Partially Observable Markov Decision Processes (POMDPs) model sequential decision-making problems under uncertainty and partial observability. Unfortunately, some problems cannot be modeled with state-dependent reward functions, e.g., problems whose objective explicitly implies reducing the uncertainty on the state. To that end, we introduce ρPOMDPs, an extension of POMDPs where the reward function ρ depends on the belief state. We show that, under the common assumption that ρ is convex, the value function is also convex, what makes it possible to (1) approximate ρ arbitrarily well with a piecewise linear and convex (PWLC) function, and (2) use state-of-the-art exact or approximate solving algorithms with limited changes.