Lecture 13 (Notes) Manscie

Lecture Day 13
Queuing Models
Queuing Models
Queue is another term for a waiting line, and

a queuing system is simply a system that
involves a waiting line. Queuing theory is a
branch of management science that enables
the analyst to describe the behavior of
queuing systems.
Queuing theory does not address
optimization problems directly. Rather, it
uses elements of statistics and mathematics
for the construction of models that describe
the important descriptive statistics of a
queuing system.
Members of a queue are known as calling

units.
The queuing system descriptive statistics
include such factors as the expected waiting
time of the calling units, the expected length
of the line, and the percentage of idle time
for the service facility (the source of goods
or services for which the calling units wait).
When queuing theory is applied,
managements objective is usually to
minimize two kinds of costs:
Those associated with providing service

Those associated with waiting time
Parts of Any Queuing

System
Calling
Population
...
Queue
Service
Facility
Served
Calling
Units
Calling
Population
...
The calling population has three

characteristics that are important to
consider when deciding on what type of
queuing model to apply:
The size of the calling population
The pattern of arrivals at the queuing

system
The attitude of the calling units
Calling
Population
...

The size of the calling population can be
finite or infinite.
The key to determining whether an
infinite calling population can be
assumed is whether the probability of
an arrival is significantly changed when
a member or members of a population
are receiving service and thus cannot
arrive to the system.
Calling
Population
...


system
can
be pre-determined/scheduled or
random.
If arrivals are scheduled, analytical
queuing models are usually
inappropriate. If arrivals are random, it
is necessary to determine the
probability distribution of the time
between intervals.
It has been shown mathematically that if the

probability density function of the interarrival times is exponential, calling units
arrive according to a so-called Poisson
process.
Poisson arrivals generally exist in situations
where the number of arrivals during a certain
time interval is independent of the number of
arrivals that have occurred in previous time
arrivals.
This basic property states that the conditional

probability of any future event depends only
on the present state of the system and is
independent of previous states of the system.
The Poisson Probability Density Function

gives the probability of n arrivals in time
period t.
Pn(t) = e-t(t)n
n = 0, 1, 2, . . .
n!
where:
n = number of arrivals
t = size of the time interval
= mean arrival rate per unit of time
Calling
Population
...


system
can be
patient
or impatient.
The attitude
of the calling units
There are two forms of impatient
attitudes, namely: balking and
reneging.
In Summary:
Size
Finite
Infinite
Calling
Population
Characteristics
Arrival
Pattern
Attitude
PreRandom Patient
Determin
ed
Poisson
Other Balking
Impatien
t
Renegin
g
...
Service
Facility
The service facility has three basic

properties:
The structure of the queuing system
The distribution of service times

The service discipline
...
Service
Facility

properties:
can be single-phase or multi-phase.
The great majority of queuing models are
single-phase models. It is possible,
nonetheless, to view a multiphase system
as separate, single-phase systems in
which the output from one server
becomes the input for another server.
Possible
Structures:
Calling
Population
...
Service
Facility
Served
Calling
Units
Queue
Single-Phase, Single-Channel Queuing System
Possible
Structures:
Calling
Population
Service
Facility
no. 1
...
Queue
Service
Facility
no. 2
Served
Calling
Units
Single-Phase, Multi-Channel Queuing System
Possible
Structures:
Calling
Population
...
Queue
Service
Facility
type 1
Service
Facility
type 2
Served
Calling
Units
Queue
Multi-Phase, Single-Channel Queuing System
Possible
Structures:
Calling
Population
...
Queue
Servic
e
Facility
Servic
e
Facility
no.1
type 1
Servic
e
Facility
no.1
type 2
Servic
e
Facility
no.2
type 1
no.2
type 2
Served
Calling
Units
Multi-Phase, Multi-Channel Queuing System
...
Service
Facility

properties:
can be
constant or random.
If service time is a random variable, it
is necessary to determine how that
random variable is distributed. In most
cases, service times are exponentially
distributed. As such, the probability of
relatively long service times is small.
...
Service
Facility

properties:

determines which
The service discipline
calling unit in the queuing system
receives service.
Classifications of Service Disciplines
First come, first served
Priority
Preemptive
Non-preemptive
Random
In Summary:
Structure
Single
Phase
MultiPhase
Service
Facility
Characteristics
Service
Times
Service
Discipline
Constant Random FCFS PriorityRandom
Single
Multi- Exponenti
Channel Channel
al
Other Preemptiv
None
Preemptiv
Elementary
Queuing Models
Notations to be used:
Lq =
expected or mean length of the queue

(number of calling units in the
queue)
Ls =
expected number of calling units in
the
system (number in the
queue plus number
being served)
Wq=
in line
Ws=
expected or mean time spent in the
system
(including waiting time and
service time)
expected or mean time spent waiting
Notations to be used (cont.):
=
units
mean arrival rate (number of calling

per unit of time)
=
units
mean service rate (number of calling

served per unit of time)
1/ =
mean service time for a calling unit
s =
number of parallel (equivalent)
service
facilities in the system
P(n) = probability of having n units in the

system
server utilization factor (that is, the

proportion of time the server
can be
expected to be busy)
The Basic Single-Server Model

