover, the proposed method is robust to problem-specific complexities and is easily reproducible. We illustrate the framework on a real-world case study in Ventura County, California.