6 - Queuing Theory - S

Queuing Theory
Overview
•Introduction
•M/M/1
•M/M/s
•M/M/s/K
•M/M/s with finite calling population
040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

Introduction
•queuing theory?
–mathematical study of queues and waiting lines
•waiting line?
–current demand for service exceeds current capacity to provide service
•how much service to provide?

–providing too much is costly
–but: excessive waiting is costly
–impossible to predict accurately when units arrive to seek service
and/or how much time is required to provide service

Introduction
•queuing theory
–does not solve problems related to stochastics directly
–provides useful information required by decision makers
•average # in waiting line / system
•average waiting time
•average time in system
•utilization rate

Basic Queuing Process
•input source
–customers requiring a service are generated over time
•customers
–enter queuing system
–join a queue
•queue discipline
–member of queue is selected for service by some rule (f.e. FCFS)
•service mechanism
–required service is performed for the customer

basic queuing system
queuing system
service
mechanism
input
source
arrival rate (λ) service rate (μ)

[expected number of arrivals [expected number of customers
per time unit] completing service per time unit]

useful results
“birth” “death”
service
average #
mechanism
in queue (Lq)
input
source
average waiting
time in queue (Wq)
average # in system (L)

average time in system (W)

input source
•size
–number of potential customers (calling population)
–common assumption: unlimited
•statistical pattern
–how customers are generated
–common assumption:
•# of customers generated until some specific time: poisson process
•interarrival time: exponential distribution
•behavior of customers
–balking (refuse to enter system)

queue
•queue capacity
–maximum permissible number of customers that can be in queue
–finite vs. infinite
•queuing discipline
–order how members of queue are selected
–first-come-first-served
–random
–priority procedure

service mechanism
•one or more service facilities

•each of them: one or more parallel service channels (servers)
•service time
–how long does it take to serve customers?
–follows some probability distribution
•common: assume same for all servers
•exponential distribution
•Erlang distribution
•break downs?

single vs. multiple servers
•single server server
•multiple servers
server
server

remarks
•server
–not necessarily a single person
–could be machine as well
•queue
–not necessarily a line (waiting room)
•Kendall notation: X / Y / s
–X distribution of arrivals
–Y distribution of service times
•M exponential distribution (memoryless)
•D deterministic
•Ek Erlang distribution
•G general distribution
–s number of servers

terminology
•State of system
–number of customers in queuing system
–state of servers (idle/busy)
–arrival times of individual customers
•N(t)
–# of customers being in queuing system at time t (t ¸ 0)
•Pn(t)
–probability of exactly n customers in system at t
• n (n)
–mean arrival (service) rate when n customers are within system
•
–expected interarrival (service) time
•
–utilization factor for service facility

system status changes over time
•at start
–depends on initial state and on time already elapsed
–system is in a transient condition
•after sufficient time elapsed

–state of system becomes independent of initial state
–system eventually reached a steady-state condition
–probability distribution of state of system remains unchanged

relationship between L, W, Lq, Wq
•Little’s formula (John Little, 1961)
–L =  W
–Lq =  Wq
–W = Wq + 1 / 

Managerial Implications
•Low utilization levels provide
–better service levels
–greater flexibility
–lower waiting costs (e.g., lost business)
•High utilization levels provide
–better equipment and employee utilization
–fewer idle periods
–lower production/service costs
•Must trade off benefits of high utilization levels with benefits of
flexibility and service

Flexibility/Utilization Trade-off
L High utilization
Lq Low ops costs
Low flexibility
W Poor service
Wq
Low utilization
High ops costs
High flexibility
Good service
= 0.0 = 1.0

Utilization 
Cost Trade-offs
Combined
Cost Costs
Sweet Spot –
Min Combined
Costs
Cost of Cost of
Service Waiting
= 0.0 *  = 1.0

birth- and death process
•describes how N(t) changes as t increases
•given N(t) = n,
–the current probability distribution of the remaining time until the
next birth (arrival) is exponential with parameter n
–the current probability distribution of the remaining time until the
next death (departure) is exponential with parameter n
•random variables are mutually independent
•special type of continuous time Markov chain

graphical representation
•rate diagram
λ0 λ1 λ2 λn-2 λn-1 λn λn+1
0 1 2 … n-1 n n+1 …
μ1 μ2 μ3 μn-1 μn μn+1 μn+2

rate in = rate out
•in equilibrium, the tendency to move out of a certain state must

equal the tendency to move towards that state
•balance equations for state n

rate in = rate out
•solving for yet unknown Pn
•in order to simplify

calculate P0
•requirement
•implies
•and finally

determine L, Lq, W, Wq
•average # of customers in system
•average length of queue
•average time spent in system
•average waiting time
•average mean arrival rate

M/M/1
single server model
properties M/M/1
•interarrival times
–iid according to an exponential distribution
–input process is Poisson
•service times
–iid according to another exponential distribution
•number of servers = 1
•constant mean arrival rate () and mean service rate ()
–independent of system’s state
<1
otherwise no steady-
•utilization rate  =  /  state condition can
be reached
rate diagram
λ λ λ λ λ λ λ
0 1 2 … n-1 n n+1 …
μ μ μ μ μ μ μ

M/M/1
•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.
•  = 6 per hour
•  = 1/6 per minute = 10 per hour
•  = 6/10 = 60%
6 6 6 6 6 6 6
0 1 2 … n-1 n n+1 …
10 10 10 10
10 10 10
example

example
•steady state probabilities

example
•average # in system

formulas for M/M/1

M/M/s
multiple server model
rate diagram
λ λ λ λ λ λ λ
0 1 2 … s-1 s s+1 …
μ 2μ 3μ (s-1)μ sμ sμ sμ

