ISyE 3232C

Z. She, YL. Chang

Stochastic Manufacturing and Service Systems

Fall 2015

Homework 5 - Solutions
September 21, 2015
1. (a) The arrival rate, A to machine A is 12 jobs/hour. The service rate of machine A is 15
jobs/hour and the service rate of machine B is 30 jobs/hour. The utilization of machine
A is
A = 12/15 = 0.8.
Since A < 1 the arrival rate to machine B is equal to A = 12 jobs/hour. Hence the
utilization of machine B is
B = 12/30 = 0.4.
(b) Since the utilizations of both machines are less than 1, the throughout is equal to the
arrival rate to the system which is equal to 12 jobs/hour.
(c) Using the Kingmans formula again
wq = m

0.8
c2a + c2s
=
= 0.2666 hrs = 16 mins
1
2
3

(d) Using the Littles Law

` = w,
where is the arrival rate and is equal to 12 jobs/hour and w = 30 mins = 0.5 hrs .
Hence,
` = 6 jobs.
(e) If the arrival rate, A to machine A is 60 jobs/hour then the utilization of machine A is
A = min{60/15, 1} = 1.
Since A = 1 the arrival rate to machine B is equal to 15 jobs/hour. Hence the utilization
of machine B is
B = 15/30 = 0.5.
Since the utilization of the first machine is equal to 1, the throughput is equal to the
service rate of this machine which is equal to 15 jobs/hour.
2. Let S represent the corresponding random variable. Then, by using a math software package(e.g., Wolfram alpha), we get mean m = E[S] = 2/3 and variance s2 = Var(S) = 9/8. For
example, when Wolfram alpha is used, we get mean m = E[S] = 3/2 by typing
integrate s*4*(2/3)^2*s*exp(-2*(2/3)*s) from s=0 to s=infinity
and E[S 2 ] = 27/8 by typing
1

integrate s^2*4*(2/3)^2*s*exp(-2*(2/3)*s) from s=0 to s=infinity.

Then s2 = Var(S) = E[S 2 ] m2 = 9/8 and the coefficient of variation for the service times is
c2s =

9/8
= 1/2.
(3/2)2

Now, the arrival rate is a = 30 customers per hour and since interarrival times have exponential distribution c2a = 1. Also, the service rate = 60/m = 40 customers per hour. Hence
the utilization is
= a / = 3/4.
(a) Using Kingmans formula, the long-run average waiting time in the queue is



c2a + c2s

1 + 0.5 3/4
=
2

2
10
9/160 hours = 3.375 mins.


wq

=
=

(b) Using the Littles Law, the long-run average number of customers in the queue is
`q

= a wq = 30 9/160 = 1.6875 customers.

(c) Since the mean service time is m = 3/2 mins, the long-run average time spent at the site
by a customer is
w

= wq + m = 3.375 + 3/2 = 4.875 mins.

By using the Littles Law again, the long-run average number of customers at the site is
` = a w = (30/60) 4.875 = 2.4375 customers.
3. Let `q denote the long-run average number of cars in the yard, `b denote the steady-state
expected number of cars in the bump area, and `p the steady-state expected number of cars in
the paint area. Note that for all the parts of the system the arrival rate is = 10 cars/week.
The long-run average waiting time in the yard is
wq = `q / = 15/10 weeks.
The long-run average waiting time in the bumping area is
wb = `b / = 10/10 = 1 week.
The long-run average waiting time in the paint area is
wp = `b / = 5/10 = 0.5 weeks.
The long-run average length of time from when a car arrives until it leaves is
w = wq + wb + wp = 3 weeks.

4. (a) Observe that the state space of Xn is

S = {3, 4, 5, 6},
Remember that we order up to 6 only when the inventory each evening is < 3. So at the
beginning of a day the minimum number of items is equal to 3.
The initial state is deterministic and the initial distribution is given by
P (X0 = 5) = 1.
Next, we find the transition matrix.
Xn
(at the beginning of day n)
3

Dn
1
2
3
1
2
3
1
2
3
1
2
3

inventory
at the end of day n
2
1
0
3
2
1
4
3
2
5
4
3

Xn+1
(at the beginning of day n + 1)
6
6
6
3
6
6
4
3
6
5
4
3

Note that
P (Xn+1 = 3|Xn = 3) = P (Xn+1 = 4|Xn = 3) = P (Xn+1 = 5|Xn = 3) = 0,
since whenever the inventory level goes below 3 we order up to 6. Therefore,
P (Xn+1 = 6|Xn = 3) = 1.
Now,
P (Xn+1 = 3|Xn = 4) = P (Dn = 1) = 1/6.
Otherwise we order, hence
P (Xn+1 = 6|Xn = 4) = P (Dn = 2) + P (Dn = 3) = 5/6.
Going in this fashion, the transition matrix can be shown to be

0
1/6
P=
3/6
2/6

0
0
1
0
0
5/6
,
1/6 0
2/6
3/6 1/6 0

where Pij = P (Xn+1 = j + 2|Xn = i + 2)

3

(b) Let Yn be the amount in stock at the end of day n.

Yn
(at the end of day n)
0

inventory at the beginning

of day n + 1
6

Dn+1

Yn+1
(at the end of day n + 1)
5
4
3
5
4
3
5
4
3
2
1
0
3
2
1
4
3
2

1
2
3
1
2
3
1
2
3
1
2
3
1
2
3
1
2
3

The inventory at the end of a day can be any value from 0 to 5. It cannot be 6 because
at the beginning of a day the maximum number of items we can have in the inventory is
6 and the demand is strictly greater than zero with probability 1.
So the state space in this case is
S = {0, 1, 2, 3, 4, 5}.
The initial state is deterministic and the initial distribution is given by
P (Y0 = 2) = 1.
Observe that
P (Yn+1 = 5|Yn = 0) = P (Dn+1 = 1) = 1/6,
where Dn+1 is the demand during day n + 1. Similarly
P (Yn+1 = 4|Yn = 0) = P (Dn+1 = 2) = 3/6 and
P (Yn+1 = 3|Yn = 0) = P (Dn+1 = 3) = 2/6.
Going in this fashion, we come up with the following transition matrix

P=

0
0
0
2/6
0
0

0
0
0
0
0
0
3/6 1/6
2/6 3/6
0
2/6

where Pij = P (Yn+1 = j 1|Yn = i 1).

2/6
2/6
2/6
0
1/6
3/6

3/6
3/6
3/6
0
0
1/6

1/6
1/6
1/6
0
0
0