09 Queueing Theory

Queueing Models
Henry C. Co Technology and Operations Management, California Polytechnic and State University
Queueing Models (Henry C. Co)
Queueing Models
Theory

Danish engineer A. K. Erlang (early 1900s) Studied telephone switchboards in Copenhagen for the Danish Telephone Company. Balance cost of waiting (and/or balking) with cost of adding resources (capacity). What priority rule or procedure should be used to select the next customer to be served or job to be worked on?
Objective
Priority selection process
Queuing Analysis
Total cost = Customer waiting cost + Capacity cost Cost of service capacity Cost of customers waiting
Cost Service capacity
The Basic Model
A Basic Queue
Server
Stephen R. Lawrence Leeds School of Business University of Colorado Boulder, CO 80309-0419

Queueing Models (Henry C. Co) 5
A Basic Queue
Customer Arrivals
Server
A Basic Queue
Server
A Basic Queue
Customer Departures
Server
A Basic Queue
Customer Arrivals
Queue (waiting line)
Server
Customer Departures
A Basic Queue
Customer Arrivals
Server
Customer Departures
Line too long? Customer balks (never enters queue)

A Basic Queue
Customer Arrivals
Server
Customer Departures
Line too long? Line too long? Customer reneges Customer balks (abandons queue) (never enters queue)
Queuing Analysis
Single Channel (or Single Server) Queue
12
Queuing Analysis
Service Rate (m )
13
Queuing Analysis
Arrival Rate (l )
Service Rate (m )
14
Queuing Analysis
Average Waiting Time in Queue (Wq )
Arrival Rate (l )
Service Rate (m )
15
Queuing Analysis
Arrival
Service Rate (m )
Rate (l
Average Number of
People in Queue (Lq )
16
Queuing Analysis
Arrival
Service Rate (m )
Rate (l
Average Number of People in Queue (Lq )
Average Time in System (W
) )
17
Average Number in System (L

Characteristics of a Queue
18
Source population Arrival characteristics Physical features of lines Selection from the waiting line Service facility Exit
Elements of Queuing System
Processing order
Arrivals
Waiting line
System
Service
Exit
19
Source Population

May be finite or infinite. For practical intent and purposes, when the population is large in comparison to the service system, we assume the source population to be infinite (e.g., in a small barber shop, 200 potential customers per day may be treated as an infinite population).
20
Arrival
Pattern of arrivals
Size of arrivals: single or batch arrival? Probability distribution pattern of arrivals.
Controllable arrival pattern Movie theatres offering Monday specials. Department stores running sales. Airlines offering off-season rates. Overseas telecom rates from 1:00 a.m. To 7:00 a.m. Uncontrollable arrival pattern Emergency operations. Fire department.
Periodic: constant time-between-arrivals (TBA). Purely random TBA (e.g., exponential distribution).
21
Degree of patients
A patient arrival is one who waits as long as necessary until the service facility is ready to serve him/her (even if the customer grumble and behave discourteously or Impatiently). Impatient arrivals.
Balking: views the situation (length of queue) and then decides to leave. Reneging: views the situation, joins the queue, after some time, departs without being served.
22
Physical Features of Waiting Line
Length of line: infinite or finite waiting capacity? Number of lines; configuration of the lines; jockeying.
23
Selection from the Waiting Line
Queue discipline: priority rule(s) for determining the order of service to customers in a waiting line
Line structuring: express checkouts (supermarkets); commercial transactions only (banks).

