Topic 6 Waiting Line 11.11.241
Topic 6 Waiting Line 11.11.241
Queuing Theory
CHARACTERISTICS OF A WAITING-LINE
SYSTEM
– Arrival Characteristics
– Waiting-Line Characteristics Service Facility
Characteristics
– Measuring the Queue’s Performance
– Queuing Costs
You’ve Been There Before!
• Decision problem
– Balance cost of providing good service with
cost of customers waiting
Deciding on the
Optimum Level of Service
Cost
Negative Cost of
waiting time to
company
Low level Optimal High level
of service service level of service
Waiting Line Terminology
Input Source
(Population)
Size Arrival
Pattern
Poisson Other
Poisson Distribution
• Number of events that P(X) = 0 .5
.6
occur in an interval of
.3
time
.0 X
– Example: Number of
0 1 2 3 4 5
customers that arrive in
15 min.
• Mean = (e.g., 5/hr.) P(X) = 6 .0
.6
• Probability:
.3
.0
e x X
P( x ) 0 2 4 6 8 10
x
Waiting Line Characteristics
Waiting Line
Length Queue
Discipline
FIFO
Unlimited Limited (FCFS) Random Priority
SERVICE CHARACTERISTICS
Service
Facility
Configuration
Single Multi-
Channel Channel
Single
Phase
Single-Channel, Single-Phase System
Service system
Served
Arrivals Queue units
Service
facility
Service system
Served
units
Service
Arrivals Queue facility
Service
facility
Service system
Served
units
Service Service
Arrivals Queue facility facility
Service Service
facility facility
• Simple (M/M/1)
– Example: Information booth at mall
• Multi-channel (M/M/S)
– Example: Airline ticket counter
• Constant Service (M/D/1)
– Example: Automated car wash
• Limited Population
– Example: Department with only 7 drills
Remember: & Are Rates
• = Mean number of
If average service time is 15
arrivals per time period minutes, then μ is 4
– e.g., 3 units/hour customers/hour
• = Mean number of
people or items served
per time period
– e.g., 4 units/hour
• 1/ = 15 minutes/unit
Derivation of (M/M/1):(GD/∞/∞)
N=Large no. of ‘N’ Systems
Pn=prob. That ‘n’ persons are present in a system
λn = arrival rate (Poisson)
μn = service rate
λ/μ= ρ= traffic intensity taken as <1
For steady state behavior , number ‘n’ will not change with time
but system with ‘n’ present may not be same as system with
‘n’ present at other moment of time
Rate at which ‘n’ system become n+1 = λn *Pn*N
Rate at which ‘n’ system become n-1 = μn *Pn*N
Combined rate which ‘n’ system change to either (n+1) or (n-1)
λn *Pn*N + μn *Pn*N = (λn +μn )Pn*N
Because no. ‘n’ remains constant the rate of change must be
equal to the rate at which other non ‘n’ system become ‘n’
systems
λ n-1 *Pn-1 *N + μn+1 *Pn+1*N = (λn +μn )Pn*N eq.1
P1 = λ0*P0
μ1
OR λ0*P0 - μ1*P1 =0
Re-arranging eq. 1
λn *Pn - μn+1 *P = λn-1 *P
n+1 n-1 - μn *P n
For n=1
λ1*P1 - μ2 *P2 = λ0 *P0 - μ1 *P1 =0
λ1*P1 - μ2 *P2 =0
P2 = λ1*P1 λ 1* λ 0 * P0
μ2 μ1 μ2
λ0. λ1 …………………………….. λn-1 *Po
Pn = μ1. μ2 ………………….μn
μn
P n = ρn * P 0 eq.5
• Substitute(5) into (4)
P0 + ρP0 +ρ2P0 +……………=1
P0 (1 + ρ + ρ2 +…………..)=1
Hence P0 /(1- ρ) =1
P0 = 1- ρ eq. 6
Put (6) into (5)
Pn = ρn (1-ρ) eq. 7
• Average no. of customer in the system
n n.Pn
n 1
= P1 + 2P2 + 3P3+……………
from (7)
= ρ (1-ρ) + 2.ρ2 (1-ρ) + 3.ρ3 (1-ρ) +
………..
= (1-ρ)( ρ + 2.ρ2 + 3.ρ3 +…………. )
= (1-ρ) ρ (1+ 2.ρ + 3.ρ2 +…………. ) 1/ (1-ρ)2
= (1-ρ) ρ/ (1-ρ)2
= ρ/(1-ρ)
• With μ as service rate , avg. waiting time of the
customer is ρ / (1-ρ) μ
= ρ2 (1-ρ) / (1-ρ)2
= ρ2 / (1-ρ)
Simple (M/M/1) Model Equations
Average number of units Ls =
-
in queue
1
Average time in system Ws =
-
2
Average number of units in Lq =
( - )
queue
Average time in queue Wq =
( - )
System utilization =
Simple (M/M/1) Probability Equations
()l k+1
P =
n>k
Where n is the number of units in the system
Model B (M/M/S) Equations
Average number of
people or units Lq L s
waiting for service:
Average time a
1
person or unit Wq Ws
spends in the
queue
Example:- The arrival rate of customers at a banking counter
follows Poisson distribution with a mean of 45 per hour . The
service rate follows Poisson distribution with a mean of 60
per hour . Calculate
(2) what is the prob. Of having ‘5’ customer in the system (P5)
n n
*P0 * P0
Pn = *2 *3 .......* n = * n!
n
n
= n ! * P0 for n= 0,1,2,……………m
n
Pn = * P0
* 2 *3 .......* m * (m ) n m
n n
* P0 n m
* P0
* m!*(m)
n n m m !* m
Substitute value of Pn from (1) and (2) in the following
eq. P0 +P1 +……………………..= 1
2 m 1 m
P0 +ρ P + 0 * P0............................... + m 1! * P0
+
m!
* P0
2!
m1 m 2
*P + 2
* P0 ................. 1 (3)
m ! m 0
m ! m
m 2 3
= * P0 1 2 3 ................
m! m m m
1
P0
2 m 1 m
1 .......................
2! m 1!
m !* 1
m