ON THE OPTIMALITY OF EXHAUSTIVE SERVICE POLICIES IN MULTICLASS QUEUING-SYSTEMS WITH MODULATED ARRIVALS AND SWITCHOVERS

Consider a single-server multiclass queueing system with K classes whe re the individual queues are fed by K-correlated interrupted Poisson s treams generated in the states of a K-state stationary modulating Mark ov chain. The service times for all the classes are drawn independentl y from the same distribution. There is a setup time (and/or a setup co st) incurred whenever the server switches from one queue to another. I t is required to minimize the sum of discounted inventory and setup co sts over an infinite horizon. We provide sufficient conditions under w hich exhaustive service policies are optimal. We then present some sim ulation results for a two-class queueing system to show that exhaustiv e, threshold policies outperform non-exhaustive policies.