Efficient use of multiple batteries is a practical problem with wide and growing application. The problem can be cast as a planning problem. We describe the approach we have adopted to modelling and solving this problem, seen as a Markov Decision Problem, building effective policies for battery switching in the face of stochastic load profiles. Our solution exploits and adapts several existing techniques from the planning literature and leads to the construction of policies that significantly outperform those that are currently in use and the best published solutions to the battery management problem. We achieve solutions that achieve more than 99% efficiency compared with the theoretical limit and do so with far fewer battery switches than existing policies. We describe the approach in detail and provide empirical evaluation demonstrating its effectiveness.