FIFO. By reservations/appointment only/first. Emergencies first. Highest profit customer first. Largest orders first. Best customer first. Longest waiting time in line first. Soonest promised date first. Shortest processing time first.
Service Facility
Structure
Service rate

Single-channel singlephase. Single-channel multiphase. Multi-channel singlephase. Multi-channel multiphase. Mixed. Multiple channel
Constant Random (probability distribution).
Queuing Systems
Multiple phase
Exit
Return to source population
Recurring-common-cold case. Appendectomy-only-once case.
Low probability of re-service
26
Steady State
27
A stable system: The queue will never increase to infinity. An empty state is reached for sure after some time period. Condition for Stability: m>l. This condition MUST be met to make all formulas valid. The steady state: Probability {n customers in the system} does not depend on the time.
Waiting Time
Average number on time waiting in line
vs Utilization
System Utilization
100%
29
M/M/1 Queues
1st M (for Markovian) Arrival Distribution is Exponential 2nd M Service Distribution is Exponential 1 Single Channel
30
Population

Time horizon: an infinite horizon. Source Population: infinite.
31
Arrival Process
The inter-arrival time is an exponentially-distributed random variable with average arrival rate = l. If the inter-arrival time is an exponentially-distributed random variable, then the number of arrivals during the fixed period of time is a Poisson distribution. No balking or reneging
32
Poisson Distribution
0.25 0.2 0.15 0.1 0.05 0 0 1 2 3 4 5 6 7 8 9 10 11 12
33
Service Process
The service time is also assumed to be exponentially distributed with mean service rate m. Only 1 server First-come-first-served (FCFS) queue priority Mean length of service = 1/m No limit on the queue size.
34
Operating Characteristics
Utilization (fraction of time server is busy)
l m
35
l m
Expected (Average) waiting times
W 1 ml
Wq
W ml
36
l m
Average waiting times
W 1 ml
Wq
W ml
l L m l
37
Average numbers
L
l m l
Lq
Fundamental Relationship
Littles Law: L=lW or Lq= l Wq
38
Example
Stephen R. Lawrence Leed School of Business University of Colorado Boulder, CO 80309-0419
39
Example
Boulder Reservoir has one launching ramp for small boats. On summer weekends, boats arrive for launching at a mean rate of 6 boats per hour. It takes an average of s=6 minutes to launch a boat. Boats are launched FCFS.
40
Example
l = 6/hr
m = 1/s =1/6 = 0.167/min or 10/hr
41
Example
l = 6/hr
m = 1/s =1/6 = 0.167/min or 10/hr
l/m = 6/10 = 0.6 or 60%
42
Example
l = 6/hr
m = 1/s =1/6 = 0.167/min or 10/hr
l/m = 6/10 = 0.6 or 60%
L = l/(ml) = 6/(10-6) Lq = L = 1.5(0.6)
= 1.5 boats = 0.9 boats
43
Example
l = 6/hr
m = 1/s =1/6 = 0.167/min or 10/hr
l/m = 6/10 = 0.6 or 60%

L = l/(ml) = 6/(10-6) = 1.5 boats Lq = L = 1.5(0.6) = 0.9 boats
W = 1/(ml) = 1/(10-6) = 0.25 hrs or 15 mins Wq = W =Queueing Models (Henry0.15 hrs 0.25(0.6) = C. Co) or 9 mins44
Example (cont.)
During the busy Fourth of July weekend, boats are expected to arrive at an average rate of 9 per hour.
45
Example (cont.)
l = 9/hr
m = 1/s =1/6 = 0.167/min or 10/hr
46
Example (cont.)
l = 9/hr
m = 1/s =1/6 = 0.167/min or 10/hr
l/m = 9/10 = 0.9 or 90%
47
Example (cont.)
l = 9/hr
m = 1/s =1/6 = 0.167/min or 10/hr
l/m = 9/10 = 0.9 or 90%
L = l/(ml) = 9/(10-9) = 9.0 boats Lq = L = 9(0.6) = 5.4 boats
48
Example (cont.)
l = 9/hr
m = 1/s =1/6 = 0.167/min or 10/hr
l/m = 9/10 = 0.9 or 90%

L = l/(ml) = 9/(10-9) = 9 boats Lq = L = 9(0.6) = 5.4 boats
W = 1/(ml) = 1/(10-9) = 1.0 hrs or 60 mins Wq = W = 1(0.9) = 0.9 hrs or 54 mins