M/M/s
•example
–a bank employs 4 tellers to serve its customers. Customers arrive
according to a Poisson process at a mean rate of 3 per minute. If a
customer finds all tellers busy, he joins a queue that is serviced by
all tellers; i.e., there are no lines in front of each teller, but rather
one line waiting for the first available teller. The transaction time
between the teller and customer follows an exponential distribution
with a mean of 1 minute.
•M/M/4
–  = 3 (customers/minute)
– = 1 (customers/minute)
<1
– =  / (s ) = 3/4 otherwise no steady-
state condition can
be reached

example
•rate diagram
0 = 3 1 = 3 2 = 3 3 = 3 4 = 3 5 = 3 6 = 3
0 1 2 3 4 5 6 …
1 = 1 2 = 2 3 = 3 4 = 4 5 = 4 6 = 4 7= 4
no queue 4 servers queue

some tellers idle all tellers busy
customers can be served immediately customers have to wait

example

example
•steady state probabilities

example
•average # in system
•replace ¾ by x

example
•average # in queue

example
•applying Little’s Law

–average time in system
–average waiting time

formulas for M/M/s

formulas for M/M/s

M/M/s/K
finite queue variation of the M/M/s
M/M/s/K
•basic idea
–finite queue
–space in waiting area is limited (a maximum of K customers can be
accommodated in the system)
–customers balk because queue is too long
•any customer that arrives while queue is full is refused to enter into
the system and leaves forever
•mean input rate into system = 0
rate diagram
λ λ λ λ λ λ
0 1 2 … s … K
μ 2μ 3μ sμ sμ sμ

M/M/s/K
•example
–an airline ticket office as two ticket agents answering
incoming phone calls for flight reservations. In addition, one
caller can be put on hold until one the agents is available to take
the call.
–If all three phone lines (both agent lines and the hold line) are
busy, a potential customer gets a busy signal, and it’s assumed
that the call goes to another ticket office and that the business is
lost.
–The calls and attempted calls occur randomly (i.e. according to
a Poisson process) at a mean rate of 15 per hour. The length of
a telephone conversation has an exponential distribution with a
mean of 4 minutes.
–M/M/2/3
– = 15 (per hour)
– = 15 (per hour)
example
•rate diagram
λ0 = 15 λ1 = 15 λ2 = 15
0 1 2 3
1 = 15 2 = 30 3 = 30

example

example
unfortunately:
Lq  Wq and L  W
(as n are not equal for all n)

formulas for M/M/s/K

formulas for M/M/s/K

finite calling population
variation of M/M/s
M/M/s with finite calling population
•basic idea
–input source is limited
–size of calling population is finite (N)
–if there’re n customers in the queuing system only N-n potential
customers remain in the input source
•example: machine repair problem

–maintenance person (servers)
–responsible to repair machines (customers) in case of breakdowns
–arrival: machine breaks down
–service-time: time required for repair
–departure: machine is working again

rate diagram
Nλ (N-1)λ (N-s+1)λ (N-s)λ (N-s-1)λ 2λ λ
0 1 … s s+1 … N-1 N
μ 2μ sμ sμ sμ sμ sμ

M/M/s with finite calling population
•example
–Suppose that two repair technician have been assigned the
responsibility of maintaining three machines. For each machine, the
probability distribution of the running time before a breakdown is
exponential, with a mean of 9 hours. The repair time also has an
exponential distribution, with a mean of 2 hours
•M/M/2 with finite calling population (N=3)

•  = 1/9 per hour
•  = ½ per hour

example
•rate diagram
λ0 = 3/9 λ1 = 2/9 λ2 = 1/9
0 1 2 3
1 = 1/2 2 = 1 3 = 1

example
average # of
machines/customers in
system
= average number of
machines out of order

formulas for M/M/s with finite calling population

formulas for M/M/s with finite calling population

extensions
M/Ek/s
•total service required might be more than one single task !

rather a sequence of k tasks
•if single tasks have an identical exponential distribution for their
duration ! total service time will have an Erlang distribution
•remember
–T1, T2,…, Tk k independent random variables with an identical
exponential distribution
(mean = 1/(k) )
–their sum has an Erlang distribution with parameters k and 

further extensions
•state-dependent service rates and/or arrival rates
•queuing models involving nonexponential distributions and/or

without Poisson input
•priority-discipline queuing models

–nonpreemtive vs. preemtive
•queuing networks
•etc.

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Queuing Theory

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•how much service to provide?

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

arrival rate (λ) service rate (μ)

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

average # in system (L)

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•one or more service facilities

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•single server server

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•after sufficient time elapsed

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

= 0.0 = 1.0

= 0.0 *  = 1.0

•describes how N(t) changes as t increases

•random variables are mutually independent

•special type of continuous time Markov chain

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

λ0 λ1 λ2 λn-2 λn-1 λn λn+1

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•in equilibrium, the tendency to move out of a certain state must

•balance equations for state n

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•solving for yet unknown Pn

•in order to simplify

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•average # of customers in system

•average length of queue

•average time spent in system

•average waiting time

•average mean arrival rate

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•steady state probabilities

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

no queue 4 servers queue

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•steady state probabilities

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

•applying Little’s Law

–average waiting time

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I

040669 || WS 2008 || Dr. Verena Schmid || PR KFK PM/SCM/TL Praktikum Simulation I