Markov Decision Process in SAS?

Hello all:

I've been doing some reading into Markov Decision Processes and am curious if there is a SAS procedure capable of using this method?

I know of PROC MCMC but from my (albeit limited) understanding, Markov Chains (which is what MCMC uses) is different from Markov Decision Processes because only a single action is available for each state and the rewards are all equal - both of which are not necessarily true for Markov Decision Processes.

Just curious if anyone can point me in the right direction.
THANKS!