Motivated by the post-disaster distribution system restoration problem, in this paper, we study the problem of synthesizing the optimal policy for a Markov Decision Process (MDP) from a sequence of goal sets. For each goal set, our aim is to both maximize the probability to reach and minimize the expected time to reach the goal set. The order of the goal sets represents their priority. In particular, our aim is to generate a policy that is optimal with respect to the first goal set, and it is optimal with respect to the second goal set among the policies that are optimal with respect to the first goal set and so on. To synthesize such a policy, we iteratively filter the applicable actions according to the goal sets. We illustrate the developed method over a sample distribution system. Copyright (C) 2021 The Authors.