1. A scheduling or planning process comprising: constructing an approximate linear program including (i) a value function defined by a linear combination of basis functions, the value function representing action costs respective to a hybrid process including stochastic jumps and (ii) a linear constraint including a stochastic jump constraint term representative of stochastic jumps in the hybrid process; solving the approximate linear program; and selecting an action to be performed based on parameters provided by the solved approximate linear program; wherein the constructing, solving, and selecting operations are performed by a digital processor.