We consider the problem of allocating a single server to a system of q
ueues with Poisson arrivals. Each queue represents a class of jobs and
possesses a holding cost rate, general service distribution, and gene
ral set-up time distribution. The objective is to minimize the expecte
d holding cost due to the waiting of jobs. A set-up time is required t
o switch from one queue to another. We provide a limited characterizat
ion of the optimal policy and a simple heuristic scheduling policy for
this problem. Simulation results demonstrate the effectiveness of our
heuristic over a wide range of problem instances.