Abstract: This paper proposes a optimal control problem for a general nonlinear systems with finitely many admissible control settings and with costs assigned to switching of controls. With dynamic programming and viscosity solution theory we show that the switching lower-value function is a viscosity solution of the appropriate systems of quasi-variational inequalities(the appropriate generalization of the Hamilton-Jacobi equation in this context) and that the minimal such switching-storage function is equal to the continuous switching lower-value for the game. With the lower value function a optimal switching control is designed for minimizing the cost of running the systems. 

Key words: switching ,  systems;optimal ,  control;viscosity ,  solution;value ,  function;cost function