We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any policy. This advantage-preserving transformation of the MDP motivates a class of algorithms which we call Reward Balancing, which solve MDPs by iterating through these transformations, until an approximately optimal policy can be trivially found. We provide a convergence analysis of several algorithms in this class, in particular showing that for MDPs for unknown transition probabilities we can improve upon state-of-the-art sample complexity results.