Queueing Theory
Queueing Theory
The replacement of an individual bulb on failure cost Rs. 1.25. The cost of
group replacement is 80 paise per bulb. Determine the better one among the
chapter
individual and group replacement policies.
(MU, MBA, April 96)
(Ans, End of 3,d week group, replacement is preferable) QUEUEING
10. There are 1000 bulbs in the system. survival rate is given below.
Week D 1 2 3 4
THEORY
Bulbs in operation
at the end of the week 1000 850 500 200 00
The group replacement of 100 bulbs costs Re. 1.00 and individual replace-
ment cost Re. 0.50 per bulb. Suggest a suitable replacement policy.
(Ans: Group replacement policy) 6.1 INTRODUCTION
e input describes the way in which the customess-arrive and join the
stem. Generally, customers arrive in a more or.' less random fashion
ich is not worth making the prediction. Thus the arrival pattern can be
. ribed in terms of probabilities, and consequently the probability dis-
bution for inter-arrival times (the time between two successive arrivals)
t be defined. We deal with those-Queueing system in which the cus-
rs arrive in Poisson fashion. The mean arrival rate is denoted by I..
412 • Operations Research Queueing Theory • 413
16.2.2 The Service Mechanism Transientand steady states A system is said to be in transient
state when its operating characteristics are dependent on time.
This means the arrangement of service facility to serve customers. If A steady state system is the one in which the behaviour of the system
there is infinite number of servers then all the customers are served is independent of time. Let Pn(t) denote the probability that there are n
instantaneously on arrival, and there will be no queue. customers in the system at time t. Then in steady state
If the number of servers is finite then the customers are served accord_
ing to a specific order w.it-hservice time a constant or a random variable. lim PII (t) = Pn (independent of t)
I~-
Distribution of service time which is important in practice is the nega_
d PII (t)
tive exponential distribution. The mean service rate is denoted by m. ~---
dt
It is a rule according to which the customers are selected for service Traffic intensity (or utilisation factor) An important mea-
when a queue has been formed. The most common disciplines are sure of a simple queue is its traffic intensity
- First come first served (FCFS) . Mean arrival rate It
- First in first out (FIFO) given by traffic intensity p = MS.
ean ervrce rate /1
- Last in first out (LIFO)
The unit of traffic intensity is Erlang.
- Selection for service in random order (SIRO).
There are various other disciplines according to which a customer is
served in preference over the other. Under priority discipline, the service
16.3 KENDALI:S NOTATION FOR REPRESENTING
is of two types, namely pre-emptive and non-pre-emptive. In pre-emptive
QUEUEING MODELS
system, the high priority customers are given service over the low prior-
Generally, queueing model may be completely specified in the follow-
ity customers; in non-pre-emptive system, a customer of low priority is
ing symbol form (albic): (d/e) where
serviced before a customer of high priority is entertained for service. In
a = probability law for the arrival (inter-arrival) time
the case of parallel channels "fastest server rule" is adopted.
b = probability law according to which the customers are being
served
16.2.4 Customer's Behaviour c = number of channels (or service stations)
d=capacity of the system, i.e., the maximum number allowed in the
The customers generally behave in the following four ways: system (in service and waiting)
e = queue discipline
(i) Balking A customer who leaves the queue because the queue is
too long and he has no time to wait or has no sufficient waiting space. 16.4 CLASSIFICATION OF QUEUEING MODELS
(ii) Reneging This occurs when a waiting customer leaves the The queueing models are classified as follows:
queue due to impatience. Model I: (MIMI!): (00 IFCFS)
This denotes Possion arrival (exponential inter arrival), Poisson depar-
(iii) Priorities. In certain applications some customers are s~ry.ed
ture (exponential service time), Single server, Infinite capacity, and First
before others regardless of their arrival. These customers have prtOnty
come first served service discipline. The letter M is used due to
over others.
Markovian property of exponential process.
Model II: Multiservice Model (MIM/S):(oo/FCFS)
(iv) Jockeying Customers may jockey from one waiting line to
This model takes the number of service channel as S.
another. This is most common in a supermarket.
