12-Queueing Models

Chapter 11 General Manufacturing
systems: analytical queuing models

• Introduction
• A single workstation
• Open networks
• General Jackson networks
• Relaxing assumptions (open networks)
Industrial Engineering
• Closed networks (Mean Value Analysis)
IEE 561Production Systems

© Ronald G. Askin 2010
A. Introduction to Queues
Customer
arrivals QUEUE
Service Customer
Channels departures
Balking
• Customers arrive
• Customers decide whether to enter
• Customers wait (possibly)
• Customers are served
• Customers
Industrial Engineering depart
• A/S/c:X/Y/Z modified Kendall classification scheme

A/S/c:X/Y/Z (modified Kendall classification scheme)
• Arrival Process (A). GI = General; M = Poisson
• Service Process (S). G = General; M = Exponential,
D= Deterministic; Ek = Erlang k;
Hek = Hyperexponential probabilistic mix of k exponentials
• Service Channels (c). c = number of parallel servers

• Queue discipline (X). FCFS; priority; SPT; GD (general
discipline); SIRO (random)
• Queue capacity (Y). Max jobs in system before balking.
• Calling population (Z). Max number of potential customers.

Little’s Law Reminder
As always, for any system in steady state
L   W
Average Number in System = Throughput Rate x Average Time in System
N  X  T if you prefer
Thus, if we only need expressions for 2 of the 3.


A Single Workstation
• Poisson arrivals, exponential, FCFS service
• Exponential arrival rate λ (single arrivals)
• Exponential service rate μ (serve one job at a time)
• Infinite queue capacity
• Infinite population (constant arrival rate)
• Continuous time
• M/M/1 queue μ
λ λ λ λ
0 1 2 3 …
μ μ μ μ

λ λ λ λ
0 1 2 3
μ μ μ μ
Let pt (n) be the probability of n jobs at the workstation at time t
pt  t (0)  pt (0)  (1   t )  pt (1)   t

pt  t (n)  pt (n)  (1   t   t )  pt (n  1)   t  pt (n  1)   t n  1
Prob (0 jobs at t+δt) =

Prob (0 jobs at time t and no arrivals during next δt)
+ Prob (1 job at t and that job is completed in time δt)
Prob (n>0 jobs at t+δt) =
Prob (n jobs at time t and no arrivals or departures during next δt)
+Prob (n+1 jobs at t and one job is completed in time δt)
+ Prob (n-1 jobs at t and one job arrives)
Transient Analysis
pt  t (0)  pt (0)  (1   t )  pt (1)   t

pt  t (n)  pt (n)  (1   t   t )  pt (n  1)   t  pt (n  1)   t n  1
Rearranging terms,
pt  t (0)  pt (0) dpt (0)

lim    pt (0)   pt (1)
 t 0 t dt
p (n)  pt (n) dpt (n)
lim t  t   (   ) pt (n)   pt (n  1)   pt (n  1) n  1
 t  0 t
Industrial Engineering dt

Solving for Steady State Analysis
dpt (n)
In steady state: 0
dt
dpt (0)
 0   pt (0)   pt (1)
dt
dpt (n)
 0  (   ) pt (n)   pt (n  1)   pt ( n  1) n  1
dt
 pt (0)   pt (1)
(   ) pt (n)   pt (n  1)   pt (n  1) ; n  1

Steady State Analysis
 pt (0)   pt (1)
(   ) pt (n)   pt (n  1)   pt (n  1) ; n  1

pt (1)   pt (0)

(   ) 
pt (n  1)   pt (n)   pt (n  1) ; n  1
 
 
pt (2)   pt (1)   pt (0)
 
Let n = 1
Industrial Engineering   
  pt (1)     pt (1)
  

  pt (1)


pt (1)   pt (0)


pt (n  1)   pt (n  1) ; n  1


Let   , be the utilization or "traffic intensity" factor

pt (1)    pt (0)
pt (n  1)    pt (n  1) ; n  1
pt (n)   n  pt (0) ; n  1

Continuing with Steady State
pt (n)   n  pt (0) ; n  1
p (n)   n  p(0) ; n  1

1
Add  p (n)  1  p(0)  1      ...  p(0) 
2
n0 1 
p(0)  1  
p(n)  (1   )  n , n  1




E(jobs in queue)

Lq   (n  1)  p(n)  0  p (1)  1 p(2)  2  p(3)  ...
n 1
 (1   )   2  1  2   3 2  ...

