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Fuzzy Sets and Systems 159 (2008) 325 342

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Optimal selection of the service rate for a nite input source fuzzy
queuing system
Mara Jos Pardoa, , David de la Fuenteb
a Basque Country University, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
b Oviedo University, Campus de Viesques s/n, 33204 Gijn, Spain

Received 17 May 2006; received in revised form 1 March 2007; accepted 21 May 2007
Available online 25 May 2007

Abstract
Finite input source queuing models have a wide range of applications in many practical situations and are frequently found in
machine maintenance and repair operations. Owing to uncontrollable factors, nite input source queuing problems parameters may
contain uncertainty. That is why to begin with, in this paper it is proposed the analysis, development and design of a fuzzy queuing
model with nite input source in which the arrival pattern as well as the service pattern follow an exponential distribution under
uncertain parameter. In order to design the system, the established optimization criterion consists in determining the optimal number
of servers so as to minimize the expected total cost function per unit time. To choose among uncertain alternatives, three techniques
to make decisions under uncertainty are proposed. This type of systems has a nite waiting line. As a result, the system of differential
equations that governs the models behaviour consists of a nite number of equations. In the second place, this feature of the nite
input source queuing systems enables us to bring forward in this paper two new contributions: (i) in the rst one the following
doubt has been raised and solved: if the convergence of the probabilities p i (t) obtained from the fuzzy differential equations that
govern the behaviour of the nite source system is worked out; does the result match the steady-state fuzzy probabilities obtained by
applying Zadehs Extension Principle to the classic queuing model?; and (ii) it has been performed a fuzzy simulation experiment
on the differential equations using Bontempis Qua. Si. III algorithm. This enables us to know the time evolution of the probabilities
p i (t) and its convergence on the one hand. On the other we can compare the results of the simulation to those analytically obtained
by applying Zadehs Extension Principle. This way the validity of the proposed procedure for the simulation is veried by means of
the theoretical results. The extension of queuing decision models to fuzzy environments enables the decision maker to obtain more
informing results and wider knowledge on the behaviour of the system, since the results obtained in the fuzzy queuing model are
fuzzy subsets containing the whole initial information, that is why the nite input source queuing models with uncertain data can
be of more use and can have a broader range of applications.
2007 Elsevier B.V. All rights reserved.
Keywords: Fuzzy system model; Queuing theory; Finite input source; Simulation fuzzy

1. Introduction
Basic queuing models assume that the input source has an unlimited number of units available. Arrivals are then
controlled by a Poisson process which is to be independent of the number of units present within the system for a given
Corresponding author. Tel.: +34 94 601 38 09; fax: +34 94 601 70 28.

E-mail address: mjose.pardo@ehu.es (M.J. Pardo).


0165-0114/$ - see front matter 2007 Elsevier B.V. All rights reserved.
doi:10.1016/j.fss.2007.05.014

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M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