414 • Operations Research Queueing Theory • 415
Model III: (MlMll): (NIFCFS) In a similar fashion the probability that there will be n unit (ie 17 =0)
In this model, the capacity of the system is limited (finite), say N. in the system at time (1+ £o.t) will be the sum of the fo\1owing two inde-
Obviously, the number of arrivals wi\1 not exceed the number N in any pendent probabilities.
case. (i) Probability (that there is no unit in the system at time t and no arrival
Model IV: (M/M/S): (NIFCFS) in time £o.t)
This model is essentially the same as model II except the mu'ximum =P)t) (I-A£o.t)
number of customers in the system is limited to N, where tN> S). (ii) Probability (that there is one unit in the system at time t, one unit ser-
Modell: (MIMII) (00 IFCFS) (Birth and death model) viced in £o.tand no arrival in £o.t)
To obtain the steady state equations = Pj(t)p £o.t (I - A £o.t)
The probability that there wi\1 be It units (n > 0) in the system at time = P;Ct)p £o.t+ O(£o.t)
(t+ £o.t) may be expressed as the sum of three independent compound Adding these two probabilities,
probabilities by using the fundamental properties of probability, Poisson
P,,(t+ £o.t) =P)t)(l - A£o.t) + PI(t)p£o.t + 0 (£o.t)
arrivals and exponential service times.
The following are the three cases:
poet + £o.t)- PaCt) = _ A P (t) + II P (t)+ 0 (M)
£o.t ovr s r: I /j[
Time t Arrival Service Tillie (t +A. t)
No. of units No. of units
n 0 0 11
n-I 1 0 11
n+1 0 1 dP (t)
II
-'-'
d(t) - = -A P ",....
(t)+ If P I (t)
Now, by adding above three independent compound probabilities, we Under steady state, we have
obtain the probability of n units in the system at time (t+£o.t) O=-AP,,+pPI (2) I
PII(t+£o.t)= PII(t) (J-(A+p) M)+PII_I(t) A£o.t Equations (I) and (2) are called steady state difference equations for
this model.
+ P" + I (t)p £o.t + O(£o.t) A
From (2), PI =- P
PII(t +£o.t) - P" (1) = _ (A+ If) P (t) + AP (t) + IfP (t) + O(£o.t)
£o.t fA'" II-I ,...,,+1 /j[
From (l), P?=-PI
: o
= -
(A)2 P
_ P p"
~,(I+I1I)- ~,(t) [ () () (011(1)
Lt
tl.1 ....• C 11/
Lt
tl.r ....• O
-(?.+p)P" 1 +?.~'-I 1 +pP,,+1 1)+-
11/ Generally P
II
= (~)Tlp
P "
d~,(t) =-(?"+p)P,,(I)+?.P,,_I(I)+PP'I+I(I) Since
d/
~ O
__=_-__(A_+
__P_)_P_"_+_AP
__ "_-_I+
__P_P_"_+_I ~
P" [ I + ~ + (~ )2 + ]=I
416 • Operations Research Queueing Theory • 417
f.l.
IL " - P
1- P
Since ~ < I, sum of infinite G.P is valid.
f.l.
A expected wlait:g~ine i~the que;:=l
p()= 1--;;= I-p
" f.l.(f.l.-A) I-Pj
Also p,,~(~),p,,~(~),(1-~) Expected waiting line in the system
I
P"=p"(l_p) I W,.=W,,+--
f.l.
Measures of Model I _.:.:..A_ + _~=_~
f.l.(f.l.-A) f.l. f.l.-A
I. Expected (average) number of units in the system Ls
W=-~
s f.l.-A
rw/w>O) = _1-
f.l.-A
= 1
f.l. (I-p)
I
6. Expected length of non-empty queue
f.l. 1
(UL>O)=--=--
f.l.-A I-p
~
= f p(f.l. - A)e -(J.I-A)Wdca
We know A
A J.l A
L,.=--A =--
L _ )1 =_A_ 1__ ).J.-A
s- A )1-A ).J.
