We consider a type of optimal switching problems with non-uniform execution
delays and ramping. Such problems frequently occur in the operation of
economical and engineering systems. We first provide a solution to the problem
by applying a probabilistic method. The main contribution is, however, a scheme
for approximating the optimal control by limiting the information in the
state-feedback. In a numerical example the approximation routine gives a
considerable computational performance enhancement, when compared to a
conventional algorithm