 (1   )     n  n 1
2
n 0
d (  n ) 
d (1   ) 1
Note,
  n n 1   (1   ) 2
d n 0 d
2 
Thus, Lq  L  Lq   
1  1 

Multiple Parallel Channels ( c = 3)
λ λ λ λ
0 1 2 3 …
μ 2μ 3μ 3μ

M/M/c Queuing results
M / M /1 M /M /c
 

 c
1
 (c  ) c c 1
(c  ) n 
p0 1   c !(1   )   n ! 
 n0 
2   (c  )c  p0
Lq
1  c !(1   ) 2
 
L Lq 
1  
 (c  )c  p0
Wq
Industrial Engineering  (1   ) c !c (1   ) 2
1
W Wq   1
 (1   )

Example 11.1 (Page 366)
A manufacturing facility operates as a flow shop
Interarrival times are exponential with an average of 10 orders per week
FCFS with a constant production schedule from week to week
The system is capable of processing about 12 orders per week
Find the average time from order arrival to completion.
Solution:
10

12
1 1
Throughput time: W    0.5weeks
10
 (1   ) 12(1  )
12
1 5
Queuing time: Wq  0.5   weeks
12 12

One Server or Two?
M / M /1 M /M /c
 
Six arrivals per day. Would you prefer one 
 c
server that can serve eight per day or two 1
 (c  ) c c 1
(c  ) n 
servers that can each serve four per day? p0 1   c !(1   )   n ! 
 n 0 
c
2   (c  )  p0
Lq
1  c !(1   )2
 
L Lq 
1  
 (c  )c  p0
Wq
 (1   ) c !c  (1   )2
1
W Wq   1
 (1   )

Variance of Queue Length
Let n = number of jobs in system. Find V(N).

1
 n 
n 0 (1   )
 
2 2
V ( N )  E ( N  L)  E ( N )  E ( N ) 2
n
n 0
n
   n   n 1
n 0
2

   d (1   ) 1 
  n  p (n )  
2
  
1   
2
n0  1   d

  2 n 1  d   
 (1   )  2
  2
n      n      
n
 
d   (1   ) 2 
V (N )    n 0  n 0 
(1   ) 2 (1   ) 2 (1   ) 2 (1   ) 2  2    (1   )

(1   ) 4
Industrial Engineering   (1   )  2  2  (1   )
 
(1   )3 (1   )3

E ( N )  (1   )   n 2   n
2
n 0

Class Exercise
Find the E(Busy Period) for an M/M/1 queue.
P(empty) = P0=1-ρ
Mean Empty Period
P0  =1 
Mean Empty Period+ Mean Busy Period
1/ 

1 /  + E(busy period)
(1   )   1  E(busy period)    1

 1  1  1    1
E(Busy Period)= 
(1   )   (1   )

Semi-Markov Processes
Suppose the time between events is not exponential.
Stochastic process {Z (t ), t  0} on finite state space S.

nth event occurs at time Tn and the system state is Xn = Z(Tn), with an
understanding that a convention defines the state as immediately before or
after the event changes the state at Tn. (Initialize T0 = 0).
 X n , Tn  , n  0 is a Markov Renewal Sequence if

P X n 1  j, Tn 1  Tn  x | X n  i , X n 1 ,..., X 0 , Tn ,..., T0 
 P X n 1  j, Tn 1  Tn  x | X n  i Irrelevant past;
 P X 1  j , T1  x | X 0  i Time homogeneity
Note: If all event times are exponential, we have a Continuous Time Markov chain (CTMC).
The sequence of states, Xn, at the nth shift, form a Discrete Time Markov chain (DTMC).