1--
)1
1
1 = 48 = 1 2/3 jobs.
W=-- l/30-1/48
, )1-A
:.L,=A W, Since the fraction of the time the repairman is busy equals to A,
number of hours for which the repairman remains busy in 8-hour d~y
Similarly, L" = A W" hold in general.
W"
A
= -)1-(J.l---A-) ~ 8 (~ )~ 8x !~
~ 5 hours
1 Therefore, the time for which the repairman remains idle in an 8-hour
W,=--,
J.l-I\. =(8-5) hours =3 hours.
J.l- (J.l-A) A
1 J J =--~
J.l ()1-A) mple 16.2 At what average rate must a cl~rk at a supermarket
:. W, - )1 = )1-A - J.l = J.l(J.l-A}
in order to insure a probability of 0.90 that the\customers will not
I e to wait longer than 12 minutes? It is assumed that the~is only one
. W - W--
.. ,,- " J.l ter to which customers arrive in a Poisson fashion at an average rate
S per hour. The length of service by the clerk has an exponential dis-
Multiplying both sides by A, we have lion.
AW =A (w.- 1-) 'On
!
" ')1
repairman's expected idle time each day? How many Jobs are
. ?
the average set just broug ht m.
Solution e(3-12/1)=0.4J.l
1
u = 2.48 minutes per service.
420 • Operations Research
Queueing Theory • 421
Example 16.3Arrivals at a telephone booth are considered to b, (ution
Poisson with an average time of 10 minutes between. on~ arrival and th: Given nA.=O.1 arrival/minute
next. The length of a phone call is assumed to be distributed exponen_
11 = 0.33 service/minute
tially with mean 3 minutes.
(a) What is the probability that a person arriving at the booth wiIJ
(a) Prob (waiting time ~ 10)= ](1- A.11 e -(I1-J..){J) dto
have to wait?
(b) What is the average length of the queue that forms from time to
10 J1. r
time? = -~(e -(I1-J..) rvf
(c) The telephone department will install a second booth when con- J1. 10
vinced that an arrival would except to have to wait at least three = 0.3 e -2.3 = 0.03
minutes for the phone. By how much must the flow of arrivals be (b) Prob (waiting time in the system ~ 10)
increased in order to justify second booth?
Solution = J(I1-A.)e-(P-A){J)dm
Given A= 1/10, f.1= 1/3 10
=
s -----=
A A
14.96 minutes
0.833
1- 0.8333
x3
-
~[1-~)[1+~+[~))...
mmutes of active a~tentlOn. Assume that the facility can handle only
Po~1-~ . emergency at a tl.me. Suppose that it cost the clinic Rs .. loo per
ent treated to obtain an average servicing time of 10 minutes and
5 each minute of decrease in this average time would cost Rs.I 0 per
= ~ f.l~ A = :~. C 2 ~ 10 ) =
5
1 2
I .
f.l=1O patient/minute
I . q f.l'(f.l' -A')
(~rr:,
f.l = - per rmnute
2.5
A
I
"3
r.
p = -=--=0.8333 2- ,( , =2/15 patients/ minute
f.l 1/ 2.5 u ).I -1/ 15
Queueing Theory • 425
424 • Operations Research
=J_= 20 =4 . People arrive at a theatre ticket center in a Poisson distributed arrival rate of
f.1-A 20-15
25 per hour. Service time is constant at 2 minutes. Calculate
··) Th e service
.. b usy =-=-A 15 =- 3
C 11 IS (i) the mean number in the waiting line.
f.1 20 4
(ii) the mean waiting time.
:. the booth is expected to be idle for I - 3 =~ hrs (iii) utilisation factor.
