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Energy efficiency of train operations is a critical issue for the electrical railway transportation, considering that one of the main benefits of this transportation mode is the lower environmental impact. A possible technology which decreases energy consumption is the reuse of the recovered energy from the braking system. Although have been made significant efforts to find efficient solutions in terms of driving strategies, timetable optimization etc, the potential of energy recovery from the braking system is still unexplored. In this paper, we consider the problem of joint optimization of multiple train speed profiles, which operate in the same power section, in order to increase the overall energy recovered from the braking system. We propose a Markov Decision Process formulation, which models the continuous space movements of the trains as stochastic transitions on discrete states, determined by train operations and electrical properties of the electrical network.