Photoluminescence measurements with combined spatial, temporal, and spectral resolution are performed on single GaAs/${\mathrm{Ga}}_{\mathrm{x}}$${\mathrm{Al}}_{1\mathrm{\ensuremath{-}}\mathrm{x}}$As quantum dots. The complete spatial quantization leads to a spectrum of discrete emission lines. A series of structures with various confinement strength is investigated, as a function of excitation wavelength, excitation power, and temperature. In all cases, a fast rise of the luminescence is observed. Several independent results show that Coulomb scattering plays a major role within the early stage of energy relaxation. At liquid-helium temperature, a strikingly different recombination dynamics is observed for dots with various lateral potential. For weak lateral confinement, energy relaxation is directly observed in the time dependence of the luminescence spectrum. In contrast, in the sample with strongest confinement, independent recombination of the discrete lines occurs. Increasing the excitation power, higher-energy lines appear and the spectral weight shifts systematically from the lowest to the higher-energy lines. For this variation, which corresponds to an increase in the estimated number of electron-hole pairs in the single dot from about 1\char21{}2 to 200, the peak energies hardly change. We have also performed detailed calculations of the energy spectrum and the relaxation and recombination times of excitons in quantum dots. The experimental results are surprisingly well interpreted assuming the formation of an exciton gas obeying the Pauli exclusion principle.