4 4
= 15 minutes. [Ans: (i) 4 people. (ii) 10 minutes. (iii) p=0.833]
Example 17.9 In a railway marshal1ing yard, goods train arrive at At a one-man barber shop, customers arrive according to Poisson distribution
a rate of 30 trains per day. Assuming that inter arrival time and the service with a mean arrival rate of 5 per hour and the hair cutting time was expo-
time distribution fol1ows an exponential distribution with an average of nentially distributed with an average hair cut taking 10 minutes. It is assumed
30 minutes. Calculate the following that because of his excellent reputation. customers were always willing to
(i) the mean queue size wait. Calculate the following -
(ii) the probability that queue size exceeds 10 (a) Average number of customers in the shop and the average numbers wait-
(iii) if the input of the train increases to an average of 33 per day, ing for a hair cut.
what wil1 be the changes in (i) and (ii)? (b) The per cent of time arrival can walk in right without having to wait.
(c) The percentage of customers who have to wait before getting into the bar-
Solution ber's chair. [Ans: (a) 4.8 (b) 83.3% (c) 16.7%]
G.ivcn I\,, 30 I . / .
60 x 24 48 trams minute Cars arrive at a petrol pump with exponential inter arrival time having mean
I . . .!. minute. The attendant take on an average of .!.. minute per car to supply
u =-6 trains/minute ~trol. The service time being exponentiall~ distributed. Determine
3
426 • Operations Research Queueing Theory .·427
(i) the average number of cars waiting to be served.
difference equations of Model I are valid for this model as long as
(ii) the average number of cars in the queue.
<N. Arrivals will not exceed N in any case. The various measures of
(iii) the proportion of time for which the pump attendant is idle.
[Ans: (i) 2 cars, (ii) 4/3 cars, (iii) 0.34] is model are I-p A- (A- )
I. P = 1 where p =- -> 1 is allowed
4. The mean arrival rate to a service centre is 3 per hour. The mean service time o I-p N+ )1 )1
is found to be 10 minutes per service. Assuming Poisson arrival and expo_
l-p
nential service time. find 2. Po= I_pN+1pn for n=0,1,2, .... .N
(i) the utilisation factor for this service facility
(ii) the probability of two units in the system. 3. L,,=AJ)1
(iii) the expected number of units in the system.
N
(iv) the expected time in minutes that a customer has to spend in the system.
= Po I,n p"
+- (ii) i· (iii) I, (iv) 1/3]
4.Ls
[Ans. (i) n=O
A-
5. At a public telephone booth in a post office arrivals are considered to be 5. L,,=Ls--
)1
Poisson with an average inter arrival time of 12 minutes. The length of the
phone call may be assumed to be distributed exponentially with an average 6. W,=L/A-
of 4 minutes. Calculate the following
(a) What is the probability that a fresh arrival will not have to wait for the
phone?
(b) What is the probability that an arrival will have to wait more than 10 min-
mple 16.10 In a railway marshalling yard, goods train arrive at
utes before the phone is free?
rate of 30 trains per day. Assume that the inter arrival time follows
(c) What is the average length of the queue that form from time to time?
exponential distribution and the service time is also to be assumed as
[Ans. a = 0.67, b = 0.063, c = 1.5]
ponential with mean of 36 minutes. Calculate
6. Consider a self service store with one cashier. Assume poisson arrivals and (i) the probability that the yard is empty
exponential service time. Assuming nine customers arrive on the average of (ii) the average queue length assuming that the line capacity of the'
every 5 minutes and the cashier can serve 10 of them in 5 minutes. find yard is 9 trains.
(i) (a) the average number of customers queueing for service.
(b) the average time a customer spends in the system,
(c) the average time a customer waits before being served. 30 '.
(ii) the probability of having more than 10 customers in the system. 60 x 24 48 )1=16 trams per minute
(iii) the probability that a customer has to queue for more than 20 minutes. If A- 36
the service can be speeded upto 12 in every 5 minutes by using a different p=- =-xO.75
cash register what will be the effect of the quantities (i), (ii), (iii).
)1 48
(i) The probability that the queue is empty is given by
[Ans. Case (i) (a) 3 customers
(b)P(~IO)=(0.9)1II l-p
(c) P (W~2)=0.67. P,= •.••, where N=9
r I_p'~'
Case (ii) (i) 3 customers ..••..
I ~O·.75 = 0.25 = 0.28.
