Mobility may degrade the performance of next-generation vehicular networks operating at the millimeter-wave spectrum: frequent loss of alignment and blockages require repeated beam training and handover, thus incurring huge overhead. In this paper, an adaptive and joint design of beam training, data transmission and handover is proposed, that exploits the mobility process of mobile users and the dynamics of blockages to optimally trade-off throughput and power consumption. At each time slot, the serving base station decides to perform either beam training, data communication, or handover when blockage is detected. The problem is cast as a partially observable Markov decision process, and solved via an approximate dynamic programming algorithm based on PERSEUS . Numerical results show that the PERSEUS-based policy performs near-optimally, and achieves a 55 gain in spectral efficiency compared to a baseline scheme with periodic beam training. Inspired by its structure, an adaptive heuristic policy is proposed with low computational complexity and small performance degradation.