Resource Utilization
service rate m = 10
50
service rate m = 10 =l/m Lq = l / (ml)
51
Lq
l = 0.0 ( = 0.0)
Arrival Rate l
l = 10.0 ( = 1.0)
52
Lq
l = 0.0 ( = 0.0)
Arrival Rate l
l = 10.0 ( = 1.0)
53
Lq
l = 0.0 ( = 0.0)
Arrival Rate l
l = 10.0 ( = 1.0)
54
Flexibility/Utilization Trade-off
= 0.0
Utilization
= 1.0
55
L Lq W Wq
= 0.0
Utilization
= 1.0
56
L Lq W Wq
= 0.0
Utilization
= 1.0
57
L Lq W Wq
Low utilization High flexibility Good service
High utilization Low flexibility Poor service
= 0.0
Utilization
= 1.0
58
Queues and Flexibility
Low utilization levels ( < 0.6 ) provide

better service levels greater flexibility lower waiting costs (e.g., lost business) better equipment and employee utilization fewer idle periods lower production/service costs
High utilization levels ( > 0.9 ) provide

Must trade off benefits of high utilization levels with benefits of flexibility and service
59
Cost Trade-offs
Cost
= 0.0
Utilization
= 1.0
60
Cost Trade-offs
Cost
Cost of Waiting
= 0.0
Utilization
= 1.0
61
Cost Trade-offs
Cost
Cost of Service
Cost of Waiting
= 0.0
Utilization
= 1.0
62
Cost Trade-offs
Cost
Combined Costs Cost of Service Cost of Waiting
= 0.0
Utilization
= 1.0
63
Queues and Simulation
Only simple queues can be mathematically analyzed Real world queues are often very complex

multiple servers, multiple queues balking, reneging, queue jumping machine breakdowns networks of queues, ...
Need to analyze, complex or not Computer simulation !

Adding an extra server
Reduces the expected queue length and waiting time greatly. Reduces the servers utilization level significantly.
In some cases, a manager wants the expected customer waiting time is below certain critical level. Otherwise, he may lose customers.
65

09 Queueing Theory

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Queueing Models

Queueing Models (Henry C. Co)

Priority selection process

Queueing Models (Henry C. Co)

Cost Service capacity

Queueing Models (Henry C. Co)

The Basic Model

Queueing Models (Henry C. Co)

Stephen R. Lawrence Leeds School of Business University of Colorado Boulder, CO 80309-0419

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Queue (waiting line)

Queueing Models (Henry C. Co)

Queue (waiting line)

Line too long? Customer balks (never enters queue)

Queue (waiting line)

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

People in Queue (Lq )

Queueing Models (Henry C. Co)

Average Number of People in Queue (Lq )

Average Time in System (W

Average Number in System (L

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Size of arrivals: single or batch arrival? Probability distribution pattern of arrivals.

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Physical Features of Waiting Line

Queueing Models (Henry C. Co)

Selection from the Waiting Line

Line structuring: express checkouts (supermarkets); commercial transactions only (banks).

Constant Random (probability distribution).

Return to source population

Recurring-common-cold case. Appendectomy-only-once case.

Low probability of re-service

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Time horizon: an infinite horizon. Source Population: infinite.

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

0.25 0.2 0.15 0.1 0.05 0 0 1 2 3 4 5 6 7 8 9 10 11 12

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Utilization (fraction of time server is busy)

Queueing Models (Henry C. Co)

Utilization (fraction of time server is busy)

Queueing Models (Henry C. Co)

Utilization (fraction of time server is busy)

Queueing Models (Henry C. Co)

Littles Law: L=lW or Lq= l Wq

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

Queueing Models (Henry C. Co)

m = 1/s =1/6 = 0.167/min or 10/hr

Queueing Models (Henry C. Co)

m = 1/s =1/6 = 0.167/min or 10/hr

l/m = 6/10 = 0.6 or 60%