Semi-Markov Process cont.
The Markov Renewal Sequence has kernel P ( x )   pij ( x ) 
pij ( x )  P X 1  j, T1  x | X 0  i
i.e. if in state i, an event occurs in less than x and takes the system to j
Assume
• Embedded DTMC defining state change probs at events is irreducible,
aperiodic, positive recurrent;
• Distribution of time between events has finite moments
Define
•  = stationary distribution of DTMC with transition matrix P( )
•  i  E ( S1 | X 0  i ) , the expected time to an event when in i
 i  i
Then the stationary distribution for the SMP is pi  lim P X (t )  i 
t 
  j  j
j

Semi-Markov Process Example
λ λ λ
Let λ=3, µ=2 and solve.
0 1 2 3
(From Review Lecture on CTMC).
µ 2µ 2µ
Find  ,  P
 0 1 0 0 
     
 0   1
 0 0      
    
P
2    2 
 0 0  1   0  
   2   2   2
   2  
 0 0 1 0 

...
     2  2  2 
yields 1   0 1   
  2 2 2  2 
  0.1379 0.3448 0.3621 0.1552 

Example cont.
1 1 1 1
   Mean time to next event
3 5 7 4 Note: Only means matter;
Sum of Poisson RVs is Poisson
1
(0.1379) 
p1  3  0.2237
 0.1379 0.3448 0.3621 0.1552 
 3  5  7  4 
p  0.2237 0.3356 0.2518 0.1888 

Can you solve using Rate Out = Rate In equations for this case?
Alternative (for Exponential Case):
Rate Out = Rate In
 p0   p1
(   ) p1   p0  2  p2
(  2  ) p2   p1  2  p3
2  p3   p2
p0  p1  p2  p3  1
  2 3 
1  p0 1   2  3  Recall
  2 4 
  3,   2
Industrial Engineering  3 9 27 
 p0 1    
 2 8 32 
p0  0.2238
• M/G/1:GD//
Poisson arrivals, General service, Single server
• Let S be the random variable for service time
• Let T be the random variable for throughput time, i.e. E(T) is W.
• Let N be the random variable for the number of jobs at the workstation
 E (S 2 )
E (T )  E ( S ) 
2(1   )
 E ( S 3 )  2 [ E ( S 2 )]2
V (T )  V ( S )  
3(1   ) 4(1   ) 2
 2 E (S 2 )  2   2 V ( S ) Pollaczek-
E(N )     Khintchine formula
2(1   ) 2(1   )
2  3 E ( S 3 )  4 [ E ( S 2 )]2
V ( N )  E ( N )   V (S )  
3(1   ) 4(1   )2
A Single Workstation: GI/G/1
You could try to solve using an approximate Phase-type distribution, or
Let S = Service time random variable
Ca2 , Cs2 squared coefficient of variation for arrival and service process
W  Wq  E ( S )  Wq   1
Approximations:
 2 (1  Cs2 ) (Ca2   2Cs2 )

Wq  2 2

(1   Cs ) [2 (1   )]
 1      Ca2  Cs2 
Wq      
    (1   )   2 
Mean x util. factor x variance factor
• General, part-based priority service
• Suppose there are P part types
• Type p has arrival rate and service time of  p and S p
• Parts are ordered such that the lower the number the higher the priority
Average service time:

P P
E (S )   1
  E (S
p 1
p p )    p
p 1
Utilization due to the first p types:

p
 ( p)   l E ( Sl )
l 1
Then:
Industrial Engineering  E (S 2 )
E (Tp )  E ( S p ) 
2[1   ( p  1)][1   ( p)]

M/M/1:GD/N/N
• Repair System – 1 repair person, N machines

• The λ now represents arrival (failure) rate per operating
machine
n 1
N N!    
P0      
 n 0 ( N  n)!    
n
N! 
Pn      P0
 N  n !   

Lq  N     1  P0  ; L  Lq  (1  P0 )
  

Example Problem
One repairman, two machines
 n

1
Each fails once per 8 operating hours on average
N
N!   
P0       Repair takes two hours on average
 n 0 ( N  n)!     Shift is 8 hours
Find Probability repairman is idle.
What do you think will happen? How busy is repairman?
First order approximation: 2 repairs/day, 2 hours/repair 50% utilization
Second order refinement: Will arrival rate be higher, lower or 2 per day?