time interval. Unlike those models, the nite input source queuing model M/M/s:K studies queuing systems in which
the size of the potential population is nite, so that the arrivals to the system depend on the number of units in it. Many
studies have been devoted to this topic. Recent studies include, for example, Sztrik [39], Sztrik and Kim [40], Iravani
and Kolfal [26], Almasi et al. [1].
The most important application found for this model has been in machine maintenance and repair: repairing every
machine that break down, having assigned the responsibility of maintaining a certain group K of machines operating to
one or more repairers. The machines make up the potential population. Each machine is considered to be a unit in the
queuing system when it is waiting to be repaired or is in the repair process itself, while it is outside the queuing system
when it is operative. Machine interference models have a wide range of applications in many practical situations, such
as production systems, maintenance operations and industrial systems [38,16,23] and several studies on the machine
interference problem and its cost-benet analysis have been published [15,6,36,27].
Within the context of traditional queuing theory, the time that elapses between the arrivals and the service duration
is determined by probability distributions. However, in many practical situations, the statistical information is obtained
subjectively, so that the arrival pattern and the service pattern are more adequately described by linguistic terms, such
as fast, slow or moderate, rather than by probability distributions. For this reason, fuzzy queuing models are more
realistic than the classic models commonly used. If the classic nite input source queuing model is extended to the
fuzzy model, it can have a greater number of applications.
Although fuzzy queuing decision problems are more practical than the conventional ones, and machine interference
models with fuzzy parameters are more realistic, few studies on this topic have been published, for example, on the
basis of possibility theory, Buckley [9] discussed elementary multiple-server queuing systems with nite or innite
capacity, in which the arrivals and the departures follow a possibility pattern and Buckley et al. [10] extended the
previous results [9] to fuzzy queuing decision problems. Chen [14] proposed a parametric programming method to
construct the membership function of the fuzzy objective value for a queuing decision problem in which the costs
coefcients and the arrival rate are fuzzy numbers and Zhang and Phillips [43] determined the policy for optimal client
appointment for a queuing system in parallel with two heterogeneous servers using fuzzy control.
Analysed in this paper is a nite input source queuing system based on the classic model developed by Kleinrock
[30], Hillier and Lieberman [24], Gross and Harris [23] and Taha [41] in which uncertain data are incorporated in its
starting parameters, with an orderly queuing discipline and s servers. The handling of the models with uncertain data
follows the work carried out by Prade [35], Li and Lee [31], Kao et al. [28], Negi and Lee [34], Ke and Lin [29] and Chen
[12] who analysed fuzzy queuing models through Zadehs extension principle [42] and the work presented by Chen
[13] which proposes a parametric programming method in a machine interference problem with fuzzy parameters, but
did not optimize the model.
The rest of this paper is organized as follows: in Section 2, it is described the nite input source queuing classic
model. By applying Zadehs extension principle to the performance measurements the queuing model under uncertainty
is developed. In Section 3 we design the system with uncertain data, and the fuzzy criterion for the optimal selection
of the service rate is proposed by calculating the adequate number of service stations, i.e. servers. To achieve this goal
three techniques to help decision making under uncertainty are detailed. In Section 4, taking as starting point the fuzzy
differential equations that govern the behaviour of the nite input source queuing system, according to works by Fetz et
al. [21] and the Gershgorins Eigenvalue Theorem [25], we prove that the convergence of the fuzzy probabilities p i (t),
as t matches the steady-state fuzzy probabilities worked out by applying Zadehs extension principle to the
performance measurements of the queuing classic model (obtained in Section 2). In Section 5 it is determined which
methodology is to be followed to perform the fuzzy simulation of the nite input source queuing system. In Section 6
we include an example in which the obtained theoretical results are shown. This way we rst design a nite input source
queuing system, detailing the fuzzy system optimization procedure when the systems performance measurements are
uncertain by applying the proposed techniques on decision making. Finally, we perform the simulation experiment on
the obtained nite input source fuzzy queuing model by using Bontempis Qua. Si. III algorithm [8]. To end with, in
Section 7 the conclusions and results stemming from this work are commented.
2. Finite input source fuzzy queuing models, M/M/s:K
Finite input source queuing models M/M/s:K consider that the system services a nite number of K units, so that
when the number of units in the queuing system is n (n = 0, 1, . . . , K) only (K n) potential units are left in the

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

327

input source. The distribution of the time that elapses from the moment a unit leaves the system until it returns to it
follows a Poisson process of rate . The distribution of the remaining time until the next arrival to the queuing system
when n units are within it also follows a Poisson process whose rate n (average rate of arrivals to the system) varies
discontinuously each time a unit enters or leaves the system, and the distribution of the service times is exponential
so that:

(K n) if n = 0, 1, . . . , K,
(1)
n =
0
if n > K,

n if n = 1, 2, . . . , s,
(2)
n =
s if n = s, s + 1, . . . .
 is the probability of a unit breaking down and therefore going to the machine workshop,  the average service rate
and s the number of service stations, assuming that they are identical so that when a unit arrives to the system, the
service station is randomly chosen when more than one of them is available.
Since n = 0 for n = K, a queuing system that adjusts to this model will eventually reach a steady-state.
The fuzzy queuing model has the same features as the classic nite input source queuing model, with two exceptions:
the arrivals follow a Poisson process whose arrival rate  is known in an uncertain way and it is aproximate by means
of a possibility distribution, and all of the service times are independent and identically distributed consistently with
an exponential distribution that in a same way, the service rate  is known in an uncertain way and it is aproximate by
means of a possibility distribution.
On the basis of Zadehs extension principle [42], the concept of possibility and fuzzy Markov chains [37], Li and
Lee [31] have proposed a general approximation for analysing fuzzy queuing models. They consider that each fuzzy
queuing model can be regarded as a perception of the usual queuing system, which can be designated as the original
fuzzy queuing model. The set of all the possible original queuing models for the proposed fuzzy model are those nite
input source queuing models M/M/s:K that have an arrival rate  that belongs to the support for  and a service rate
 that belongs to the support for .
For this reason, they propose obtaining the possibility distributions of the system
performance measures by applying Zadehs extension principle to the solutions of the original models with parameters
that are known precisely. In general, all of the functions for fuzzy parameters  and  can be dened by
f ( , ) (z) = sup { ()  ()/z = f (, )}.

