Beruflich Dokumente
Kultur Dokumente
Penelitian Operasional II
Jurusan Teknik Industri Universitas Andalas
2016
Queueing Theory-1
Queueing Theory:
This theory studies queueing systems by formulating mathematical
models of their operation and then using these models to derive measures
of performance.
What is Queuing Theory?
3
Why is Queuing Analysis
Important?
• Capacity problems are very common in industry and
one of the main drivers of process redesign
– Need to balance the cost of increased capacity against the
gains of increased productivity and service
• Queuing and waiting time analysis is particularly
important in service systems
– Large costs of waiting and of lost sales due to waiting
instated?
This analysis provides vital information for effectively designing
queueing systems that achieve an appropriate balance between the
cost of providing a service and the cost associated with waiting for
the service.
A Cost/Capacity Tradeoff Model
Total
cost
Cost
Cost of
service
Cost of waiting
Process capacity
6
Examples of Real World Queuing
Systems?
• Commercial Queuing Systems
– Commercial organizations serving external customers
– Ex. Dentist, bank, ATM, gas stations, plumber, garage …
• Transportation service systems
– Vehicles are customers or servers
– Ex. Vehicles waiting at toll stations and traffic lights, trucks or
ships waiting to be loaded, taxi cabs, fire engines, elevators,
buses …
• Business-internal service systems
– Customers receiving service are internal to the organization
providing the service
– Ex. Inspection stations, conveyor belts, computer support …
• Social service systems
– Ex. Judicial process, the ER at a hospital, waiting lists for organ 7
Served
Calling Jobs Service Jobs
Queue Mechanis
Populatio
m leave the
n
system
Arrival Queue
Process Discipline
Service
Queue
Process
Configuratio
n 8
Components of a Basic Queuing
Process (II)
The calling population
– The population from which customers/jobs originate
– The size can be finite or infinite (the latter is most
common)
– Can be homogeneous (only one type of customers/
jobs) or heterogeneous (several different kinds of
customers/jobs)
The Arrival Process
– Determines how, when and where customer/jobs
arrive to the system
– Important characteristic is the customers’/jobs’
inter-arrival times
– To correctly specify the arrival process requires data
collection of interarrival times and statistical
analysis. 9
Components of a Basic Queuing
Process (III)
The queue configuration
– Specifies the number of queues
• Single or multiple lines to a number of service
stations
– Their location
– Their effect on customer behavior
• Balking and reneging
– Their maximum size (# of jobs the queue can hold)
• Distinction between infinite and finite capacity
10
Example – Two Queue Configurations
Servers Servers
11
Multiple v.s. Single Customer Queue
Configuration
Multiple Line Single Line Advantages
Advantages
1.The service provided 1. Guarantees fairness
can be differentiated – FIFO applied to all arrivals
– Ex. Supermarket express 2. No customer anxiety
lanes regarding choice of queue
2. Labor specialization 3. Avoids “cutting in”
possible problems
3. Customer has more 4. The most efficient set up
flexibility for minimizing time in the
4. Balking behavior may be queue
deterred 5. Jockeying (line switching)
– Several medium-length lines is avoided 12
are less intimidating than one
Components of a Basic Queuing
Process (IV)
The Service Mechanism
– Can involve one or several service facilities with one or several
parallel service channels (servers) - Specification is required
– The service provided by a server is characterized by its service
time
• Specification is required and typically involves data gathering
and statistical analysis.
• Most analytical queuing models are based on the assumption
of exponentially distributed service times, with some
generalizations.
The queue discipline
– Specifies the order by which jobs in the queue are being served.
– Most commonly used principle is FIFO.
– Other rules are, for example, LIFO, SPT, EDD…
– Can entail prioritization based on customer type. 13
Mitigating Effects of Long Queues
1. Concealing the queue from arriving customers
– Ex. Restaurants divert people to the bar or use pagers,
amusement parks require people to buy tickets outside the park,
banks broadcast news on TV at various stations along the queue,
casinos snake night club queues through slot machine areas.
2. Use the customer as a resource
– Ex. Patient filling out medical history form while waiting for
physician
3. Making the customer’s wait comfortable and distracting
their attention
– Ex. Complementary drinks at restaurants, computer games,
internet stations, food courts, shops, etc. at airports
4. Explain reason for the wait
5. Provide pessimistic estimates of the remaining wait time
– Wait seems shorter if a time estimate is given.