Example Problem
One repairman, two machines
1
N N!    
n
Each fails once per 8 operating hours on average
P0       Repair takes two hours on average
 n 0 ( N  n)!     Shift is 8 hours
Find Probability repairman is idle.
n
N! 
Pn      P0
 N  n !   
1
 2! 2! 2! 
P0   (0.25)0   (0.25)1   (0.25) 2 
  2! 1! 0! 
Lq  N     1  P0  ; L  Lq  (1  P0 )
  
1
 1 2
 1   
 2 16 
 0.64
Could you develop the balance equations on the final exam?
Open Networks
• A network of servers with different task capabilities
• Arriving jobs that require some sequence of servers
• An external arrival process generates jobs that arrive at
one or more workstations and enter the network.
• Fact 1: Poisson Reproductive Property: the sum of independent Poisson

random variables is Poisson.
• Fact 2: If the number of arrivals per time is Poisson distributed, then

time between arrivals has an exponential distribution.
• Fact 3: The interdeparture time from and M/M/c system with infinite
queue capacity is exponential.

W
H Assume exponential
S service times and
E Kitting Assembly Inspect/Pack infinite buffer
0    10  A =12  I =15 capacity
Assume 0  1; 0  , 2 else, there will be an infinite queue.

What are the relevant states of the system?
0,0  1,0  2,0  i+1, j-1
2 1 2 1 i+1, j
2 i, j-1
1
  2 
0,1 1,1
i,j
 2
2 1 2 1
Industrial Engineering 0,2 
i-1, j i, j+1
2 i-1, j+1

State Rate out = Rate in
(0, 0)  p(0, 0)  2 p(0,1)
(i >0, 0) (  1 ) p(i, 0)   2 p(i,1)   p(i  1, 0)
(0, j >0) (  2 ) p(0, j )   2 p(0, j  1)  1 p(1, j  1)
(i >0, j >0) (  1   2 ) p (i, j )   p (i  1, j )  1 p(i  1, j  1)   2 (i, j  1)
Solution: i+1, j-1
i, j-1 i+1, j
i
p (i, j )  (1  1 )  (1   2 )  2 j 1
1 2 
  i,
1  ,  2   j 2
1 2 1
i-1, j i, j+1
Do you
Industrial believe
Engineering me? How would you check? i-1, j+1

What if (1-g) percent of products go back from inspection stage to
assembly stage?
(1-g)
W
H
S
E Kitting Assembly Inspect/Pack
0   A I
Then:
i+1, j-1
Let i' be the effective arrival rate at stage i

i, j-1  2 (1  g ) i+1, j
1  A'    (1  g )I'
2 g  I'  A'
i,j
2 g Then:

1 
 2 (1  g ) I'  A' 
i-1, j g
i, j+1
i-1, j+1
General Jackson Network
Assumptions:
• Workstations j = 1,…, M with cj parallel identical servers
• External Poisson Arrivals to WC j at constant rate λj
• Exponential Service rate μj per server at WC j
• Internal transfers from WC j to WC k with probability pjk
• FCFS Service
• Single priority class

• Infinite buffers (no blocking)

Jackson Theorem
M
The effective arrival rate:    j   k' pkj
'
j
k 1
If,  'j  c j  j j then the steady state distribution is:
Product Form Solution

M
p (n1 ,..., nM )   pnjj
j 1
 j  'j n
 p0 ( ) / n ! n  0,..., c j
j  j
pn   '
 j j n n c j
p
 0 ( ) / ( c j ! c j ) n  c j  1,...
 j

j
p is such that
0  n =1 for each j.
p j
n0

Visit Counts
v j : the expected number of visits to workstation j per part produced

j M
vj  M
  pkj vk

k 1
k
k 1
Closely related to arrival rates

2  10 3  6
4  3
Part Demand/Wk Route (WC, Hrs/Unit)
Mill Drill 0.5

1  2 1 2 M, 2 L, 1 G, 2
3 3
2 10 M, 4 D, 5 G,1(.5)
0.5
0.5 3 6 M, 10 L, 1 G,2(.5)
Lathe Grind
1 1 4 3 D, 10 L, 2 G, 2
0.5
WCs operate 40 hrs/wk

a. Find Effective Arrival Rates
M'  18      18
10 '
D'  3   M     13
18
8 ' 3 '
L'    M   D    11
18 13
5 ' 8 '
G'     D   L   13
13 11
2  10 3  6
4  3
Or, more directly from individual part types
'
Mill Drill
M      3
1 2  18 1  2
3 3
0.5
'
D    4 2  13 0.5
 '
     4  11 Lath 0.5
L 1 3 Grin
e
' d1
G    0.5  0.53  4
1 2  13 1
0.5

