From the action panel create an action and start recording it.
export the file you have opened as a jpeg to a location you want all of them to be saved.
then stop the recording of the action
now from the flyout of the action panel go to the bottom where it says batch and select that option
a dialog chose the action you just made it might already be selected and chose a folder which contains the files you want converted
and then run the batch action.
That should do it.
You can also choose a destination folder but probably not necessary for this particular action because of the export option to choose a location.
thanks, I had the same problem!
Thanks for your help
I have been set acttion ai export to jpg , but i not know how to set a batch of ai file convert to jpg place in original folder