Optimal routing in two-queue polling systems

We consider a polling system with two queues, exhaustive service, no switch-over times and exponential service times with rate μ in each queue. The waiting cost depends on the position of the queue relative to the server: It costs a customer c per time unit to wait in the busy queue (where the server is) and d per time unit in the idle queue (where no server is). Customers arrive according to a Poisson process with rate λ. We study the control problem of how arrivals should be routed to the two queues in order to minimize expected waiting costs and characterize individually and socially optimal routing policies under three scenarios of available information at decision epochs: no, partial and complete information. In the complete information case, we develop a new iterative algorithm to determine individually optimal policies, and show that such policies can be described by a switching curve. We conjecture that a linear switching curve is socially optimal, and prove that this policy is indeed optimal for the fluid version of the two-queue polling system.