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See this article for a description and picture of a palapa (Aka "tiki hut") built on a pier.

Assume that one puts strong curtains on three sides and ties them down firmly to the side poles so that a normal wind doesn't blow them around, and that the schach is kosher. (This question addresses non-flat roofs.)

Are you allowed to build a succah on a dock like this which is immediately above the water? Is there any rule that says that the succah must be on "firm ground"? Here, waves will rock the dock around a bit.

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Note that since one can build a succa on a boat, the pier should also be allowable. (logic only) Maseches Sukka Perek 2 Mishna 3

If one builds his sukkah on the top of a wagon or on the deck of a ship, it is valid, and they may go up into it on a festival day.

Of course the gemoro on daf 23a of masechet succah points out that this is the subject of a machlokes between Rabbi Akivah and Rabban Gamliel. Rabbi Akivah says that as long as it can withstand a regular land wind, it is kosher. Rabban Gamliel holds that it must withstand a regular sea wind which is stronger. However, even according to Rabban Gamliel, such a sturdy succah would be kosher. The only machlokes is the strength of the wind that must be withstood.

Note that we see examples of a succah built on a boat as shown below.

Succa on a boat

The Sukkah Boat in Venice

Sukkot has a strong connection to the messianic era, of which it is written, “The world will be filled with knowledge of G‑d like water covers the sea.” How apropos that Venice has its very own sukkah boat. Jewish law permits building a sukkah on a boat, a wagon, or even a camel (on chol hamoed), which brings us to the next entry . . .

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