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You are on page 1of 61

Manoj Lohatepanont, Sc.D. Chulalongkorn University

Outline

Deterministic Stochastic

Probability Distribution

Manoj Lohatepanont 2007 2

Chulalongkorn University

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

Chulalongkorn University

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

Chulalongkorn University

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

Chulalongkorn University

Applications

Traffic analysis Industrial plants Retail stores Service-Oriented Industries Telephone switchboard Aircraft Takeoff/Landing Sequence Expressway Toll Plaza

Manoj Lohatepanont 2007 6

Chulalongkorn University

Queue

demand exceeds service capacity for a period of time the arrival time headway is less than the service time at a location

Telephone switchboard Car repair shop Non-Physical Queue

Chulalongkorn University

Queuing System

Queuing System Server 2

Server 1

Queue

Chulalongkorn University Manoj Lohatepanont 2007 8

Queuing System

Queue

Servers

Served Customers

Queuing System

Chulalongkorn University

Input Source

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

Chulalongkorn University Manoj Lohatepanont 2007 10

Arrival Process

Interarrival Time

1/ time/customer 20 min/customer

1/ 1/ Time 1/

customers/time unit 0.05 customers/min

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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

Chulalongkorn University

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Queue Discipline

The order in which members of the queue are selected for service

Most common

Chulalongkorn University

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

1/ time/customer

10 min/customer

1/

1/ Time

1/

customers/time unit

0.1 customers/min

Chulalongkorn University

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Deterministic Queue

Suppose

1/ = 1.5 min

3

users

2 1 0 1 2 3 4 5 6 7 8 Time (min)

15

Chulalongkorn University

If >

In deterministic case

4

users

3 2 1 0 1 2 3 4 5 6 7 8 Time (min)

16

Chulalongkorn University

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

Chulalongkorn University

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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

Chulalongkorn University

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Utilization

= s

where s is the number of servers

Manoj Lohatepanont 2007 19

Chulalongkorn University

Queuing Taxonomy

Interarrival Time Distribution (A), Service Time Distribution (B), and Number of Servers (m)

A/B/m

Chulalongkorn University Manoj Lohatepanont 2007 20

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

Chulalongkorn University

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M/M/1

For example, M/M/1 queuing system refers to the queuing system that has

Times between arrivals are exponentially distributed

Service times for customers are exponentially distributed

One server

Chulalongkorn University

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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

Chulalongkorn University

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

Chulalongkorn University

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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

Chulalongkorn University

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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

e-T(T)n Prob(X = n) = n!

Chulalongkorn University Manoj Lohatepanont 2007 26

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

Chulalongkorn University

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Quantities of Interest

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

Chulalongkorn University

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Basic Characteristics

Utilization

= s

L = nPn

n =0

Manoj Lohatepanont 2007 29

Chulalongkorn University

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

Chulalongkorn University Manoj Lohatepanont 2007 30

M/M/1

Assumptions

Interarrival time is exponentially distributed Service time is exponentially distributed One Server FCFS

Chulalongkorn University

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M/M/1

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

Chulalongkorn University

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

Manoj Lohatepanont 2007 33

Chulalongkorn University

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

Chulalongkorn University

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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

Chulalongkorn University

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Example 1

Compute

1 P0 = 1 0.25 = 0.75

Chulalongkorn University

36

Example 1

P0 = 1 0.75 = 0.25

1 P = (1 0.75)0.75 = 0.1875 1

Chulalongkorn University Manoj Lohatepanont 2007 37

Example 1

2 Lq = ( )

152 225 Lq = = = 2.25 20(20 15) 100

Chulalongkorn University

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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

Chulalongkorn University

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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

Chulalongkorn University Manoj Lohatepanont 2007 40

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

Chulalongkorn University Manoj Lohatepanont 2007 41

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

Chulalongkorn University Manoj Lohatepanont 2007 42

M/G/1

Mean (1/) Variance (2)

2 2 + 2 Lq = 2 (1 )

Chulalongkorn University Manoj Lohatepanont 2007 43

M/G/1

As in the previous case, all other quantities of interest can be calculated using Littles Law and the following relationships

1

Chulalongkorn University Manoj Lohatepanont 2007 44

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.

Chulalongkorn University

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Example 2

2 2 + 2 Lq = 2 (1 )

40 0.00054 + ( = 2 (1 40 50 )

2 40 50

= 3.78 plane

Chulalongkorn University Manoj Lohatepanont 2007 46

Example 2

Lq = Wq

3.78 Wq = = = 0.094 hr / plane 40 Lq

Chulalongkorn University

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?

Chulalongkorn University

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

Chulalongkorn University Manoj Lohatepanont 2007 49

M/M/s

Assumptions

Interarrival time is exponentially distributed Service time is exponentially distributed There are s servers FCFS

Chulalongkorn University

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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 )

Chulalongkorn University Manoj Lohatepanont 2007 51

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

L = Lq +

= s

52

Chulalongkorn University

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.

Manoj Lohatepanont 2007 53

Chulalongkorn University

Example 3

How would the average queue length and time in the system change if a fifth cashier is opened.

60 = = = 0.75 s 4 20

Chulalongkorn University Manoj Lohatepanont 2007 54

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

Chulalongkorn University Manoj Lohatepanont 2007 55

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

Chulalongkorn University Manoj Lohatepanont 2007 56

s 1 ( ) n ( ) s + P0 = 1/ s! n =0 n ! 1 1 s

= 1/ 21.44 = 0.047

Chulalongkorn University Manoj Lohatepanont 2007 57

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

Chulalongkorn University Manoj Lohatepanont 2007 58

S=4

Lq

S=5

Lq

Chulalongkorn University Manoj Lohatepanont 2007 59

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

Manoj Lohatepanont 2007 60

Reneging

Jockeying

Chulalongkorn University

Final Question

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

Chulalongkorn University

61

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