Overview
You cannot set a new workflow to an object by using "Set properties" in a workflow state, but you can change the workflow to another workflow and state automatically when it reaches a final state with M-Files Property Calculator.
Solution
Below you can find a sample rule for Property Calculator that moves the object from workflow "Reviewing drawings" to workflow "Reviewing drawings 2" when it reaches the state "Change state" in the first workflow. The source workflow and state are defined under Group Conditions and the target workflow with the two static values under Properties.
Note that the Calculation Event Handler needs to be set to BeforeCheckInChanges.
