A Markov Decision Process (MDP) is like a game you can play with yourself. First, you need to decide what you want to do and the possible outcomes of each choice. Then, you must decide which option is best for you based on the outcomes. The "Markov" part of the process means that your decisions only consider the current state of the game and not what has happened in the past. By using this process, you can figure out the best way to achieve a certain goal.