(ii) P (~10)=(0.75)1II
1-(0.75)9+1 0.90
(iii) P (W~2)=O.31
(ii) Average queue length is given.by
Model II (MIMII): (NlFCFS)
1 N
This model differs from that of Model I in the sense that the L =
S
-pN+I £..J
~ np"
maximum number of customers in the system is limited to N. Therefore, I-p ,,=0
Queueing Theory • 429
428 • Operations Research
Example 16.13 Assuming for a period of2 hours in a day (8-10 am)
9
1-0.75 L,n(0.75)O pins arrive at the yard every 20 minutes, then calculate for this period.
10
1-(0.75) ,,;0 (i) the probability that the yard is empty,
(ii) average queue length assuming that the capacity of the yard is 4
= 0.28 X 9.58 = 3 trains
trains only.
Example 16.11 A barber shop has space to acc?mmadatc only 10
customers. He can serve only one person at a time. If a customer comes
to his shop and finds it full he goes to the next shop. Customers ran~omly
. . 36
arrive at an average rate A= 10 per hours and the barber service time is Given p=- = 1.8 N =4
20 '
negative exponential with an average of 1/J1=5 minutes per custome/
p-\
Find Po' P". (a) Po = -5- = 0.04
P -I
Solution 10 \
Given N= \0, A= 60 ,J1=S (b) Average queue size
4
A 5
p=-=- =poIn.p"
J1 6 n=O
Example
~(0.'926)X(~
16.12
l [n~O. 1.2 •... 10]
- P Where P
( - Po
= ~Ji..:.....-_
(b) the expected percentage of idle time for each girl.
L" - Ps 2 s (c) if a customer has to wait find the expected length 01" his waiting
(1- p) S! time.
L"
~/=T 1..=~,Ji= ~,S=2
6. The mean waiting time in the queue for those who actually wait is
given by (WIW>O)
I
Sj.1-A 4
P =1+2/+~=~
7. Prob(W>O) =--'-- 73 2x2/ 2
I-p 73
434 • Operations Research
Queueing Theory • 435
(
I - J..)
3
= ~ = 67% (approximately)
3
I 1 I I .
(c) (W/W > 0) = -_.- = --.-- = 3 minutes.
1- p SI1 1- 7j• 2x ~
4
Example 16.15 A petrol station has two pumps. The service time
follows the exponential distribution with mean 4 minutes and cars arrive P(W>O)=~=_I_(~r Po
for service in a poisson process at the rate of 10 cars per hour. Find I-p I-p S!
the probability that a customer has to wait for service. What proportion
of time the pumps remain idle? (MU, MeA. Nov. 95)
1 I 3
Solution = =-x-=0·167 (app)
I-~ 9 2
Given S = 2, A. = 10 per hour
3
J1 = '4I per .
minute
60
=4 = 15 per hour
ample 16.16 A telephone exchange has two long distance oper-
P=~=~=~ rs. The telephone company finds, that during the peak load long dis-
SJ1 2xl5 3
ce calls arrive in a Poisson fashion at an average rate of 15 per hour.
(ii) The duration of time for which the pumps are busy =~ = 1. e length of service on these calls is approximately distributed with
SI1 3
an length 5 minutes.
:. The duration of time for which the pumps remain idle
(a) What is the probability that a subscriber will have to wait for his
1- 1. = 1. = 67% (app) long distance call during the peak hours of the day.
3 3
(b) If the subscribers will wait and be serviced in turn, what is the
expected waiting time?
Establish the formula used.
(i) Prob (W > 0) lution
1. J1=1. S=2
4 ' 5 '
(Sp)" (Sp)s ]-1
where Po =
[
S-I
I--
,,=0
( )
S! 1- P
n!
•
" P =-=-
A. 5
j1S 8
Queueing Theory • 437
436 • Operations Research
-1
. S-I (Sp)" (Sp)S
F"" calculate Po = [~ --;;! + S' (I _ p) ]
EXERCISES
o channel waiting line with Poisson arrival has a mean arrival rate of 50
(b) Wq = LqjA and exponential service with a mean service rate of 75 per hour for each
l. Find
= I p(Sp)S P. probability of an empty system
AS! (1_p)2 0 probability that an arrival in the system will have to wait.
