L15 16 Queueing

2101-495 Advanced Topics in CE I
Intro to Queuing Theory

Manoj Lohatepanont, Sc.D. Chulalongkorn University
Outline

Introduction to Queuing Applications Queuing System

Deterministic Stochastic
Probability Distribution
Littles Law Queuing Systems

M/M/1 M/G/1 M/M/s

Manoj Lohatepanont 2007 2
Chulalongkorn University
Queuing Theory
What is Queuing Theory?

A mathematical study of queues Queue is a waiting line especially of persons or vehicles awaiting processing A queue forms when current demand for a service exceeds the current capacity to provide that service Help provide decision or guideline on system capacity
When does queue occur?
Why study Queuing Theory?
Manoj Lohatepanont 2007
Why Is Queuing Decision Difficult?
Probabilistic nature of the problem
It is often impossible to predict accurately when and how many customers will show up, and how long it will take to service each customer
E.g., checkout queues at supermarkets
Providing too much capacity costs money Providing too little capacity leads to long wait in queues, which in turn leads to other undesirable consequences
How Does Queuing Theory Help?
Queuing theory itself does not directly provide optimal solution Rather, it provides vital information about various characteristics of the queue to decision makers
Average waiting time Average queue length
Applications

Traffic analysis Industrial plants Retail stores Service-Oriented Industries Telephone switchboard Aircraft Takeoff/Landing Sequence Expressway Toll Plaza
Queue
A queue is formed when

demand exceeds service capacity for a period of time the arrival time headway is less than the service time at a location
A queue needs not be physical waiting line

Telephone switchboard Car repair shop Non-Physical Queue
Queuing System
Queuing System Server 2
Server 1
Queue
Chulalongkorn University Manoj Lohatepanont 2007 8
Queuing System
Input Customers Source
Queue
Servers
Served Customers
Queuing System
Input Source
Size of Input Source (Calling Population)
Infinite (Unlimited)
The size of input source is relatively large Implicit assumption of most queuing models
Finite (Limited)
The size of input source is relatively small This assumption should be used when the rate at which
the input source generates new customers is significantly affected by the number of customers in the queuing system
Arrival Process
Interarrival Time
The time between two consecutive arrivals of customers
Mean Interarrival Time

1/ time/customer 20 min/customer
1/ 1/ Time 1/
Mean Arrival Rate

customers/time unit 0.05 customers/min
11
Queue
Queue Capacity
Infinite
Queue size can grow relatively large Implicit assumption of most queuing models
Finite
Queue size is limited by a relatively small number This assumption should be used when there is a relatively
small limit on how large the length of the queue can grow
12
Queue Discipline
The order in which members of the queue are selected for service
First In, First Out (FIFO)

Most common
Last In, First Out (LIFO) Service in Random Order (SIRO)
13
Servers
Number of Servers

One (s = 1) Multiple (s > 1) Elapsed time from the commencement of service to its completion for a customer
Service Time
Mean Service Time
1/ time/customer
10 min/customer
1/
1/ Time
1/
Mean Service Rate
customers/time unit
0.1 customers/min
14
Deterministic Queue
Suppose
Mean arrival rate = 0.67 customer/min

1/ = 1.5 min
Mean service rate = 1 customer/min

3
users
2 1 0 1 2 3 4 5 6 7 8 Time (min)
15
If >
What happen when > ? = 0.67; =0.5
In deterministic case
4
users
3 2 1 0 1 2 3 4 5 6 7 8 Time (min)
16
Probabilistic Queue
Queue can occur even when < in stochastic case because of randomness In fact, that < is one of the requirements for the study of queuing theory

For < , steady state can be achieved It is nave to set = . This could lead to very large queues! If >= , queue becomes excessively large and uncontrollable
Note that here represents TOTAL service rate
17
Steady State
If the queuing system is allowed to operate for a long time, it can be expected, under certain conditions, to reach an equilibrium or steady state Steady state means that the probability that you will observe a certain state of the system does not depend on the time at which you monitor the system
18
Utilization
We define utilization of a queuing system as follows
= s
where s is the number of servers
s is, therefore, TOTAL service rate
A steady state is achievable when < 1