b. Find effective Service Rates
2 2 10 4 6 10
 M1        M  6.92
18 40 18 40 18 40
10 5 3 10  D  6.50
 D1    
13 40 13 40  L  31.43
2 1 6 1 3 2
 L1       G  24.76
11 40 11 40 11 40
2 2 10  0.5 1 6  0.5 2 3 2
G1        
13 40 13 40 13 40 13 40
1 2 M, 2 L, 1 G, 2
2 10 M, 4 D, 5 G,1(.5)
3 6 M, 10 L, 1 G,2(.5)
4 3 D, 10 L, 2 G, 2

c. Aggregate for Performance
Use M/M/1 and M/M/c expressions
Station   c  W Wq L Lq p0
M 18 6.92 3 0.867 0.4185 0.2741 7.534 4.934 0.035
D 13 6.50 3 0.667 0.2222 0.0684 2.889 0.889 0.111
T 11 31.43 1 0.350 0.0489 0.0171 0.538 0.188 0.650
G 13 24.76 1 0.525 0.0850 0.0446 1.105 0.580 0.475

How long is a part 4 in system on average?
1 2 M, 2 L, 1 G, 2
2 10 M, 4 D, 5 G,1(.5)
3 6 M, 10 L, 1 G,2(.5)
4 3 D, 10 L, 2 G, 2
Station   c  W Wq L Lq p0
M 18 6.92 3 0.867 0.4185 0.2741 7.534 4.934 0.035
D 13 Engineering
Industrial 6.50 3 0.667 0.2222 0.0684 2.889 0.889 0.111
T 11 31.43 1 0.350 0.0489 0.0171 0.538 0.188 0.650
G 13 24.76 1 0.525 0.0850 0.0446 1.105 0.580 0.475

Relaxing Assumptions
• General service time
• Decomposition/Recomposition approach:
• relate,
• separate,
• aggregate.

Relate Workstations
1. Find visit counts as before
vi  qi   v j  p ji
j
qi  Probability first operation is at WS i

Relate Workstations (cont.)
2. Find interarrival and interdeparture times at WSs
- Assume a renewal process for interarrivals at WSs

(but not necessarily exponential)
2
- Describe interarrival process by its mean and squared coef. of variation(Cai )

Finding Ca2i
Let Tij =time between arrivals at WS i from j
Tij  X 1  X 2  ...  X n
Where X’s are interdeparture times from j and

1
1  p ji
n is a geometric random variable with E (n)  p , V (n)  ji
p 2ji
Using moment generating functions you can show

E (T )  E (n)  E ( X )  p ji1  E ( X )
2 1
(1  p ji )
V (T )  V ( X )  E (n)  V (n)  [ E ( X )]  p V ( X ) 
ji  E2(X )
p 2ji
Thus, for arrivals at WS i from j V (T )

Ca2i ( j )  2
 p ji  Cd2j  (1  p ji )
E (T )
Now What?
Useful Notes:
1. For outside Exponential arrivals Ca2i ,external  1

2. A common approximation for interdeparture times in general
service queues is
Cd2j  (1   2j )  Ca2j   2j  Cs2j
 'j
3. And  j 
j

We’re Getting There
We can estimate the arrival process at WS i as a weighted average of
the arrival processes from outside the system and other WSs.
 j ji  ji d j  (1  p ji )  i  1

j
'
 p   p  C 2
Ca2i 
i'
2 V (T )
(Recall: Ca  2
 p ji  Cd2j  (1  p ji ) )
i( j)
E (T )
2 2 2 2 2
Then, adding Cd j  (1   j )  Ca j   j  Cs j
 
  'j  p 2ji  (1   2j )  Ca2j  i'  Ca2i    j'  p ji  p ji   2j  C s2j  1  p ji  i ; i  1,..., M
j j
M linear equations in M unknowns

The Hard Work is Done, It’s Smooth Sailing Now
Step 2: Solve for each WS’s mean performance characteristics separately
 2 (1  Cs2 ) Ca2   2Cs2  1      Ca2  Cs2 

Wq  { } Wq    
1   Cs2 2
2 (1   ) Or  

  (1   )  2 
1
W  Wq 

Step 3: Aggregate across WSs
Industrial Engineering M
E (Tp )   v jp [ E (Wq j )   jp1 ]
j 1

Closed Networks
• CONWIP: CONstant Work In Process
In a closed network, the number of jobs in process is kept at the
fixed level N. When a job finished all its operations and leaves the
system, a new job is dispatched to replace it.
• As N increases, both production rate and expected throughput time will

increase
• Workstations can no longer be independent
• The set of possible states contains all state for which
M
n
j 1
j  N , where n j is the number of jobs at station j.