14
6. Be fair and open about the queuing disciplines used
A Commonly Seen Queuing Model (I)
The Queuing
System
The Service Facility
C S = Server
The Queue C S
Customers •
(C) CCC…C
•
•
C S
Customer =C
15
A Commonly Seen Queuing Model (II)
• Service times as well as interarrival times are assumed
independent and identically distributed
– If not otherwise specified
• Commonly used notation principle: A/B/C
– A = The interarrival time distribution
– B = The service time distribution
– C = The number of parallel servers
• Commonly used distributions
– M = Markovian (exponential) - Memoryless
– D = Deterministic distribution
– G = General distribution
• Example: M/M/c
– Queuing system with exponentially distributed service and inter-
arrival times and c servers
16
Served customers
Queueing system
Queue C S
C S Service
Customers
CCCCCC C S facility
C S
Served customers
“Queueing System”
Queueing Theory-18
Examples and Applications
Queueing Theory-19
Notation of Kendall
T/X/C/K/P/Z with
20
Customer arrival process
T/X/C/K/P/Z
22
Number of servers
T/X/C/K/P/Z
In simple queueing systems, servers are identical
23
Queue capacity
T/X/C/K/P/Z
Loss of customers if
the queue is full
Capacity K
24
Size of the population
T/X/C/K/P/Z
25
Service discipline
T/X/C/K/P/Z
Z can take the following values:
• FCFS or FIFO : First Come First Served
• LCFS or LIFO : Last Come First Served
• RANDOM : service in random order
• HL (Hold On Line) : when an important customer arrives, it takes the head
of the queue
• PR ( Preemption) : when an important customer arrives, it is served
immediately and the customer under service returns to the queue
• PS (Processor Sharing) : All customers are served simultaneously with
service rate inversely proportional to the number of customers
• GD (General Discipline)
26
The concept of customer classes
27
Simplified notation
28
Ergodicity
T
1
E X lim X t dt
T T
t 0
• A regenerative system, i.e. a system with a given state s0 that is
visited infinitely often, is ergodic.
• Finite, irreducible and aperiodic CMTC are ergodic.
1
2 3 unit reward
1 1
1 1
1 unit reward
4 5
2
/ / / / /
Interarrival Service Number of Queueing System Calling
time time servers discipline capacity population
distribution distribution size
Queueing Theory-31
Labeling Convention (Kendall-Lee)
Examples:
M/M/1
M/M/5
M/G/1
M/M/3/LCFS
Ek/G/2//10
M/M/1///100
Queueing Theory-32
Terminology and Notation
• State of the system
Number of customers in the queueing system (includes customers in
service)
• Queue length
Number of customers waiting for service
= State of the system - number of customers being served
Queueing Theory-33
Terminology and Notation
• ln = Mean arrival rate (expected # arrivals per unit time)
of new customers when n customers are in the system
Queueing Theory-34
Terminology and Notation
When arrival and service rates are constant for all n,
l = mean arrival rate
(expected # arrivals per unit time)
m = mean service rate for a busy server
1/l = expected interarrival time
1/m = expected service time
= l/sm
= utilization factor for the service facility
= expected fraction of time the system’s service capacity (sm)
is being utilized by arriving customers (l)
Queueing Theory-35
Terminology and Notation
Steady State
Queueing Theory-36
Terminology and Notation
Steady State
Queueing Theory-37
Little’s Formula
Demonstrates the relationships between L, W, Lq, and Wq
• Assume ln=l and mn=m Intuitive Explanation:
(arrival and service rates
constant for all n)
• In a steady-state queue,
L lW
Lq lWq
1
W Wq
m
Queueing Theory-38
Little’s Formula (continued)
• This relationship also holds true for l
l (expected arrival rate)
when ln are not equal.
L lW
Lq l Wq
1
W Wq
m
where l l n Pn
n 0
Queueing Theory-39
Heading toward M/M/s
Queueing Theory-40
Exponential Distribution Reviewed
If T ~ exponential(), then
fT (t ) e t
t 0
0 t 0
t
u t
FT (t ) P(T t ) e du 1 e
u 0
Queueing Theory-41
Property 1
Strictly Decreasing
fT(t)
1
Area P T 0.393
2
1 1
Area P T 0.239
2
1
Area P T 0.368
e
t
1 1
2
Queueing Theory-42
Property 2
Memoryless
Example:
P(T > 15 min | T > 5 min) = P(T > 10 min)
Queueing Theory-43
Property 2
Memoryless
• Prove the memoryless property
Queueing Theory-44
Property 3
Minimum of Exponentials
The minimum of several independent exponential random
variables has an exponential distribution
Example:
If there are n servers, each with exponential service times with mean m,
then U = time until next service completion ~ expon(____)
Queueing Theory-45
Property 4
Poisson and Exponential
( t )n e t
P( N( t ) n ) for n 0,1,2, ...
n!