Queuing Taxonomy
Queuing models can be classified by three components:

Interarrival Time Distribution (A), Service Time Distribution (B), and Number of Servers (m)
using the following notation.
A/B/m
Interarrival/Service Time Distribution
Probability Distribution of
Interarrival Time (A) Service Time (B)
Common Distributions
D: Deterministic M: [Negative] Exponential Distribution Ek: kth-order Erlang Distribution Hk: kth-order Hyperexponential Distribution G: general Distribution
21
M/M/1
For example, M/M/1 queuing system refers to the queuing system that has
Exponentially distributed interarrival time

Times between arrivals are exponentially distributed
Exponentially distributed service time

Service times for customers are exponentially distributed
One server
22
Exponential Distribution
Unsymmetrical distribution
2.5 2
=2
1.5 f(t) 1 0.5 0 0 1 2 t 3 4
E(T) = 1/ = 0.5
f(t) = e-t
t >= 0
23
Example
If the interarrival time is exponentially distributed and its mean interarrival time is 0.5 min (arrival rate = 2 customers/min)
Customers arrive on average every 0.5 minute ~2/3 of the customers arrive less than 0.5 minute apart ~1/3 of the customers arrive more than 0.5 minute apart
24
Memory Less Property
The probability distribution of the remaining time until the next event (e.g., arrival) occurs is always the same, regardless of how much time has passed (i.e., it does not remember how much time has passed)
If the interarrival time of a bus is exponentially distributed, then this property implies that the probability that a bus will arrive in the next minute is the same no matter how long you have waited at the bus stop
25
Relationship to Poisson Distribution
If the interarrival time is exponentially distributed with parameter , then the number of arrivals (e.g., customers) (X) in a specified length of time T has a Poisson distribution with parameter T
Also called Poisson Arrival Process
e-T(T)n Prob(X = n) = n!
Poisson Distribution
We can use Poisson distribution to verify our assumption of exponentially distributed interarrival time
By comparing the number of users that arrive for service during a specific period of time with the number that the Poisson distribution suggests
27
Quantities of Interest
There are four major quantities of interest in a queuing system

L = Expected number of users in the system Lq = Expected number of users in the queue W = Expected system occupancy time Wq = Expected waiting time in the queue
28
Basic Characteristics
Utilization
= s
Where s is the number of servers
Let Pn be probability that there are n users in the system, then

L = nPn
n =0
These are true for all queuing models

Littles Law
John D.C. Little at MIT is generally credited with being the first to prove these steady-state relationships formally in 1961
L = W Lq = Wq
M/M/1
Assumptions
Interarrival time is exponentially distributed Service time is exponentially distributed One Server FCFS
31
M/M/1
Probability that there are n users in an M/M/1 queue is
Pn = (1 )
Therefore, the expected number of users in the system (at steady state) is
L = nPn = n(1 ) =
n n =0 n =0

32
M/M/1
Once L is known all other quantities of interest can be computed from Littles Law and the following relationships
W = Wq + 1
L = Lq +
These equations are bridges between the two equations in Littles Law
M/M/1
Results can be summarized as follows 1 W= L= 2 Wq = Lq = ( ) ( ) Note also that the probability that the system is idle is P0 = 1
34
Example 1
At a small grocery store, customers arrive according to Poisson process with a mean of 15 customers per hour. The length of time it takes to checkout is exponentially distributed with mean equals 3 minutes.
M/M/1 = 15 customer/hr = 20 customer/hr
35
Example 1
Compute
Probability that the checkout counter is idle
15 P0 = 1 = 1 = 0.25 20 Probability that the checkout counter is busy

1 P0 = 1 0.25 = 0.75
36
Example 1
Probability that at least one customer is waiting to checkout 15 n Pn = (1 ) = = = 0.75 20

