Overview

• Queuing theory
Operations Research - • Generalized Poisson queuing model
ME3111D • Steady state solution of single server models for infinite queue size
and finite queue size.
3 Credits

Queuing theory Queuing theory

• Waiting Lines or Queues are everywhere
• It is a part of our daily life • Queuing theory is the study of waiting lines in many different
• Examples could be found in Banks, Railway ticket counters, movie ticket counters, situations
post offices and so on • It is important to effectively balance the cost of waiting and that of
• Waiting in queues leads to tremendous loss of time providing service
Airplanes waiting for runway
Machines waiting for repair
Vehicles waiting in traffic jam
Ships waiting in sea for entry into the port

The Basic Queuing Process The Basic Queuing Process

• The study of queues deals with quantifying the phenomenon of
waiting in lines using representative measures of performance, such
as:
Average queue length
Average waiting time in queue
Average facility utilization.

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Elements of a queuing model
• Customer and server – represented by interarrival time and
service time
• Input Source: It generates the customers over time - finite or
infinite
• Queue size –finite or infinite
• Queue Discipline: A member of the queue is selected for service
by some rule known as the queue discipline.
The Basic Queuing Process
• The operating characteristics of queueing systems are determined largely
by two statistical properties, namely, the probability distribution of
interarrival times and the probability distribution of service times.
• To formulate a queueing theory model as a representation of the real
system, it is necessary to specify the assumed form of each of these
distributions.
• To be useful, the assumed form should be sufficiently realistic that the
model provides reasonable predictions while, at the same time, being
sufficiently simple that the model is mathematically tractable.
• Based on these considerations, the most important probability distribution
in queueing theory is the exponential distribution.
For the exponential distribution
Cost-based queueing decision model
Source: Operations Research An Introducton, H A Taha
Exponential Distribution
• Random interarrival and service times are described quantitatively in
queuing models by the exponential distribution.
• λ – rate at which events occur
• Distribution of time between successive arrivals, t is (PDF):
• It is a process in which events happen continuously and independently at a
constant average rate.
• If the distribution of the time interval between successive arrivals at a
service facility follows the exponential distribution, then, the distribution of
the number of arrivals during a specified period must follow the Poisson
distribution, or vice versa.
Poisson Distribution
• Let x be the number of events (e.g., arrivals) that take place during a
specified time unit (e.g., a minute or an hour).
• Given that λ is a known constant, the Poisson pdf is defined as:
• Mean = λ
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Special cases in queue
• Balking - customers refuse to join a queue seeing its length
• Jockeying - customers jumps from one queue to another
• Reneging - Customers leave after spending some time in a queue
before getting the service
• Arrivals are only allowed - Pure birth model
• Departures only can take place - Pure death model
Example B
• Repair jobs arrive at a small-engine repair shop in a totally random
fashion at the rate of 10 per day. What is the probability that no jobs
will arrive during any 1 hour, assuming that the shop is open 8 hours a
day? What is the probability that exactly 2 jobs will arrive in any 1
hour?
• Ans: 0.2865, 0.224,
Example D
• Babies are born in a large city at the rate of one birth every 12
minutes. The time between births follows an exponential distribution.
Find the following:
(a) The probability that no births will occur during 1 day.
(b) The probability of issuing 10 birth certificates in 1 hour.
Solution:
a) Approximately zero
b) .01813
Example A
• Cars arrive at a gas station randomly every 2 minutes, on the average.
Determine the probability that the interarrival time of cars does not
exceed 1 minute.
• Ans: .3934
Forgetfulness or lack of memory of
exponential distribution
• The probability of occurrence of an event by a given time depends on
the current time and doesn’t depend on the length of time that has
elapsed since the occurrence of the last event.
• Example C: Assume that the current time is 11.15 AM and the mean
arrival rate is 3 per hour. Determine the probability of occurrence of
the next arrival (event) by 11.30 AM.
• Ans: .5276
• This value is the same irrespective of the occurrence of the last event.
GENERALIZED QUEUING MODEL
• This is a general queuing model that combines both arrivals and
departures based on the Poisson assumptions-that is, the interarrival
and the service times follow the exponential distribution.
• The generalized model assumes that both the arrival and departure
rates are state-dependent, meaning that they depend on the number
of customers in the service facility.
• The development of the generalized model is based on the long-run
or steady-state behavior of the queuing situation, which is achieved
after the system has been in operation for a sufficiently long time.
• Study of most queuing situations occurs under steady-state
conditions.
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GENERALIZED QUEUING MODEL
Let
• n = Number of customers in the system (in-queue plus in-service)
• λn = Arrival rate given n customers in the system
• µn = Departure rate given n customers in the system
• pn = Steady-state probability of n customers in the system
GENERALIZED QUEUING MODEL
• The generalized model derives pn as a function of λn and µn.
• These probabilities are then used to determine the system's
measures of performance, such as the average queue length, the
average waiting time, and the average utilization of the facility.
• The probabilities Pn are determined by using the transition-rate
diagram.