(3)

, R

The steady-state solutions for the classic model M/M/s:K are:


Probability of the system being empty:
0 = s1

n=0 An

1
+

with
An =

K!
(K n)!n!

K

n=s

 n



Bn

(4)

and

Bn =

K!
(K n)!s!s ns

Probability of there being i units in the system:



Ai 0 if 1 i s,
i = 1, . . . , K.
i =
Bi 0 if s < i K,
Average length of the units in the system:
 s1

K
K



n n = 0
n An +
n Bn .
L=
n=0

n=0

 n

.


(5)

(6)

n=s

Average length of stay within the system:


W =

L
.
(K L)

(7)

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M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

M/s:K

The results for the nite input source queuing model M/


with uncertain parameters  and  are obtained
through Zadehs extension principle. The results are dened by their membership functions for steady-state solutions.
Due to the complexity of determining these membership functions, it has been proven that function 0 is a decreasing
monotonic function in  and an increasing monotonic function in  and functions L and W increase in  and decrease in
W and  0 are formulated
 and therefore, by applying Buckley and Qus method [11], the membership functions for L,
from the -cuts for fuzzy values  and .

The value for  i (i  = 0) is calculated following Dong and Shahs vertex method [19] and Dubois et al. [20].
3. System design: criterion for the optimal selection of service rate
Decisions on the optimal service rate that must be provided in a queuing system are based mainly on two considerations: (i) the cost of offering the service and (ii) the cost of delay in offering the service. Given that a large service
rate reduces the waiting time but results in higher costs, the cost-based queuing decision problem attempts to balance
both costs. The aim is to determine the service rate that minimizes the expected total cost per unit time [41]. In other
words:
Min E(CT ) = E(CS) + E(CE),

(8)

where E(CT ) denotes the expected total cost per unit time, E(CS) denotes the expected cost of the service per unit
time with
E(CS) = sCs ,

(9)

where s is the number of servers and Cs the marginal cost of a server per unit time; E(CE) is the expected cost of
waiting per unit time:
E(CE) = Cw L.

(10)

Cw is the cost of waiting per unit time for each unit of the queuing model and L is the average length of units in the
system.
As a result, the cost-based queuing decision problem becomes:
Min E(CT ) = sCs + Cw L.

(11)

Given that normally only a few alternative values of s need to be considered, the usual way of solving this model is by
calculating E(CT ) for those values of s and choosing the one that minimizes the expected total cost function per unit
time.
For the optimal selection of the service rate for the model with fuzzy data, the marginal cost of a server per unit time
and the waiting time per unit time, for each unit in the system, can be calculated as crisp data Cs and Cw , or as fuzzy
data C s and C w , which are determined by possibility distributions C s (Cs ) = C s (Cs ) and C w (Cw ) = C w (Cw ).
The optimal value of the nite input source fuzzy queuing model with s servers is the number of servers that minimizes
the fuzzy expected total cost function per unit time:

E(CT
) = s C s + C w L.

(12)

The nite input source fuzzy queuing model yields a result for expected total cost per unit time which is also a
fuzzy subset, leading to the optimal selection of the service rate from amongst alternatives that have a fuzzy subset
assigned to them, and the need to choose from uncertain data. To solve this problem we propose three techniques for
decision-making under uncertainty. We begin by describing the method established by de Cooman [17,18], easy to put
into practice; go on by explaining the method proposed by Liou and Wang [32], more difcult than the previous one;
and in third place we put forward Nakamuras method [33], the most complicated of the three. This way the decision
maker has three tools for decision-making, depending on the complexity of the results obtained by optimizing the nite
input source fuzzy queuing model.
1. Method of de Cooman [17,18]: Let A and B be the two possibility distributions corresponding to the uncertain
results A and B, where A and B are independent and A and B normalized, then the alternative A is to be preferred to

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329

the alternative B if:


1
0


inf{x/A (x) } d >

sup{y/B (y)} d.