P0 = 1 0.75 = 0.25
1 P = (1 0.75)0.75 = 0.1875 1
Pn2 = 1 ( P0 + P 1 ) = 1 (0.25 + 0.1875) = 0.5625

Example 1
Average number of customers waiting to checkout

2 Lq = ( )
152 225 Lq = = = 2.25 20(20 15) 100
38
Example 1
Suppose it costs the operator 3 Baht for each minute that a customer spends waiting in the queue. What is the average cost per customer?
Lq = Wq Lq 2.25 = = 0.15 hr / customer Wq = 15 Cost = 0.15 60 3 = 27 baht / customer
39
Example 1
For an additional of 400 Baht per hour, the operator can decrease the average service time to 2 minutes. Is the additional expenditure worthwhile?
= 30 customer/hr
15 15 Wq = = = = 0.033 ( ) 30(30 15) 450 Cost = 0.033 60 3 = 6 baht / customer
Savings = 27 6 = 21 baht / customer Savings = 21 15 = 315 baht / hr

Example 1
Alternative solution
BEFORE AFTER
Lq = 2.25
Cost = 2.25 60 3 = 405 baht / hr
Lq = 0.5
Cost = 0.5 60 3 = 90 baht / hr
Difference = 405 - 90 = 315 baht/hr

M/G/1
Assumptions
Interarrival time is exponentially distributed Service time is described only by - an average service time, and - a variance One Server FCFS
M/G/1
In general, if the service time can be described by two quantities

Mean (1/) Variance (2)
the expected queue length can be estimated from
2 2 + 2 Lq = 2 (1 )
M/G/1
As in the previous case, all other quantities of interest can be calculated using Littles Law and the following relationships
1
W = Wq + L = Lq + Note also that the probability that the system is idle is P0 = 1

Example 2
Aircraft arrivals and departures at Bangkok International Airport can be approximated as a Poisson process at the average rate of 40 plane/hr. It takes the air traffic controller 1.2 min on average to land or dispatch an aircraft with variance equals to 1.96 min2. Assume FCFS queue discipline.

M/G/1 = 40 plane/hr = 50 plane/hr 2 = 0.00054444 hr2
45
Example 2
Average number of plane waiting for landing or takeoff
2 2 + 2 Lq = 2 (1 )
40 0.00054 + ( = 2 (1 40 50 )
2 40 50
= 3.78 plane
Example 2
Average wait time
Lq = Wq
3.78 Wq = = = 0.094 hr / plane 40 Lq
47
Example 2
It is estimated that it costs 81,000 baht per hour for an aircraft to wait in the queue. What is the total cost of aircraft waiting to land or takeoff at the airport?
Cost = 3.78 81,000 = 306,000 baht / hr
48
Example 2
Common mistakes
Lq = 3.78 plane
Cost = 0.094 81,000 = 7,650 baht / hr / plane Cost = 7,650 3.78 = 28,900 baht / hr 28,900 baht / hr << 306,000 baht / hr
M/M/s
Assumptions
Interarrival time is exponentially distributed Service time is exponentially distributed There are s servers FCFS
50
M/M/s
When there are s servers, all with the same service rate
s 1 ( ) n ( ) s + P0 = 1/ s! n =0 n !
s +1
1 1 s
( ) Lq = P0 2 ( s 1) ! ( s )
M/M/s
As in the previous cases, all other quantities of interest can be calculated using Littles Law and the following relationships
W = Wq + 1
Note, however, that
L = Lq +
= s
52
Example 3
At a Burger Mary outlet, mean arrival rate of customers is 60 customers per hour and each takes on average 3 minutes to complete order. Arriving customers form one sneak queue in front of 4 cashiers. Assume interarrival and service times are exponentially distributed.

