A matrix-geometric solution of the jockeying problem

Abstract The multi-server exponential queue is considered, studied by Disney and Mitchell in 1971, and by Elsayed and Bastani in 1985, where customers are allowed to jockey among queues. A matrix-geometric solution for the problem is proposed. By exploiting the structure of the model, simple procedures are developed for computing the stationary probability vector of the underlying continuous-time Markov chain, the waiting time distribution, and other performance characteristics of interest.