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In many practical scenarios, a flying insect must search for the source of an emitted cue which is advected by the atmospheric wind. On the macroscopic scales of interest, turbulence tends to mix the cue into patches of relatively high concentration over a background of very low concentration, so that the insect will only detect the cue intermittently and cannot rely on chemotactic strategies which simply climb the concentration gradient. In this work, we cast this search problem in the language of a partially observable Markov decision process (POMDP) and use the Perseus algorithm to compute strategies that are near-optimal with respect to the arrival time. We test the computed strategies on a large two-dimensional grid, present the resulting trajectories and arrival time statistics, and compare these to the corresponding results for several heuristic strategies, including (space-aware) infotaxis, Thompson sampling, and QMDP. We find that the near-optimal policy found by our implementation of Perseus outperforms all heuristics we test by several measures. We use the near-optimal policy to study how the search difficulty depends on the starting location. We discuss additionally the choice of initial belief and the robustness of the policies to changes in the environment. Finally, we present a detailed and pedagogical discussion about the implementation of the Perseus algorithm, including the benefits -- and pitfalls -- of employing a reward shaping function.