(13)

This is to say: the area to the right of the left slope of A should be strictly greater than the area to the left of the
right slope of B [17]. As de Cooman points out [17] this generally produces only a weak order on fuzzy numbers,
so not any two fuzzy numbers will be comparable on this approach. But given that possibility distributions generally
represent only weak information states, this should not really be surprising.
If we consider the -cut of A , A = [A , A ] and the -cut of B , B = [B  , B  ] then:


inf{x/A (x) } d =


sup{y/B (y)} d =

A  d,

(14)

B  d.

(15)

It will be considered that alternative A is preferred to alternative B, or to say it in other words: if an order is considered
between uncertain alternatives, A > B if:

A  d >

B  d.

(16)

With this method it might happen that neither



inf{x/A (x) } d >

sup{y/B (y)} d,

(17)

sup{x/A (x)} d,

(18)

nor

0

inf{y/B (y)} d >

from which, the conclusion is drawn that, in this case there is indeterminacy, meaning that there is not enough
information in the model to determine which action is to be preferred [18].
2. Method of Liou and Wang [32]: These authors propose a method to choose between alternatives by using the
integral value. This method can rank more than two alternatives simultaneously, and it is relatively simple in
computation. Further, an index of optimism is used to reect the decision makers optimistic attitude [32].
Let A = [A , A ] be the -cut of A and B = [B  , B  ] the -cut of B , then the left integral value of A is dened
as

IL (A) =

A  d.

(19)

And the right integral value of A is dened as


IR (A) =
0

A  d.

(20)

And the total integral value with index of optimism  is dened as


IT (A) = IR (A) + (1 )IL (A) with  [0, 1].

(21)

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M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

Here, the total integral value of A is used as the ranking function. Therefore, for any alternatives A and B, if IT (A) <
IT (B), then A < B; if IT (A) = IT (B), then A = B; and if IT (A) > IT (B), then A > B. The -value is based on the
decision makers degree of optimism.
B),
for pairs of fuzzy alternatives A
3. Method of Nakamura [33]: Nakamura denes a fuzzy preference ratio N (A,
with the following membership function:
and B,

(1 )T1 + T3 if T  = 0,

B)
=
N (A,
 [0, 1],
(22)
T

1/2
if T = 0,
where
T = (1 )(T1 + T2 ) + (T3 + T4 ),

[A B  ] d,
T1 =
{/A >B  }


T2 =

{/A <B  }


T3 =

{/A >B  }

[B  A ] d,
[A B  ] d,


T4 =

{/A <B  }

[B  A ] d.

(23)

Parameter  represents the decision makers


A = [A , A ] is the -cut of A and B = [B  , B  ] is the -cut ofB.
attitude in the face of risk, such that if risk is appreciated  should be greater than 0.5. Neutrality in the face of risk
corresponds with = 0, 5.
B)
= 1 it will mean that alternatives A and B are indifferent; if N (A,
B)
> 1 then A is preferred
If index N (A,
2
2
and if N (A,
B)
< 1 then B is preferred to A.

to B,
2
Once Nakamuras fuzzy preference relationship has been established, the set comprised of the n uncertain alternatives
{A 1 , A 2 , . . . , A n } is classied in the next way:
(a) The fuzzy ratio matrix is constructed [N (A i , A j )] with i, j = 1, 2, . . . , n.
(b) The row made up of all of the elements that are greater than or equal to 0.5 represents the dominating alternative
and is the best choice (if there are two they are interchangeable). Below, the row and column representing the
best choice (or choices) are removed and the same reasoning is applied to the matrix resulting from the remaining
alternatives, the second choice is the one where 0.5 is the smallest number in its row, etc.
The method proposed by Nakamura [33] entails greater computational calculations than the previous ones. Anyway, we
consider it to be adequate to select among uncertain alternatives in the nite input source fuzzy queuing model as a result
of the features and the procedure of calculation used by Nakamura [33]: it seems convenient to use this method when
the circumstances that determine the result of two actions, presuppose that if the most favourable (unfavourable) results
are obtained for one of them then the most favourable (unfavourable) be obtained for the other too, circumstances the
fuzzy queuing model under study complies with.
Once the techniques of decision-making among uncertain alternatives are established and therefore the uncertain
results of the nite input source fuzzy queuing model are classied, the fuzzy criterion for the optimal selection of the
service rate is completed.
4. Fuzzy differential equations and fuzzy steady-state probabilities
In nite queuing models with limited capacity the system of differential equations that govern the models behaviour
is made up of a nite number of equations.