P( N( t ) 0) e t
Note:
E[X(t)] = αt, thus the expected number of events per unit time is α
Queueing Theory-46
Property 5
Proportionality
Queueing Theory-47
Property 6
Aggregation and Disaggregation
Aggregation Disaggregation
N1 ~ Poisson(l1) N1 ~ Poisson(lp1)
N2 ~ Poisson(l2) p1 N2 ~ Poisson(lp2)
N ~ Poisson(l) N ~ Poisson(l) p2
… l = l1+l2+…+lk pk …
Nk ~ Poisson(lk) Nk ~ Poisson(lpk)
Note: p1+p2+…+pk=1
Queueing Theory-48
Back to Queueing
• Remember that N(t), t ≥ 0, describes the state of the system:
The number of customers in the queueing system at time t
Queueing Theory-49
Birth-and-Death Processes
• If the queueing system is M/M/…/…/…/…, N(t) is a birth-and-death
process
• A birth-and-death process either increases by 1 (birth), or
decreases by 1 (death)
• General assumptions of birth-and-death processes:
1. Given N(t) = n, the probability distribution of the time remaining until the
next birth is exponential with parameter λn
2. Given N(t) = n, the probability distribution of the time remaining until the
next death is exponential with parameter μn
3. Only one birth or death can occur at a time
Queueing Theory-50
Rate Diagrams
0 1 2 3 4 …
Queueing Theory-51
Steady-State Balance Equations
Queueing Theory-52
Queueing Theory-53
Queueing Theory-54
Queueing Theory-55
M/M/1 Queueing System
• Simplest queueing system based on birth-and-death
• We define
l = mean arrival rate
m = mean service rate
= l / m = utilization ratio
• We require l < m , that is < 1 in order to have a steady state
– Why?
Rate Diagram
l l l l l
0 1 2 3 4 …
m m m m m
Queueing Theory-56
M/M/1 Queueing System
Steady-State Probabilities
Calculate Pn, n = 0, 1, 2, …
Queueing Theory-57
M/M/1 Queueing System
L, Lq, W, Wq
Calculate L, Lq, W, Wq
Queueing Theory-58
M/M/1 Example: ER
• Emergency cases arrive independently at random
• Assume arrivals follow a Poisson input process (exponential
interarrival times) and that the time spent with the ER doctor is
exponentially distributed
• Average arrival rate = 1 patient every ½ hour
l=
• Utilization
=
Queueing Theory-59
M/M/1 Example: ER
Questions
What is the…
1. probability that the doctor is idle?
2. probability that there are n patients?
3. expected number of patients in the ER?
4. expected number of patients waiting for the doctor?
5. expected time in the ER?
6. expected waiting time?
7. probability that there are at least two patients waiting?
8. probability that a patient waits more than 30 minutes?
Queueing Theory-60
Car Wash Example
• Consider the following 3 car washes
• Suppose cars arrive according to a Poisson input process and
service follows an exponential distribution
• Fill in the following table
l m L Lq W Wq P0
Queueing Theory-61
M/M/s Queueing System
• We define
l = mean arrival rate
m = mean service rate
s = number of servers (s > 1)
= l / sm = utilization ratio
• We require l < sm , that is < 1 in order to have a steady state
Rate Diagram
Queueing Theory-62
Rate Diagram
Queueing Theory-63
l n
m n 1, 2, ..., s
n!
l l ...l Pn = CnP0
Cn n 1 n 2 0
m n m n 1...m1 n
l
m
ns n s 1, s 2, ...
s! s
Queueing Theory-64
Queueing Theory-65
Queueing Theory-66
M/M/s Queueing System
L, Lq, W, Wq
P ( l / m ) s
1 e mt ( s 1l / m )
P( t ) e mt 1 0
s!(1 ) s 1 l / m
s 1 sm (1 )t
P(q t ) 1 Pn e
n 0
Queueing Theory-67
Queueing Theory-68
Queueing Theory-69
M/M/s Example: A Better ER
• As before, we have
– Average arrival rate = 1 patient every ½ hour
l = 2 patients per hour
– Average service time = 20 minutes to treat each patient
m = 3 patients per hour
• Now we have 2 doctors
s=
• Utilization
=
Queueing Theory-70
M/M/s Example: ER
Questions
What is the…
1. probability that both doctors are idle?
a) probability that exactly one doctor is idle?
2. probability that there are n patients?
3. expected number of patients in the ER?
4. expected number of patients waiting for a doctor?
5. expected time in the ER?
6. expected waiting time?
7. probability that there are at least two patients waiting?
8. probability that a patient waits more than 30 minutes?
Queueing Theory-71
Performance s=1 s=2
Measurements
ρ 2/3 1/3
L 2 3/4
Lq 4/3 1/12
W 1 hr 3/8 hr
Wq 2/3 hr 1/24 hr
Queueing Theory-72
Queueing Theory-73
Travel Agency Example
• Suppose customers arrive at a travel agency according to a
Poisson input process and service times have an exponential
distribution
• We are given
– l= .10/minute = 1 customer every 10 minutes
– m = .08/minute = 8 customers every 100 minutes
• If there were only one server, what would happen?
• How many servers would you recommend?