(ADS: (i) 0.83 (ii) 0.167)
=4 Ys.(%)2? .~=_12_5=3.2 minutes
2! (1- Ysf 13 39 are two clerks in a university to receive dues from the students. If the
time for each student is exponential with mean 4 minutes and if the boys
in a Poisson fashion at the counter at the rate 10 per hour, determine
Example 16.17 Four counters are being run on the frontier of a
probability of having to wait for service.
country to check the passports and necessary papers of the tourists: The
expected percentage of idle time for each clerk?
tourists choose any counter at random. If the arrival at the frontier IS
[ADS: (i) 0.167 (ii) 0.67]
Poisson at the rate A and the service time is exponential with parameter
)J2, what is the steady state average queue at each counter?
general insurance company has three claim adjusters in its branch office.
Solution with claims against the company are found to arrive in Poisson fashion
average rate of 20 per 8-hour day. The amount of time that an adjuster
Here S = 4, A = A, )1 = N2 with a claimant is found to have a negative exponential distribution
n service time 40 minutes. Climants are processed in the order of
ceo
many hours a week can an adjuster expect to spend with claimants?
Queueing Theory • 439
438 • Operations Research
mple 16.18 A barber shop has two barbers and three chairs for
(b) How much time on an average does a claimant spend in the branch offic
. ~ lomers. Assume that the customers arrive in Poisson fashion at a rate
(Ans: (a) 22 hours (b) 49 minUt
es) S per hour and that each barber services customers according to an
4. A railway goods traffic station has 4 claims assistants. Customers with clai nential distribution with mean 15 minutes. Further, if a customer
against the railway are observed to arrive in a Poisson fashion at an average r:S 'ves and there are no empty chairs in the shop, he wi!lleave. What is
of 24 per 8 hour day for 6 days. The amount of time the claims assistant spen~e expected number of customers in the shop?
with the claimant is found to have an exponential distribution with a mean ser~
vice time of 40 min. Service is given in the order of appearance of the Customer
. s.
(i) How many hours/week can a claim Assistant expect to serve the claimanp 5 I
(ii) How much time does a claimant on the average spend in the goods traffi~ Here S = 2, N = 3, A =- = - Customer / min
60 12
office [Ans: (i) 72 hours (ii) 47.2 minutes]
1 .
j1=-/mm
IS
Model IV(MIMIS/NIFCFS)
This model is essentially the same as model III except that the maximum
number of customers in the system is limited to N, where N > S (S ==
No. of channels)
.
.. AII-
_ {A, 0:5 n :5 N
0, n >N
_ {nj1, 0:5 n :5 S
u; - Sj1, S _< n_< N
P,,=
1
= -(1.25)n x 0.28 0:5n<2
n!
c I
L = (Sp) P [1_ pN-S+l _ (1_ p)(N - S + l)pN-S ]po = --n 2 (1.25)" x 0.28
q S!(I_p)2 . 2 - 2!
(A)"
L =L +S_R~(S-n)(Sp)1I
S q o£..t I . S-l (S-n) -
11=0 n.
Ls = L" + S - Po £..t
" n'. j1
11=0
Ws = ~: where A'
1
= A(I- PN)
= ±(n-2)p" +2-P oI (2-n)(1.25)"
n!
W" =Ws-- n=2 n=O
j1
440 • Operations Research
= P3 + 2 - 3.2 Po
EXERCISES
I. Let there be an automobile inspection site with three inspection stalls. ASSUI
that cars wait in such a way that when a stall becomes vacant, the car at I
head of the line pulls up to it. The station can accommodate at most 4 c
waiting (seven in station) at one time. The arrival pattern is Poisson wid
mean of one car every minute during peak hours. The service time is eX
nential with mean 6 minutes. Find the average number of cars in the site d
. ing peak hours, the average waiting time and the average number of cars
hour that cannot enter the station because of full capacity.
I
[Hint: S = 3, N = 7. ,1, = I car per minute J1 = '6 car I rr