M/M/s = 60 customer/hr = 20 customer/hr s=4

Example 3
How would the average queue length and time in the system change if a fifth cashier is opened.
We first check whether steady state is achievable
60 = = = 0.75 s 4 20
Idle Probability (s=4)

s 1 ( ) n ( ) s P0 = 1/ + s! n =0 n ! 1 1 s 1 1 60 420
n 60 4 3 ( 60 ( 20 ) 20 ) = 1/ + 4! n =0 n ! = 1/ [13 + 3.375 4]
= 1/ 26.5 = 0.038
Expected Queue Length (s=4)

s +1 ( ) Lq = P0 2 ( s 1) ! ( s ) 5 ( 60 20 ) = 0.038 60 2 3! ( 4 20 ) 243 = 0.038 6 1 = 1.53 customers
Idle Probability (s=5)

s 1 ( ) n ( ) s + P0 = 1/ s! n =0 n ! 1 1 s
n 60 5 4 ( 60 ( 1 20 ) 20 ) = 1/ + 60 5! 1 520 n =0 n ! = 1/ [16.375 + 2.025 2.5]
= 1/ 21.44 = 0.047
Expected Queue Length

s +1 ( ) Lq = P0 2 ( s 1) ! ( s ) 6 ( 60 20 ) = 0.047 60 2 4! ( 5 20 ) 729 = 0.047 24 4 = 0.35 customers
Expected Time in System
S=4
Lq
1.53 Wq = = = 0.025 hr / cus = 1.53 m / cus 60
S=5
Lq
0.35 Wq = = = 0.006 hr / cus = 0.35 m / cus 60

Additional Queuing Characteristics
Balking

Occur when a customer arrives at a finite queue that is fully occupied Or when a customer decides not to join the queue because it is too long Occur when a customer leaves the system without being served Occur when a customer switches between queues thinking s/he will receive service faster by so doing
Reneging
Jockeying
Final Question
Why does the use of express lanes make sense?

Supermarket Expressway Entrance Self Service Check-in at Airport (to a certain extent)
61

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2101-495 Advanced Topics in CE I

Intro to Queuing Theory

Introduction to Queuing Applications Queuing System

Littles Law Queuing Systems

M/M/1 M/G/1 M/M/s

What is Queuing Theory?

When does queue occur?

Why study Queuing Theory?

Manoj Lohatepanont 2007

Why Is Queuing Decision Difficult?

Probabilistic nature of the problem

Manoj Lohatepanont 2007

How Does Queuing Theory Help?

Manoj Lohatepanont 2007

A queue is formed when

A queue needs not be physical waiting line

Manoj Lohatepanont 2007

Input Customers Source

Manoj Lohatepanont 2007

Size of Input Source (Calling Population)

The time between two consecutive arrivals of customers

Mean Interarrival Time

Mean Arrival Rate

Manoj Lohatepanont 2007

Manoj Lohatepanont 2007

First In, First Out (FIFO)

Last In, First Out (LIFO) Service in Random Order (SIRO)

Manoj Lohatepanont 2007

Mean Service Time

Mean Service Rate

Manoj Lohatepanont 2007

Mean arrival rate = 0.67 customer/min

Mean service rate = 1 customer/min

Manoj Lohatepanont 2007

What happen when > ? = 0.67; =0.5

Manoj Lohatepanont 2007

Note that here represents TOTAL service rate

Manoj Lohatepanont 2007

Manoj Lohatepanont 2007

We define utilization of a queuing system as follows

s is, therefore, TOTAL service rate

A steady state is achievable when < 1

Queuing models can be classified by three components:

using the following notation.

Interarrival/Service Time Distribution

Manoj Lohatepanont 2007

Exponentially distributed interarrival time

Exponentially distributed service time

Manoj Lohatepanont 2007

Manoj Lohatepanont 2007

Manoj Lohatepanont 2007

Memory Less Property

Manoj Lohatepanont 2007

Relationship to Poisson Distribution

Also called Poisson Arrival Process

Manoj Lohatepanont 2007

There are four major quantities of interest in a queuing system

Manoj Lohatepanont 2007

Where s is the number of servers

Let Pn be probability that there are n users in the system, then

These are true for all queuing models

Manoj Lohatepanont 2007

Probability that there are n users in an M/M/1 queue is

Manoj Lohatepanont 2007