Queuing Theory

ISE-183101: Penelitian Operasional III

Program Studi Sarjana Teknik Industri
Universitas Katolik Parahnyangan
 Reference

Winston, W.L. & Goldberg, J.B. (2004). Operations research: applications and algorithms (Vol 4).
BelmonteCalif Calif:Thomson/Brooks/Cole.

Chapter 20.3 – 20.5

20.3 Birth and Death Process
Birth and Death Process

◉ We define the number of people present in any queuing system at time

𝑡 to be the state of the queuing system at time 𝑡.
◉ 𝑃𝑖𝑗 (𝑡) is defined as the probability that 𝑗 people will be present in the
queuing system at time 𝑡, given at time 0, 𝑖 people are present.
◉ 𝝅𝒊 = steady state  probability that at an instant in the distant future, 𝑗
customers will be present (assume that the steady state has been
reached).
◉ A birth-death process is a continuous-time stochastic process for
which the system’s state at any time is a nonnegative integer.
Laws of Motion for Birth-Death
Process

◉ With probability 𝜆𝑗 ∆𝑡 + 𝑜(∆𝑡), a birth occurs between time 𝑡 and time

𝑡 + ∆𝑡. A birth increases the system state by 1, to 𝑗 + 1. The variable
𝜆𝑗 is called the birth rate in state 𝑗. In most queuing systems, a birth is
simply an arrival.
◉ With probability 𝜇𝑗 ∆𝑡 + 𝑜(∆𝑡), a death occurs between time 𝑡 and
time 𝑡 + ∆𝑡. A death decreases the system state by 1, to 𝑗 − 1. The
variable 𝜇𝑗 is called the death rate in state 𝑗. Note that 𝜇0 = 0 must
hold, or a negative state could occur.
◉ Births and deaths are independent of each other.
Relation of Exponential
Distribution to Birth-Death
Processes
◉ Most queuing system with exponential interarrival times and
exponential service time can be modelled as birth-dearth process.
◉ The birth rate in state 𝑗 is the arrival rate 𝜆𝑗 .
◉ The death rate in state 𝑗 is the service rate 𝜇𝑗 .
◉ Example: M/M/1/FCFS/∞/∞
Relation of Exponential
Distribution to Birth-Death
Processes (2)
◉ No-memory property of the exponential distribution implies that the
probability of a birth during the time interval [𝑡, 𝑡 + ∆𝑡] will not depend
on how long the system has been in state j.

◉ By no-memory property of the exponential distribution  Probability

that a customer will complete service between 𝑡 and t + ∆𝑡 is given by:
Steady State for Birth-Death
Processes
Steady State for Birth-Death Processes (2)

9
Steady State for Birth-Death
Processes (3)

◉ In the steady state, the rate at which transitions occur into any state 𝑖
must equal the rate at which transition occur out of state 𝑖.
◉ The flow balance equations for a birth-death process:

𝑗=0 𝜋0 𝜆0 = 𝜋1 𝜇1
𝑗=1 𝜆1 + 𝜇1 𝜋1 = 𝜆0 𝜋0 + 𝜇2 𝜋2
𝑗=2 𝜆2 + 𝜇2 𝜋2 = 𝜆1 𝜋1 + 𝜇3 𝜋3
⋮ ⋮
𝑗 th 𝑒𝑞 𝜆𝑗 + 𝜇𝑗 𝜋𝑗 = 𝜆𝑗−1 𝜋𝑗−1 + 𝜇𝑗+1 𝜋𝑗+1

10
Solution of Birth–Death Flow
Balance Equations

◉ Begin by expressing all 𝜋𝑗 ’s in terms of 𝜋0

Solution of Birth–Death Flow
Balance Equations

𝜆0 𝜆1 …𝜆𝑗−1
◉ Define: 𝑐𝑗 =  𝜋𝑗 = 𝜋0 𝑐𝑗 , with σ∞
𝑗=1 𝜋𝑗 = 1
𝜇1 𝜇2 …𝜇𝑗

◉ 𝜋0 1 + σ∞
𝑗=1 𝑐𝑗 = 1

1
◉ If σ∞
𝑗=1 𝑐𝑗 is finite  𝜋0 = 1+σ∞
𝑗=1 𝑐𝑗

◉ If not finite  no steady state (arrival rate is at least as large as the

maximum rate at which customers can be served.)
20.4 M/M/1/GD/∞/∞
M/M/1/GD/∞/ ∞

An M/M/1/GD/∞/∞ queuing system can be modeled as death birth

process with parameters:
𝜆𝑗 = 𝜆
𝜇0 = 0
𝜇𝑗 = 𝜇

𝜆
Define: 𝜌 = called the traffic intensity of queuing systems.
𝜇
Formulation for
M/M/1/GD/∞/ ∞

