Optimality of the round-robin routing policy

In this paper we consider the problem of routing customers to identical servers, each with its own infinite-capacity queue. Under the assumptions that (i) the service times form a sequence of independent and identically distributed random variables with increasing failure rate distribution and (ii) state information is not available, we establish that the round-robin policy minimizes, in the sense of a separable increasing convex ordering, the customer response times and the numbers of customers in the queues.