The assumptions of this model
are:
Poisson arrival process
Exponential service
times
Single server
FCFS service discipline
Infinite source
Infinite queue
Patient calling units

Statistics to be determined:
The probability of 0 calling units in the
system:
P(0) = 1 (/)
The probability of n calling units in the

system:
P(n) = P(0)(/)n
The proportion of time the server is busy:
= /

Statistics to be determined
(cont.):
Expected number of calling units in the
system:
L = / (-)
s

queue:
Lq = 2/ [(-)]
Expected time in the system:

Ws = 1 / (-)
Expected time waiting in line:

Wq = / [(-)]
Example:
A particular toll road has one attendant
at an exit lane. Cars arrive at that toll gate in
a Poisson fashion at a rate of 120 cars per
hour, and it takes the attendant, on the
average, 15 seconds to service a car. Service
times are exponentially distributed.
Assumptions of an infinite calling population
and an infinite queue are reasonable. What
are the basic queuing statistics for this
system?
= 120 cars/hr.
= 15 sec./car
= 2 cars/min.
= 4 cars/min.

system:
P(0) = 1 (/)
= 120 cars/hr.
= 15 sec./car
= 2 cars/min.
= 4 cars/min.
P(0) = 1 (/)
= 1 (/)
= 1 (/)
= /
=

system:
P(0) = 1 (/)

system:
P(n) = P(0)(/)n
= /
= 120 cars/hr.
= 15 sec./car
= 2 cars/min.
= 4 cars/min.
P(0) = 50%
= /
= 2/4
= 1/2
= 50%

(cont.):
system:
L = / (-)
s
= 120 cars/hr.
= 15 sec./car
= 2 cars/min.
= 4 cars/min.
P(0) = 50%
= 50%
Ls = / (-)
= 2 / (4 2)
=2/2
= 1 car

(cont.):
system:
L = / (-)
s

queue:
Lq = 2/ [(-)]
= 120 cars/hr.
= 15 sec./car
= 2 cars/min.
= 4 cars/min.
P(0) = 50%
= 50%
Ls = 1 car
Lq = 2/ [(-)]
= 22 / [4 (4 2)]
= 4 / [4 (2)]
= 1/2 car

(cont.):
system:
L = / (-)
s

queue:
Lq = 2/ [(-)]

Ws = 1 / (-)
= 120 cars/hr.
= 15 sec./car
= 2 cars/min.
= 4 cars/min.
P(0) = 50%
= 50%
Ls = 1 car
Lq = 1/2 car
Ws = 1 / (-)
= 1 / (4 2)
= 1/2 min.
= 30 seconds

(cont.):
system:
L = / (-)
s

queue:
Lq = 2/ [(-)]

Ws = 1 / (-)

Wq = / [(-)]
= 120 cars/hr.
= 15 sec./car
= 2 cars/min.
= 4 cars/min.
P(0) = 50%
= 50%
Ls = 1 car
Lq = 1/2 car
Ws = 1 / (-)
= 1 / (4 2)
= 1/2 min.
= 30 seconds
Wq = / [(-)]
= 2 / [4 (4 2)]
= 2 / [4 (2)]
= 1/4 min.
= 15 seconds
Multi-Server Model with Poisson

Arrivals and Exponential Service
Times
The assumptions of this model are
identical to those of the basic singleserver model except that the number of
servers is assumed to be greater than
one. Also, it is assumed that all servers
have the same rate of service.

Times
system:
P(0) =
1
s-1
n!
n=0
-1
(1- )
(/)n + (/)s
s!
s

Times
(cont.):
system:
P(n) = (/)n P(0) for 0 < n < s
n!
= (/)n P(0)
s!sn-s
for n > s
= /s
assuming each server has the same

mean service rate of units per time
period

Times
(cont.):
queue:
Lq = P(0)(/)s
s!(1 )2

system:
Ls = Lq + (/)

Wq = Lq/

Ws = Wq + (1/)
Example:
A particular toll road has three
attendants at an exit lane. Cars arrive at that
toll gate in a Poisson fashion at a rate of 600
cars per hour, and it takes the attendant, on
the average, 15 seconds to service a car.
Service times are exponentially distributed.
Assumptions of an infinite calling population
and an infinite queue are reasonable. What
are the basic queuing statistics for this
system?
= 600 cars/hr.
= 15 sec./car
= 10 cars/min.
= 4 cars/min.
s = 3

Times
system:
P(0) =
1
s-1
n!
n=0
-1
(1- )
(/)n + (/)s
s!
s
= 600 cars/hr. P(0) =