GENERALIZED QUEUING MODEL Derivation of pn

• The queuing system is in state n when the number of customers in the • State n can be changed to states n – 1 and n + 1 only
system is n. • Expected rate of flow into state n = Expected rate of flow out of state
• For n > 0, state n can change only to two possible states: n - 1 when a n
departure occurs at the rate µn, n + 1 when an arrival occurs at the rate λn λ
𝑝1 = 𝜇0 ∗ 𝑝0
• State 0 can only change to state 1 when an arrival occurs at the rate λ0. 1

• Notice that µ0 is undefined because no departures can occur if the system

is empty. λ𝑛−1∗λ𝑛−2……….λ0
𝑝n = ( 𝜇𝑛 ∗𝜇𝑛−1 ………..𝜇1
) ∗ 𝑝0
• Under steady-state conditions, for n > 0, the expected rates of flow into
and out of state n must be equal.
σ∞
𝑛=0 𝑝𝑛 = 1

Example 1 Example 1
• B&K Groceries operates with three checkout counters. The manager • Customers arrive in the counters area according to a Poisson
uses the following schedule to determine the number of counters in distribution with a mean rate of 10 customers per hour. The average
operation, depending on the number of customers in line: checkout time per customer is exponential with mean 12 minutes.
a) Determine the steady-state probability pn of n customers in the
Number of customers in store No. of counters in operation checkout area (for n = 0, 1, 2, ….7).
1 to 3 1 b) Determine the probability that only one counter will be open
4 to 6 2 (Assume that if there are no customers in the system, no counter
More than 6 3 will be opened).
c) Determine the expected number of idle counters.

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Example 1 Solution: Specialized Poisson Queues
a) p0 = 1/55
b) .255
c) 1 counter

Queuing system with c parallel servers

Source: Operations Research An Introducton, H A Taha

Specialized Poisson Queues Specialized Poisson Queues

• A waiting customer is selected from the queue to start service with
the first available server.
• The arrival rate at the system is λ customers per unit time.
• All parallel servers are identical, meaning that the service rate for any
server is m customers per unit of time.
• The number of customers in the system is defined to include those in
service and those waiting in queue.
• A convenient notation for summarizing the characteristics of the queuing
situation is given by the following format:
(a/b/c):(d/e/f)
• a = Arrivals distribution
• b = Departures (service time) distribution
• c = Number of parallel servers (= 1,2, ... ,)
• d = Queue discipline
• e = Maximum number (finite or infinite) allowed in the system (in-queue
plus in-service)
• f = Size of the calling source (finite or infinite)

Specialized Poisson Queues Specialized Poisson Queues

• The first three elements of the notation (a/b/c), were devised by D.G.
Kendall in 1953 and are known in the literature as the Kendall
notation.
• M = Markovian (or Poisson) arrivals or departures distribution (or
equivalently exponential interarrival or service time distribution)
• D = Constant (deterministic) time
• Ek = Erlang or gamma distribution of time
• GI = General (generic) distribution of interarrival time
• G = General (generic) distribution of service time

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 Specialized Poisson Queues Specialized Poisson Queues
• The queue discipline notation (symbol d) includes • For example, (M/D/5): (GD/10/∞) means….?
FIFO = First in, first-out
LIFO = Last in, first-out
SIRO = Service in random order
GD = General discipline (i.e., any type of discipline)

Steady-State Measures of Performance Little's Law (formula)

• The most commonly used measures of performance in a queuing • It states that the average number of units in system equals the arrival
situation are: rate of units per time × the average time-in-system.
Ls = Expected number of customers in system • John Little (MIT Professor, developed this law in 1954)
Lq = Expected number of customers in queue • Ls = λeff * Ws
Ws = Expected waiting time in system • Lq = λeff * Wq
Wq = Expected waiting time in queue (The parameter λeff is the effective arrival rate at the system. It equals
the (nominal) arrival rate λ when all arriving customers can join the
𝑐 ҧ = Expected number of busy servers system. Otherwise, if some customers cannot join because the system
is full (e.g., a parking lot), then λeff < λ).

Steady-State Measures of Performance Steady-State Measures of Performance

A direct relationship also exists between Ws and Wq. • L s = σ∞

𝒏=𝟎 𝒏 ∗ pn

By definition, • L q = σ∞
𝒏=𝒄+𝟏(𝒏 − 𝒄) ∗ pn
• (Expected waiting time in the system) = (Expected waiting time in queue) +
(Expected service time). λeff
𝟏 • 𝒄ത = Ls - Lq = 𝝁
• Ws = Wq + 𝝁 𝑐ҧ
• Facility utilization = 𝑐
λeff
• Ls = Lq + • λeff = λ – λlost
𝜇

• Measures of performance are independent of a specific queue discipline

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Example 2 Example 2:
• Visitors' parking at a shopping mall is limited to five spaces only. Cars making use
of this space arrive according to a Poisson distribution at the rate of six cars per
hour. Parking time is exponentially distributed with a mean of 30 minutes. Visitors • Ans:
who cannot find an empty space on arrival may temporarily wait inside the lot a) p0 = .0481, p1 = .1444, p2 = .2165, p3 = .2165, p4 = .1624, p5 = .0974,
until a parked car leaves. That temporary space can hold only three cars. Other
cars that cannot park or find a temporary waiting space must go elsewhere. p6= .0585, p7 = .0351, p8 = .0211
Determine the following: b) λeff = 5.8737 cars/hr (λlost= .1263)
(a) The probability, Pn of n cars in the system, (n=0,1,….).
c) Ls = 3.1286 cars
(b) The effective arrival rate for cars that actually use the lot.
(c) The average number of cars in the lot. d) Wq = 0.0326 hr
(d) The average time a car waits for a parking space inside the lot. e) 𝒄ത = 2.94
(e) The average number of occupied parking spaces. f) Average facility utilization = 0.5874
(f) The average utilization of the parking lot.