Mean Value Analysis
• Exact algorithms are slow for large problems and can be

numerically unstable.
Assumptions:
Allow for P part types;

Control the system to have N p , p  1,..., P parts of type p in process
at all times: P
N
p 1
p N
Mean service time for a part of type p at workstation j:  jp1

Mean Value Analysis
• Throughput Times
N p 1
W jp   1
jp  L jp  jp1   L jr  jr1 j , p
Np r p
Service Waiting time for Waiting time for

time other type p parts other part types

An Approximation for Multiple Parallel Servers1
• When there are multiple servers at workstation j:

Divide the workstation into the original plus a pseudo WS
The original station works faster at cj the rate for 1/cj of the job:
 jp1 N p 1  jp1  jr1

W jp   L jp   L jr
cj Np cj r p cj
The accompanying pseudo WS finishes the job as an

ample server (no wait) station:
c j 1
W j' p 
 jp c j
L j' p  0; Lq '  0
jp
1
see Seidmann et al. 1987

Mean Value Analysis
• Throughput Rates (Little’s Law)

Np
Xp  M
p  1,..., P
v
j 1
jpW jp
v jp : visit counts, the expected number of visits a part type p makes to station j.
• Queue Lengths (Little’s Law)
L jp  X p (v jpW jp ) j , p

MVA Algorithm
Step 1. Initialize.   0.
For all p let Z p be the number of stations visited by part type p, that is, the
sum over j of the number of nonzero v jp . Set L(0)
jp  N p / Z p .
Step 2. Update W.     1.
For all j, p compute W jp( ) .
Step 3. Update Throughput.

For all p compute X ( ) .
p
Step 4. Update L.
For all
Industrial Engineering j, p computer L(jp )  L(jp 1)
. If any go to step 2; otherwise
L( )
jp  0.001
stop. ( )
L jp

What Assumptions Did we Make in MVA?
• N jobs always available

• State independent, Exponentially distributed service times
• FCFS priority
• Single server Workcenters (at least in basic model)
• Algorithm will converge (can be shown)
• Parameter values are known

Visit Counts
Part L/U TC HMC1,HMC2 HMC3 Shuttle
1 1 1 1 1 4
2 1 1 1 0 3
• HMC1 and HMC2 are identical. A shuttle cart transports pallets between stations.
• The shuttle must reach the origination point, load the pallet, travel to the
destination, and off-load the pallet.
• All machining operations average 10 minutes.
• To unload a part from the system and to load a new part onto the same pallet and
fixture takes about 12 minutes.
• Load/unload time at machines is minimal.
• Each station has space for three pallets in input queue and one pallet in process.
• Sufficient storage, extra pallets can always be kept at the storage area.
• Of the nine pallets, six are part type 1 and three are part type 2.
Solution
• Stations 1 through 5 are L/U, TC, HMC1 and HMC2, HMC3, and the shuttle,
respectively.
N1 6
• Step1. Initialize. L11  L21  L31  L41  L51   1.2
5 5
N 3
L12  L22  L32  L52  2   0.75
4 4
L42  0
• Step2. Compute W.
L/U TC HMC1,HMC2 HMC3 Shuttle
1 33 27.5 18.75 20 2.75
2 32.4 27 18.5 0 2.70
5
Industrial Engineering W11(1)  12  (1.2)(12)  0.75(12)  33
Load/unload 6
5 3
TC W21(1)  10  (1.2)(10)  (10)  27.5
6 4
Continue Computation
Step3. Compute Throughput.
6
X 1(1)   0.05442parts / min
33  27.5  18.75  20  4(2.75)
3
X 2(1)   0.03488parts / min
32.4  27  18.5  0  3(2.7)
Little’s Law – It’s Everywhere!


