This talk shall focus on the presentation of a (by now) well studied research topic in the field of stochastic control theory, i.e the case of optimal switching control problems. A main objective of this talk is to provide the connection with system of semilinear PDEs with obstacles which, in addition, are inter- connected. This last feature (among some others) explains why the solution is not smooth (in general). For this reason we study existence and uniqueness of solutions of these PDEs in viscosity sense. In a first part, we shall explain the relationship between the value functional associated with a stochastic control problem and the solution of an explicit semi- linear PDE. For this, we need to introduce both the stochastic framework and some advanced probabilistic tools & technics. Next and after this introductory part, we shall give the precise structure of the system of PDEs we are interested in and provide some theoretical results. If time allows, the last slides present the main steps of one of our main results. This talk is based on several joint works (with Pr. S. Hamadène (LMM), Pr. B Djehiche (KTH Stockholm) and X. Zhao former pHD student at the LMM).