This paper addresses the problem of optimal control for semi-active vehicle suspensions. A specific goal is to develop an algorithm which is capable of optimising ride and handling behaviour simultaneously in an experimental situation. A time-domain optimal control approach is adopted in which ride and handling are modelled as exogenous disturbances acting on the vehicle: road disturbances (modelled stochastically), and driver inputs (treated as deterministic quasi-static disturbances). A control algorithm is derived from a solution of the stochastic Hamilton–Jacobi–Bellman equation for the finite horizon case. The advantages of the approach are demonstrated experimentally on a test vehicle performing a steering manoeuvre on a bumpy roundabout.