WAITING LINES & SIMULATION

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Parallel Single-Server Queues

1 Lane 1
Vehicles
Arrival at Toll 2 Lane 2
Gate
3 Lane 3

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 Multi-Server Queues
Bank Teller

1 2 3

Customer
Arrival at Bank

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Introduction to Waiting Lines
• Mathematical analysis of queues and the
waiting times in queue
• Extremely useful in predicting and evaluating
the performance of a system (performance
evaluation)
• Queues arise when the short term demand
exceeds the capacity
– If long term demand ≥ capacity, queue will
explode
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 Significance of Waiting Lines

• Main driver of process redesign

– Need to balance the cost of increased capacity
against the gains of increased productivity and
service
– Need to take into account the cost of waiting as
well as lost sales

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 Applications

• Telecommunications
• Airport traffic
• Layout of manufacturing systems
• Traffic control
• Healthcare industry

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 Key Components

• Calling population
• Arrival Process
• Length
• Number of lines
• Queue discipline
• Service time distribution

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 Key Components (cont.)

• Line Structure
– Single channel, single phase (one-person owned
shop)
– Single channel, multiphase (car wash facility and
semiconductor industry)
– Multichannel, single phase (bank tellers and
checkout counters)
– Multichannel, multiphase (patient in a hospital)

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 Queueing Notations

• A/B/C/D
A – Inter-arrival time distribution
B – Service time distribution
C – Number of parallel servers
D – Maximum queue length

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 Common Distributions

• M – Markovian (exponential) distribution

• D – Deterministic distribution
• G – General distribution (any distribution)

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 Common Queueing Systems
Type of Queue Characteristics
M/M/1 queue Poisson arrivals, exponential service times and single server
M/D/1 queue Poisson arrivals, deterministic service times and single server
M/G/1 queue Poisson arrivals, general service times and single server
GI/G/1 queue General independent arrivals, general service times and single
server
M/M/c queue Poisson arrivals, exponential service times and c servers

Note that if the arrival process follows a Poisson

distribution, the inter-arrival time distribution is
(negative) exponential

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 Key Terminologies

• State of the system = # of customers in the

system
• Queue length = State of system – number of
customers being served

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 Notations

• n - # of customers/jobs in the system

• Pn – probability that there are exactly n
customers in the system
• λ – arrival rate
• μ – service rate
• ρ – server utilization = λ / cμ
• c - # of servers
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 Notations (cont.)

• L – expected number of customers in the

system
• Lq – expected number of customers in the
queue
• W – expected waiting time of a job in the
system
• Wq – expected waiting time of a job in the
queue
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 Little’s Law

• Relationship between the expected number of

customers in the system and the expected
waiting time of a job in the system

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 M/M/1 Queue Formula
State of the system = n – # of customers in the system

Let pn be the probability of having n customers

Rate balance equations ∞
𝜆
State 0 𝜆 𝑝 0 =𝜇 𝑝 1 𝑝 1= 𝑝 =𝜌 𝑝 0
𝜇 0 ∑ 𝑝 𝑛=1
𝑛=0
State 1 ( 𝜆+ 𝜇 ) 𝑝 1= 𝜆𝑝 0 +𝜇 𝑝 2 2
𝑝 2= 𝜌 𝑝 0 2 3
𝑝 0 + 𝜌 𝑝 0 + 𝜌 𝑝 0 + 𝜌 𝑝 0 +…=1
State 2 ( 𝜆+ 𝜇 ) 𝑝 2= 𝜆𝑝 1 +𝜇 𝑝 3 3
𝑝 3= 𝜌 𝑝 0
.
.
𝑝 0= 1− 𝜌
.

State i ( 𝜆+ 𝜇 ) 𝑝 𝑖= 𝜆 𝑝𝑖 −1 +𝜇 𝑝 𝑖 +1 𝑝 𝑖 +1= 𝜌 𝑖 +1 𝑝 0 𝑝 𝑛 =(1 − 𝜌 ) 𝜌

𝑛

.
.
.
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 M/M/1 Queue & M/D/1
Queue

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 Example 1
• Western National Bank is considering opening a
drive-through window for customer service.
Management estimates that customers will
arrive at a rate of 15/hr. The teller who will staff
the window can service customers at a rate of 1
every 3 minutes. Assume Poisson arrivals and
exponential service times and calculate
– Utilization of the teller, average number in the
waiting line, average number in system, average
waiting time in system, average waiting time in
queue
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 Example 1 (cont.)

• Because of the limited space availability and a

desire to provide an acceptable level of
service, the bank manager would like to
ensure, with 95% confidence, that no more
than 3 cars will be in the system at any time.
What is the present level of service for the 3-
car limit? What level of teller use must be
attained and what must be the service rate of
the teller to ensure 95% service level.
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 Example 2

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 Waiting Lines – Summary

• Advantages
– Closed form expressions for expected waiting
times and expected number of customers
– Very short run time
• Disadvantages
– Approximate model for the processes

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 Discrete Event Simulation

• Mimics each and every event that happens in

a process at discrete times exactly
• Advantages
– Exact representation of the systems and processes
– Accurate results due to random number
generation
• Disadvantages
– Long run times
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 In Practice

• When there are a lot of choices to evaluate

– Use queuing models first to narrow down the
choices
– Employ simulation models on the remaining
candidate choices

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 RAND() Function in Excel

• Generates a random number (RN) between 0

and 1
• This RN can be converted to a Unif (a, b) using
the transformation a + (b-a) Unif (0, 1)
• The RN can be converted to an exponential
random number with mean λ using the
transformation

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 THANK YOU

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