Queueing Theory-74
Queueing Theory-75
Queueing Theory-76
Queueing Theory-77
Single Queue vs. Multiple Queues
• Would you ever want to keep separate queues for separate
servers?
Single
queue
vs.
Multiple
queues
Queueing Theory-78
Bank Example
• Suppose we have two tellers at a bank
• Compare the single server and multiple server models
• Assume l = 2, m = 3
L Lq W Wq P0
Queueing Theory-79
Bank Example
Continued
• Suppose we now have 3 tellers
• Again, compare the two models
Queueing Theory-80
M/M/s//K Queueing Model
(Finite Queue Variation of M/M/s)
Queueing Theory-81
M/M/s//K Queueing Model
(Finite Queue Variation of M/M/s)
Rate Diagram
0 1 2 3 4 …
Queueing Theory-82
M/M/s//K Queueing Model
(Finite Queue Variation of M/M/s)
Solving the balance equations, we get the following steady state
probabilities:
ln
P
n! m n 0
for n 1, 2, ..., s
1 ln
P0 Pn P
n s
s K
s s! m n 0
for n s, s 1, ..., K
1 ( l /nm! ) ( l /sm! ) l n s
n s
sm
n 1 n s 1 0 nK
Verify that these equations match those given in the text for the single
server case (M/M/1//K)
Queueing Theory-83
M/M/s//K Queueing Model
(Finite Queue Variation of M/M/s)
P0 (l / m)s K s K s
Lq [1 ( K s ) (1 )], where l / sm
s! (1 ) 2
s 1
s 1
L nPn Lq s1 Pn
n 0 n 0
Queueing Theory-84
M/M/s///N Queueing Model
(Finite Calling Population Variation of M/M/s)
Queueing Theory-85
M/M/s///N Queueing Model
(Finite Calling Population Variation of M/M/s)
Rate Diagram
Queueing Theory-86
M/M/s///N Results
1
P0 s 1 n n
l l
N
n 0
N! N!
(N n )! n! m n s (N n )! s! s n s
m
N! l
n
P0 for n 0,1,..., s
(N n )! n! m
l
n
Pn N !
P0 for s nN
n s
(N n )! s! s m
0 for nN
N s 1
s 1
Lq (n s )Pn L nPn Lq s1 Pn
n s n 0 n 0
Queueing Theory-87
Queueing Models with Nonexponential Distributions
• M/G/1 Model
– Poisson input process, general service time distribution with mean 1/m
and variance 2
– Service time are independent and with the same probability distribution
– Assume = l/m < 1
– Results P 1
0
l2 2 2
Lq
2(1 )
L Lq
Wq Lq / l
W Wq 1/ m
Queueing Theory-88
Queueing Models with Nonexponential Distributions
• M/Ek/1 Model
– Erlang: Sum of exponentials
fT (t )
mk k 1 kmt
k
t e for t 0
k 1!
– Think it would be useful?
1
– Can readily apply the formulae on previous slide where 2
km 2
• Other models
– M/D/1
– Ek/M/1
– etc
Queueing Theory-89
Application of Queueing Theory
• We can use the results for the queueing models when making
decisions on design and/or operations
• Some decisions that we can address
– Number of servers
– Efficiency of the servers
– Number of queues
– Amount of waiting space in the queue
– Queueing disciplines
Queueing Theory-90
Number of Servers
Queueing Theory-92
Repair Person Example
Problem Parameters
• What type of problem is this?
– M/M/1
– M/M/s
– M/M/s/K
– M/G/1
– M/M/s finite calling population
– M/Ek/1
– M/D/1
Queueing Theory-93
Repair Person Example
Rate Diagrams
• Draw the rate diagram for the single-server and two-server case
Single server 0 1 2 3 4 … 8 9 10
Two servers 0 1 2 3 4 … 8 9 10
Queueing Theory-94
Repair Person Example
Steady-State Probabilities
Queueing Theory-95
Repair Person Example
E[WC] Calculations
s=1 s=2
N=n g(n)
Pn g(n) Pn Pn g(n) Pn
0 0 0.271 0 0.433 0
1 0 0.217 0 0.346 0
2 0 0.173 0 0.139 0
3 400 0.139 56 0.055 24
4 800 0.097 78 0.019 16
5 1200 0.058 70 0.006 8
6 1600 0.029 46 0.001 0
7 2000 0.012 24 0.0003 0
8 2400 0.003 7 0.00004 0
9 2800 0.0007 0 0.000004 0
10 3200 0.00007 0 0.0000002 0
E[WC] $281/day $48/day
Queueing Theory-96
Repair Person Example
Results
Queueing Theory-97
Supercomputer Example
Queueing Theory-99
Supercomputer Example
Results
• Next incorporate the leasing cost to determine the expected total
cost, E[TC]
Queueing Theory-100