In this paper we study systems of weakly coupled Hamilton-Jacobi equations with implicit obstacles that arise in optimal switching problems. Inspired by methods from the theory of viscosity solutions and weak KAM theory, we extend the notion of Aubry set for these systems. This enables us to prove a new result on existence and uniqueness of solutions for the Dirichlet problem, answering a question of F. Camilli, P. Loreti and N. Yamada.

By means of the Pucci operator, we construct a function $u_0$, which plays an essential role in our considerations, and give the existence and regularity theorems for the bounded viscosity solutions of the generalized Dirichlet problems of second order fully nonlinear elliptic equations on the general bounded domains, which may be irregular. The approximation method, the accretive operator technique and the Caffarelli's perturbation theory are used.