= 15 sec./car
= 10 cars/min.
= 4 cars/min.
n!
s = 3
1
s-1
-1
(1- )
(/)n + (/)s
s!
s
n=0
1
2
10 -1
(1- )
(10/4)n + (10/4)3
n! 3!
3(4)
n=0
P(0) =
1
2
10 -1
(1- )
(10/4)n + (10/4)3
n! 3!
3(4)
n=0
1
1
+
=
(10/4)
+
10 -1
(1- )
(10/4)2 + (10/4)3
12
2 6
1
(10/4) (10/4) + (10/4)3

+
2
=
1
=
= 4.50%
0.04494382
22.25
1
+

Times
(cont.):
system:
P(n) = (/)n P(0) for 0 < n < s
n!
= (/)n P(0)
s!sn-s
for n > s
= /s
assuming each server has the same

mean service rate of units per time
period
= 600 cars/hr.
= 15 sec./car
= 10 cars/min.
= 4 cars/min.
s = 3
P(0) =
0.04494382
= /s
= 10/[ 3(4) ]
= 10 / 12
= 5/6
= 0.83
= 83.33%

Times
(cont.):
queue:
Lq = P(0)(/)s
s!(1 )2
= 600 cars/hr.
= 15 sec./car
= 10 cars/min.
= 4 cars/min.
s = 3
P(0) =
0.04494382
= 0.83
Lq = P(0)(/)s
s!(1 )2
= (0.04494382) (10/4)3 (0.83)
3! (1 0.83)2
= (0.04494382) (15.625)
(0.83)
(6) (1 0.83)2
= 0.58520599
0.16
= 3.51123595 car

Times
(cont.):
queue:
Lq = P(0)(/)s
s!(1 )2

system:
Ls = Lq + (/)
= 600 cars/hr.
= 15 sec./car
= 10 cars/min.
= 4 cars/min.
Ls = Lq + (/)
= 3.51123595 +
(10/4)
= 3.51123595 + 2.5
= 6.01123595 or 6 cars
s = 3
P(0) =
0.04494382
= 0.83
Lq = 3.51123595 cars

Times
(cont.):
queue:
Lq = P(0)(/)s
s!(1 )2

system:
Ls = Lq + (/)

Wq = Lq/
= 600 cars/hr.
= 15 sec./car
= 10 cars/min.
= 4 cars/min.
Wq = Lq/
= 3.51123595 /
10
= 0.35112359
min.
= 21.07 sec.
s = 3
P(0) =
0.04494382
= 0.83
Lq = 3.51123595 cars
Ls = 6.01123595 cars

Times
(cont.):
queue:
Lq = P(0)(/)s
s!(1 )2

system:
Ls = Lq + (/)

Wq = Lq/

Ws = Wq + (1/)
= 600 cars/hr.
= 15 sec./car
= 10 cars/min.
= 4 cars/min.
Wq = Lq/
= 3.51123595 /
10
= 0.35112359
min.
= 21.07 sec.
s = 3
Ws = Wq + (1/)
P(0) =
= 0.35112359 +
0.04494382
= 0.83
(1/4)
= 0.60112359 min.
Lq = 3.51123595 cars
= 36.07 sec.
Ls = 6.01123595 cars
End of Day 13

Lecture 13 (Notes) Manscie

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Lecture 13 (Notes) Manscie

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Lecture Day 13

Queue is another term for a waiting line, and

Members of a queue are known as calling

Those associated with providing service

Parts of Any Queuing

The calling population has three

The pattern of arrivals at the queuing

The attitude of the calling units

The calling population has three

The calling population has three

The pattern of arrivals at the queuing

It has been shown mathematically that if the

This basic property states that the conditional

The Poisson Probability Density Function

The calling population has three

The pattern of arrivals at the queuing

The service facility has three basic

The distribution of service times

The service facility has three basic

Single-Phase, Single-Channel Queuing System

Single-Phase, Multi-Channel Queuing System

Multi-Phase, Single-Channel Queuing System

Multi-Phase, Multi-Channel Queuing System

The service facility has three basic

The service facility has three basic

The distribution of service times

Classifications of Service Disciplines

First come, first served

Constant Random FCFS PriorityRandom

expected or mean length of the queue

expected or mean time spent waiting

Notations to be used (cont.):

mean arrival rate (number of calling

mean service rate (number of calling

mean service time for a calling unit

P(n) = probability of having n units in the

server utilization factor (that is, the

The Basic Single-Server Model

FCFS service discipline

Patient calling units

The Basic Single-Server Model

The probability of n calling units in the

The proportion of time the server is busy:

The Basic Single-Server Model

Expected number of calling units in the

Expected time in the system:

Expected time waiting in line:

The Basic Single-Server Model

The Basic Single-Server Model

The probability of n calling units in the

The proportion of time the server is busy:

The Basic Single-Server Model

The Basic Single-Server Model

Expected number of calling units in the

The Basic Single-Server Model

Expected number of calling units in the

Expected time in the system:

The Basic Single-Server Model

Expected number of calling units in the

Expected time in the system:

Expected time waiting in line:

Multi-Server Model with Poisson

Multi-Server Model with Poisson