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The transient behaviors of traditional adaptive control may be very poor in general. A practically feasible approach to improve the transient performances is the adoption of adaptive switching control. For a typical class of nonlinear systems disturbed by random noises, we applied the idea of mixed multiple models consisting of adaptive model and fixed models to design the switching control law. Under certain assumptions, we proved rigorously the stability and optimality of the nonlinear system with the switching control law. A simulation example was provided to compare the performances of the switching control and the traditional adaptive control.