This article presents our vision on the need of developing new managing technologies to harness distributed "computing continuum" systems. These systems are concurrently executed in multiple computing tiers: Cloud, Fog, Edge and IoT. This simple idea develops manifold challenges due to the inherent complexity inherited from the underlying infrastructures of these systems. This makes inappropriate the use of current methodologies for managing Internet distributed systems, which are based on the early systems that were based on client/server architectures and were completely specified by the application software. We present a new methodology to manage distributed "computing continuum" systems. This is based on a mathematical artifact called Markov Blanket, which sets these systems in a Markovian space, more suitable to cope with their complex characteristics. Furthermore, we develop the concept of equilibrium for these systems, providing a more flexible management framework compared with the one based on thresholds, currently in use for Internet-based distributed systems. Finally, we also link the equilibrium with the development of adaptive mechanisms. However, we are aware that developing the entire methodology requires a big effort and the use of learning techniques, therefore, we finish this article with an overview of the techniques required to develop this methodology.