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

331

In nite input source queuing model M/M/s:K with s < K, the differential equations, where pi (t) is the probability
of i customers being present within the system at time t, are [30]:
p0 (t) = Kp0 (t) + p1 (t),
pi (t) = (K i + 1)p(i1) (t) [(K i) + i]pi (t) + (i + 1)p(i+1) (t),
pi (t) = (K i + 1)p(i1) (t) [(K i) + s]pi (t) + sp(i+1) (t),

pK
(t)

= p(K1) (t) spK (t),

1 i < s,

s i < K,
(24)

with constraint:
K


pi (t) = 1.

(25)

i=0

Usually determinist values are initially supposed for the system p(0) = (p0 (0), . . . , pK (0)), with pj (0) = 1 for
any given j {0, . . . , K} and pi (0) = 0 being i  = j .
These equations determine the systems transitional behaviour. The process is said to be stable and permanent in
case the probabilities pi (t) are independent of t, verifying:
lim pi (t) = i .

(26)

According to the classic theory of queues this nite input source queuing system is known to have a unique steadystate obtained from (4) and (5).
On the second section, following the methodology proposed by Li and Lee [31], we have developed the performance
M/s:K

measures for fuzzy queuing system M/


with uncertain data by applying Zadehs extension principle. This way
the probabilities of the steady-state  i were, among other measures, obtained. In this point of the paper the following
doubt arises:
Taking as means of calculation the differential equations (24) that govern the queuing model under study, and
supposing that in this system the initial parameters are uncertain,  and ;
does the fuzzy probabilities p i (t)
converge (lim p i (t) as t ) to probabilities  i obtained on Section 2 (by using Zadehs extension principle
on the crisp probabilities, i )?
This problem was solved by Fetz et al. [21] when they were studying the single server nite input source fuzzy
M/1:K,

queuing model, M/
getting the result:
The fuzzy probabilities p i (t) converge to  i in the sense that
d(p i (t),  i ) 0 as t

(27)

(where d denotes the Hausdorff distance) that is why, so as to prove that this convergence is also veried in the system
M/s:K,

M/1:K

M/
we adapted the results obtained in the single server system M/
to the model with s servers we are
dealing with in this paper.
In order to perform the demonstration, following the steps of the mentioned authors, we use the differential equations
system described this way:
p  (t) = A(, ) p(t),

(28)

 (t)), p(t) = (p (t), . . . , p (t)) and matrix A M


withp  (t) = (p0 (t), . . . , pK
0
K
(K+1,K+1) dependent on  and 
(Table 1) and with constraint (25).
The point of start and the only required verication to adapt the works by Fetz et al. [21] consists in applying the
Gershgorins Eigenvalue Theorem to the Transition Probabilities Matrix 1 [25], to the columns of the matrix A(, ),
and prove that the eigenvalues of the matrix A(, ), (A) = {1 , . . . , K+1 } are either zero or have real part strictly

n
1 Let A M
(n,n) , A = (aij ). Let Di be the circle in complex plane Di = {z/ | z aii | 
j =1 | aij |/ i  = j }. Each eigenvalue of A is in at

least one of the disks. In addition, union k of theses discs, which do not overlap with the remainder n k disks, has exactly k eigenvalues of A
(including algebraic multiplicities). The theorem uses sums of the matrixs rows, but given that the eigenvalues of A and of AT are the same, the
theorem can be applied to either the rows or columns of AT .

332

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

Table 1
Transition probabilities matrix
K 

K  [(K 1) + ]
2

0

[(K

2) + 2]
(K

1)

.
.
.
.
.
.
.
.
.

