Automotive painting shops consume electricity and natural gas to provide the required temperature and humidity for painting processes. The painting shop is not only responsible for a significant portion of energy consumption with automobile manufacturers, but also affects the quality of the product. Various storage devices play a crucial role in the management of multiple energy systems. It is thus of great practical interest to manage the storage devices together with other energy systems to provide the required environment with minimal cost. In this paper, we formulate the scheduling problem of these multiple energy systems as a Markov decision process (MDP) and then provide two approximate solution methods. Method 1 is dynamic programming with value function approximation. Method 2 is mixed integer programming with mean value approximation. The performance of the two methods is demonstrated on numerical examples. The results show that method 2 provides good solutions fast and with little performance degradation comparing with method 1. Then, we apply method 2 to optimize the capacity and to select the combination of the storage devices, and demonstrate the performance by numerical examples.