  In this paper, we propose a direct solution method for optimal switching
problems of one-dimensional diffusions. This method is free from conjectures
about the form of the value function and switching strategies, or does not
require the proof of optimality through quasi-variational inequalities. The
direct method uses a general theory of optimal stopping problems for
one-dimensional diffusions and characterizes the value function as sets of the
smallest linear majorants in their respective transformed spaces.