Solution
• Step4. Compute L L jp  X p v jpW jp
L/U TC HMC1,HMC2 HMC3 Shuttle
1 1.7959 1.4966 1.0204 1.0884 0.5986
2 1.1302 0.9419 0.6453 0 0.2826
Compare with the initial value at step1, we find sufficient discrepancy to

warrant continuing. Thus we start iteration 2, go to step 2.
• Step2. Compute W. L/U TC HMC1,HMC2 HMC3 Shuttle

1 43.52 31.89 17.48 19.07 1.781
2 42.59 25.59 17.25 0 1.787
Industrial Engineering 6
• Step3. Computer Throughput. X 1(2)   0.05038parts / min
43.52  31.89  17.48  19.07  4(1.781)
3
X 2(2)   0.03304parts / min
42.59  25.59  17.25  0  3(1.787)

Solution
• Step4. Compute L L/U TC HMC1,HMC2 HMC3 Shuttle
1 2.1925 1.6066 0.8805 0.9607 0.359
2 1.4072 0.8456 0.57 0 0.1771
Compare with the results in the first iteration, we still have not converged.
Thus we start iteration 3.
……
After several more iterations, we settle on the solution:

X 1  0.0473parts / min
X 2  0.0278parts / min
Machine utilizations can be found by U j   X p v jp
2
•
p 1  jp c j
For example:
U1  0.0473  1 12  0.0278 1 12  0.901


12-Queueing Models

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12-Queueing Models

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Chapter 11 General Manufacturing

systems: analytical queuing models

• Closed networks (Mean Value Analysis)

IEE 561Production Systems

IEE 561Production Systems

Hek = Hyperexponential probabilistic mix of k exponentials

• Service Channels (c). c = number of parallel servers

• Queue capacity (Y). Max jobs in system before balking.

• Calling population (Z). Max number of potential customers.

As always, for any system in steady state

Thus, if we only need expressions for 2 of the 3.

IEE 561Production Systems

IEE 561Production Systems

Let pt (n) be the probability of n jobs at the workstation at time t

pt  t (0)  pt (0)  (1   t )  pt (1)   t

Prob (0 jobs at t+δt) =

pt  t (0)  pt (0)  (1   t )  pt (1)   t

pt  t (0)  pt (0) dpt (0)

IEE 561Production Systems

IEE 561Production Systems

IEE 561Production Systems

IEE 561Production Systems

IEE 561Production Systems

IEE 561Production Systems

IEE 561Production Systems

IEE 561Production Systems

IEE 561Production Systems

IEE 561Production Systems

(1   )   1  E(busy period)    1

IEE 561Production Systems

Suppose the time between events is not exponential.

Stochastic process {Z (t ), t  0} on finite state space S.

 X n , Tn  , n  0 is a Markov Renewal Sequence if

IEE 561Production Systems

The Markov Renewal Sequence has kernel P ( x )   pij ( x ) 

IEE 561Production Systems

IEE 561Production Systems

p  0.2237 0.3356 0.2518 0.1888 

You could try to solve using an approximate Phase-type distribution, or

Let S = Service time random variable

 2 (1  Cs2 ) (Ca2   2Cs2 )

Average service time:

Utilization due to the first p types:

IEE 561Production Systems

• Repair System – 1 repair person, N machines

IEE 561Production Systems

What do you think will happen? How busy is repairman?

First order approximation: 2 repairs/day, 2 hours/repair 50% utilization

IEE 561Production Systems

• Fact 1: Poisson Reproductive Property: the sum of independent Poisson

• Fact 2: If the number of arrivals per time is Poisson distributed, then

IEE 561Production Systems

Assume 0  1; 0  , 2 else, there will be an infinite queue.

0,0  1,0  2,0  i+1, j-1

IEE 561Production Systems

Solution: i+1, j-1

IEE 561Production Systems

Let i' be the effective arrival rate at stage i

• Workstations j = 1,…, M with cj parallel identical servers

• External Poisson Arrivals to WC j at constant rate λj

• Exponential Service rate μj per server at WC j

• Internal transfers from WC j to WC k with probability pjk

• Single priority class