1. A method for converting a continuous system to a Markov decision process (MDP), wherein the continuous system is dynamical and the MDP has discrete states, comprising the steps of: selecting a predetermined number of continuous states of the continuous system, wherein each continuous state corresponds to one discrete state of the MDP; and applying Delaunay triangulation to the continuous states to produce a set of triangles, wherein vertices of each triangle represent the continuous states, and further comprising for each discrete state; determining a next discrete state y=fix, a), wherein x represents the continuous state corresponding to the discrete state, a is a control action, and f is a non-linear transition function for the continuous; identifying a particular triangle containing the next discrete state y; and expressing the next discrete state y as probabilities of transitioning to the discrete states corresponding to the continuous states x represented by the vertices of the particular triangle, wherein the steps are performed in a processor.