Single server models Single server models - Infinite system capacity

• Two cases: • Denoted by (M/M/1) : (GD/ ∞ / ∞).
• Arrivals occur at the rate λ customers per unit time and the service rate is
Infinite system capacity 𝜇 customers per unit time
Finite system capacity • λ𝑛 = λ, 𝜇𝑛 =𝜇
• λeff = λ
λ
• 𝜌 = 𝜇 (unless the service rate is larger than the arrival rate queue length
will continually increase and no steady state can be reached).
• pn = 𝝆n*p0
• p0 = 1- 𝝆 [sum of total probability equals 1]
𝝆 λ
• Ls = 𝟏−𝝆 = 𝝁 − λ

Single server models - Infinite system capacity Example 3

• Ws = • Customers arrive at a one-window drive-in car washing facility according to
Poisson distribution with a mean of 10 per hour. Service time per customer
• Wq = is exponential with a mean of 5 minutes. The space in front of the window,
• Lq = including the car in service, can accommodate a maximum of 3 customers.
Other cars can also wait outside this space.
• 𝒄ത = a) What is the probability that an arriving customer can drive directly to the
space in front of the window?
b) What is the probability that an arriving customer will have to wait
outside the indicated space?
c) How long is an arriving customer expected to wait before being served?
d) Determine the service facility utilization?

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Example 3 Example 4
Ans: • In a large maintenance department, fitters draw parts from the parts-
stores which is at present staffed by one stores-man. The maintenance
a) .4213 foreman is concerned about the time spent by fitters getting parts and
wants to know if the employment of a stores-labourer would be
b) .5787 worthwhile. On investigation, it is found that:
c) .417 hrs a) A simple queue situation exists
b) Fitters cost Rs. 250 per hour
d) .8333
c) The store-man costs Rs. 200 per hour and can deal, on average, with 10
fitters per hour.
d) A labourer could be employed at Rs. 175 per hour and would increase
the capacity of the stores to 12 per hour.
e) On average, 8 fitters visit the stores each hour.

Example 4 Single server models - Finite system capacity

Answer: • Denoted by (M/M/1) : (GD/ N / ∞)
• Arrival rate = 8/hr • This model differs from the previous model in that there is a limit N
• Service rates = 10/hr & 12/hr on the number in the system (maximum queue length = N - 1).
• Ls = 4 without labourer • Example: Manufacturing situations in which a machine may have a
• Ls = 2 with labourer limited buffer area
• Total cost of fitters wasting time in queue = 4 * 250 = 1000 • λ𝑛 = λ, 𝜇𝑛 =𝜇 ,
• Total cost of additional labour and fitters waiting time = 2*250 + 175 = 675 • λeff = λ - λlost
• Net saving of Rs. 325 per hour, thus it is recommended to employ the • λ lost = λ*pN
labourer. • Ls = σ𝑁 𝑛=1 𝑛 ∗ 𝑝𝑛

Single server models - Finite system capacity Example 5

• The value of 𝜌 need not be less than 1 in this model, because arrivals
at the system are controlled by the system limit N.
• Trains arrive at the yard every 15 minutes on average and the average
service time is 33 minutes. If the line capacity of the yard is limited to
4 trains, find:
a) The probability that the yard is empty
b) The average number of trains in the system
c) Effective arrival rate
d) Service utilization

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Example 5 Example 6
Ans: • Patients arrive at a clinic at the rate of 8/hr and the doctor can serve
a) P0 = 0.0237 at the rate of 9/hr. There is a restriction of 10 people in the system.
Find:
b) Ls = 3.26
a) The probability that the server is free
c) λeff = 1.78
b) The probability of an entering person forced to leave the queue
d) Service utilization = 0.98 without joining it.
c) The expected number in the system
d) The expected waiting time in the queue.

Example 6 References
Answer: • H. A. Taha, Operations Research: An Introduction, 9th ed. Pearson
a) p0 = 0.153 Education, 2013.
b) p10 = 0.047 • F. S. Hillier and G. J. Lieberman, Introduction to Operations Research,
9th ed. Tata McGraw-Hill, 2011.
c) Ls = 3.856
• G. Srinivasan, Operations Research: Principles and Applications, 2nd
d) Wq = 0.3959 hr (Ws = 0.5057, λeff = 7.624) ed. PHI Learning, 2011.
• Ravindran, D. Philips, and J. J. Solberg, Operations Research: Principles
and Practice, 2nd ed. John Wiley & Sons, 1989.