Approximately Optimal Scheduling of an M/G/1 Queue with Heavy Tails

Distributions with a heavy tail are difficult to estimate. If the design of a scheduling policy is sensitive to the details of heavy tail distributions of the service times, an approximately optimal solution is difficult to obtain. This paper shows that the optimal scheduling of an M/G/1 queue with heavy tailed service times does not present this difficulty and that an approximately optimal strategy can be derived by truncating the distributions.