◉ 𝜋0 = 1 − 𝜌
◉ 𝜋𝑗 = 𝜌 𝑗 1 − 𝜌
𝜌 𝜆
◉ Average number of customers present in the system 𝐿 = =
1−𝜌 𝜇−𝜆
𝜌2 𝜆2
◉ Expected number of customers waiting in the system 𝐿𝑞 = =
1−𝜌 𝜇 𝜇−𝜆
◉ Expected number of customers in service 𝐿𝑠 = 1 − 𝜋0 = 𝜌
Example:

An average of 10 cars per hour arrive at a single-server drive-in teller.

Assume that the average service time for each customer is 4 minutes, and
both interarrival times and service times are exponential. Answer the
following questions:
a. What is the probability that the teller is idle?
b. What is the average number of cars waiting in line for the teller? (A car
that is being served is not considered to be waiting in line.)
c. What is the average amount of time a drive-in customer spends in
the bank parking lot (including time in service)?
d. On the average, how many customers per hour will be served by the
teller?
 Queuing Optimization Model

Machinists who work at a tool-and-die plant must check out tools from a tool center.
An average of ten machinists per hour arrive seeking tools. At present, the tool center
is staffed by a clerk who is paid $6 per hour and who takes an average of 5 minutes to
handle each request for tools. Since each machinist produces $10 worth of goods per
hour, each hour that a machinist spends at the tool center costs the company $10. The
company is deciding whether or not it is worthwhile to hire (at $4 per hour) a helper
for the clerk. If the helper is hired, the clerk will take an average of only 4 minutes to
process requests for tools. Assume that service and interarrival times are exponential.
Should the helper be hired?
20.5 M/M/1/GD/c/∞
M/M/1/GD/c/∞

An M/M/1/GD/c/∞ queuing system very similar to M/M/1/GD/ ∞ /∞

system, except for the fact that when c customers are present, all
arrivals are turned away and forever lost to the system.
𝜆𝑗 = 𝜆 for 𝑗 = 0, 1, 2, … , 𝑐 − 1
𝜆𝑐 = 0 for 𝑗 = 𝑐
𝜇0 = 0
𝜇𝑗 = 𝜇 for 𝑗 = 0, 1, 2, … , 𝑐

𝜆
Define: 𝜌 =
𝜇
 Formulation for
M/M/1/GD/c/∞

For 𝜆 ≠ 𝜇
1−𝜌
◉ 𝜋0 =
1−𝜌𝑐+1

◉ 𝜋𝑗 = 𝜌 𝑗 𝜋0 for 𝑗 = 0, 1, 2, … , 𝑐
𝜌 1− 𝑐+1 𝜌𝑐 +𝑐𝜌𝑐+!
◉ Average number of customers present in the system 𝐿 =
1−𝜌𝑐+1 1−𝜌

For 𝜆 = 𝜇
◉ 𝜋𝑗 = 1/𝑐 for 𝑗 = 0, 1, 2, … , 𝑐
◉ Average number of customers present in the system 𝐿 = c/2
Formulation for
M/M/1/GD/c/∞

◉ Expected number of customers in service 𝐿𝑠 = 1 − 𝜋0 = 𝜌

◉ Expected number of customers waiting in the system 𝐿𝑞 = 𝐿 − 𝐿𝑠
◉ In our finite capacity model, an average of 𝜆 arrivals per unit time arrive,
but 𝜆𝜋𝑐 of these arrivals find the system filled capacity and leave. Thus, an
average of 𝜆 − 𝜆𝜋𝑐 arrivals per unit time will actually enter the system.
𝐿
𝑊=
𝜆 1 − 𝜋𝑐
𝐿𝑞
𝑊𝑞 =
𝜆 1 − 𝜋𝑐
Example 2

A one-man barber shop has a total of 10 seats. Interarrival times are

exponentially distributed, and an average of 20 prospective customers
arrive each hour at the shop. Those customers who find the shop full do
not enter. The barber takes an average of 12 minutes to cut each
customer’s hair. Haircut times are exponentially distributed.
1. On the average, how many haircuts per hour will the barber
complete?
2. On the average, how much time will be spent in the shop by a
customer who enters?
 Waiting is so unusual that many of us can't
stand in a queue for 30 seconds without
getting out our phones to check for messages
or to Google something
-Julian Baggini-