ISYE 3232C Fall 2015 Midterm 2 Solution

Total # of
Exam Takers
66

Min

Max

Mean

Median

40

100

84

88

25%
quantile
72

75 %
quantile
96

std
14.33

1. (40) (Performance 90%)A production line consists of two stations: Station 1 and Station 2. A
job entering the system first goes into Station 1, receives service there, then immediately goes to
Station 2, and after being serviced there leaves the system. Both stations have one server, and
both have capacity for an infinite queue of jobs awaiting service.
An engineer made a study and he has deemed appropriate to assume that the inter-arrival times
are iid exponential with mean 8 minutes. Also, he recorded that service times of Station 1 have
mean 4 minutes and variance 10 minutes2 ; and for Station 2 the service times are iid exponential
with mean 6 minutes.
(a) (2) What is the job arrival rate?
1 = 1/8 job per minute
(b) (4) What is the service rate of Station 1? What is the service rate of Station 2?
(2)1 = 1/4 job per minute,

(2)2 = 1/6 job per minute

(c) (2) What is the job arrival rate to Station 2?

2 = min(1/8, 1/4) = 1/8 job per minute
(d) (4) What is the utilization of Station 1? What is the utilization of Station 2?
(2)1 =

1
1/8
2
1/8
=
= 50% = u1 , (2)2 =
=
= 3/4 = 75% = u2
1 1/4
2 1/6

(e) (2) What is the throughput of this production system?

T H = min(1 , 1 , 2 ) = min(1/8, 1/4, 1/6) = 1/8 job per minute
(f) (12) In the long run, what is the expected waiting time a job spends in a queue for Station 1?
What is the total time a job spends in Station 1? That is, time in queue plus time in service.
What is the long-run average number of jobs waiting for the Station 1 (including the job in
service at Station 1)?
(6)E[Wq1 ] = E[V1 ](

1 + 10
C2 +Cs2
0.5
1
42
)( a
) = 4(
)(
) = 3.25 minutes
1 1
2
1 0.5
2
(2)E[W1 ] = 3.25 + 4 = 7.25 minutes

(4)L1 = 1 E[W1 ] = 1/8 7.25 = 0.90625 jobs

(g) (4) Suppose that, in the long run, a job spends in average 40 minutes in the whole system.
What is the total expected number of jobs in the system?
L = 1/8 40 = 5 jobs
For the following questions (h)-(j), assume the mean of the inter-arrival times of jobs
decreases to 5 minutes.
2

(h) (2) What is the arrival rate to Station 2?

2 = min(1/5, 1/4) = 1/5 job per minute
(i) (4) What is the utilization of Station 1?What is the utilization of Station 2?
(2)1 =

1
1/5
2
1/5
=
= 0.8, u1 = 80%, (2)2 =
=
= 1.2, u2 = 100%
1 1/4
2 1/6

(j) (4) What is the throughput of this production system? Where is the bottleneck?
(2)T H = min(1/5, 1/4, 1/6) = 1/6 job per minute,
(2)Station 2 is the bottleneck.
2. (20) (Performance 80%) Every time that Georgia Tech football team wins a game, it wins its
next game with probability 0.8; every time it loses a game, it wins its next game with probability
0.3. Let Xn denote whether the team wins the game or not in game n. Then {Xn , n 0} is a DTMC.
(a) (1) What is the state space?
S = { Win, Lose}
(b) (4) What is the transition probability matrix of Xn ?

P=

Win
Lose

 Win
0.8
0.3

Lose
0.2
0.7

(c) (5) What is the stationary distribution? (Setup the equations, and you dont need to solve
them)
W 0, L 0

(W

L )

W + L = 1

0.8 0.2
= (W
0.3 0.7

(0.8W + 0.3L 0.2W + 0.7L ) = (W

W = 0.8W + 0.3L
L = 0.2W + 0.7L

W + L = 1

L )
L )

(d) (5) If the team wins a game, then it has dinner together with probability 0.7, whereas if the
team loses then it has a dinner together with probability 0.2. What percentage of games result
in a team dinner?
0.7W + 0.2L
3

(e) (5) A team member will receive a $50 coupon if the team wins a game and receive nothing if
the team loses a game. What is the expected coupon value for playing a game?
$50 W
3. (40) (Performance 80%) Let X0 , X1 , . . . be a Markov chain with state space {0, 1, 2}, initial distribution a = (0.4, 0.2, 0.4), and transition matrix

0.2 0.4 0.4

0.56 0.24 0.20
0.4338 0.2972 0.2691
P = 0.5 0.3 0.2 , P2 = 0.41 0.31 0.28 , P5 = 0.4487 0.2904 0.2609
0.29 0.36 0.35
0.4609 0.2849 0.2542
0.8 0 0.2
(a) (2) Fill in the entries for P and a.

(b) (4) Draw the transition diagram of the DTMC.

(c) (4) Give a sample path for the first 4 periods, i.e., t = 0, 1, 2, 3, where X0 = 2.

(d) (2) P(X0 = 0) = 0.4

(e) (2) P(X30 = 0 | X29 = 2) = P2,0 = 0.8
(f) (3) P(X5 = 2 | X0 = 1) = (P5 )1,2 = 0.2609
4

(g) (4)P(X10 = 0, X8 = 1, X15 = 2 | X6 = 0)

P(X10 = 0, X8 = 1, X15 = 2 | X6 = 0)
= P(X15 = 2|X10 = 0)P(X10 = 0|X8 = 1)P(X8 = 1|X6 = 0)
= (P5 )0,2 (P2 )1,0 (P2 )0,1 = 0.2691 0.41 0.24
(h) (5) P(X28 = 1 | X22 = 2)
P(X28 = 1 | X22 = 2)
2

= P(X28 = 1, X27 = i|X22 = 2)

i=0

= P0,1 (P5 )2,0 + (P5 )2,1 P1,1 + (P5 )2,2 P2,1

= 0.4609 0.4 + 0.2849 0.3 + 0.2542 0
Or
P(X28 = 1 | X22 = 2)
2

= P(X28 = 1, X23 = i|X22 = 2)

i=0
2

= P(X28 = 1|X23 = i)P(X23 = i|X22 = 2)

i=0

= P2,0 (P5 )0,1 + (P5 )1,1 P2,1 + (P5 )2,1 P2,2

= 0.2972 0.8 + 0.2904 0 + 0.2849 0.2
(i) (4)P(X2 = 0)
P(X2 = 0)
= P(X2 = 0|X0 = 0)a0 + P(X2 = 0|X0 = 1)a1 + P(X2 = 0|X0 = 2)a2
= (P2 )0,0 a0 + (P2 )1,0 a1 + (P2 )2,0 a2
= 0.56 0.4 + 0.41 0.2 + 0.29 0.4
(j) (5)P(X0 = 2 | X2 = 0)
P(X2 = 0|X0 = 2)P(X0 = 2)
P(X2 = 0)
(P2 )2,0 0.4
=
0.56 0.4 + 0.41 0.2 + 0.29 0.4
0.29 0.4
=
0.56 0.4 + 0.41 0.2 + 0.29 0.4

P(X0 = 2 | X2 = 0) =

(k) (5)E[X33 | X1 = 2]
2

E[X33 | X1 = 2] = i3 P(X3 = i|X1 = 2)

i=0

= 1 (P2 )2,1 + 23 (P2 )2,2 = 1 0.36 + 8 0.35