A scheduling problem in a manufacturing system that produces different types of items is presented in this paper. The demands for the items are Poisson processes, ans simultaneous production of two or more items is not allowed. The decisions on stopping the production can be made at any time, even if the item being produced is unfinished. An instantaneous setup cost is paid when the production is stopped or initialized, or when the production is switched from one item to another. The scheduling problem is formulated as an Impulse Control of Piecewise Detereministic Markov Processes. The value function is characterized and aproximation methods for the solution of the scheduling problem are proposed.