K competing queues with geometric service requirements and linear costs: The \(\mu\) c-rule is always optimal (Q1060497)

A discrete-time system of K competing queues with queue-dependent, geometric service requirements and arbitrary arrival patterns is studied. When the cost per time slot and per queue is linear in the queue size, it is shown that the policy that allocates service attention to the non- empty queue with the largest expected cost decrease per slot (the \(\mu\) c-rule) minimizes the expected discounted cost over an infinite horizon.