0
0
0
A(, ) =
0
0
0

0
0
0

.
.
..
.
.
.
.
.

0
0
0
0

...

...

...

...

...

0
.
.
.

0
.
.
.

0
.
.
.

...

0
.
.
.

0
.
.
.

. . . [(K s + 1) + (s 1)]


...

s

...

(K s + 1)

[(K s) + s ]

s

...

0
.
.
.

(K s)
.
.
.

[(K s 1) + s ] . . .
.
.
.

0
.
.
.

0
.
.
.

...

...

. . . ( + s ) s 

...

...

s 

D1
D2

Fig. 1. Disks D1 , D2 , . . . .

lower than zero. The result obtained by Fetz et al. [21] (27) is immediately stemmed from the fact that this condition
M/s:K

is fullled. In the same way, when this condition is fullled, in the model under studyM/
it is also veried:
The fuzzy probabilities p i (t) converge to  i in the sense that d(p i (t),  i ) 0 as t .
Let us apply Gershorins Theorem to the columns of
the matrix A(, ): Let A M(K+1,K+1) , A = (aij ) and let Di
be the circle in complex plane Di = {z/| z aii | nj=1 | aij |/ i  = j }, then each eigenvalue of A is in at least one of
the disks. In matrix A(, ) disks Di are in shape:
D1 = {z/|z + K|K},
D2 = {z/|z + [(K 1) + ]|(K 1) + },
D3 = {z/|z + [(K 2) + 2]|(K 2) + 2},
..
.
DK = {z/|z + ( + s)| + s},
DK+1 = {z/|z + s|s}.

(29)

These disks D1 , D2 , . . . , DK+1 have in common the following structure D = {z/|z + r| r} with r > 0, then they
are all disks centred in r and radius r, as it can be seen in Fig. 1.
According to Gershgorins Theorem every eigenvalue of matrix A(, ) lies, at least, within one of these disks, and
the eigenvalues of matrix A(, ), (A) = {1 , . . . , K+1 } are either zero or have real part strictly lower than zero.

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

333

From this point on the same conditions are maintained and Fetzs et al. [21] work demonstration, pages 300 and 301,
M/s:K.

is valid for a nite input source fuzzy queuing system with s servers, M/
So: The fuzzy probabilities p i (t)
converge to  i in the sense that d(p i (t),  i ) 0 as t .
And that is why the same steady-state fuzzy probabilities  i are obtained if they are calculated from (4) and (5) by
using Zadehs extension principle or by using the fuzzy differential equations (24) that govern the behaviour of a nite
input source fuzzy queuing system.
5. Fuzzy simulation
Having a nite number of equations allows for a simulation experiment to be performed on them, which will let us
learn the progression over the time of the systems variables pi (t) until they reach steady state i . The simulation is
performed on the model considering that parameters  and  are uncertain and that  and  are fuzzy numbers.
Continuous dynamical systems with fuzzy parameters can be simulated by using several methods [22,25]. Bontempis Qua. Si. III algorithm [8] is suitable for the model studied since the differential equations (24) that provide the
progression over time of the Markovian probabilities for this nite input source queuing model, form a linear dynamical
system, and Bonarini and Bontempi [7] proved that the Qua. Si. III algorithm always gives a correct solution in the
presence of linear systems.
This simulator, software included within Matlab, enables the description and simulation of approximate models by
integrating conventional and fuzzy mathematics. The algorithm is performed in Matlabs own language by means of
the combination of the optimization algorithms, the solution of differential equations and symbolic calculations, they
all supplied by this mathematical tool. It has the following features:
1. It supplies the same functionality that a traditional numeric simulator would, provided the model is accurately
described.
2. It is able to simulate models in which all or some parameters are known in an approximate way.
3. It is capable of simulating models in which all or some initial conditions are known in an uncertain way.
4. The approximation is modelled by fuzzy numbers.
To perform the fuzzy simulation, the author regards the fuzzy calculations as an extension of the interval mathematics
through the -cut notion, in such a way that the fuzzy algebraic calculation can be perceived as the repetition of several
calculations. The results of these calculations are the -cut of the fuzzy result.
The number of -cuts to be considered in each simulation experiment will depend on the desired level of accuracy.
In the fuzzy queuing model simulated in this paper, the simulation has only been performed for the -cuts of level 0
and level 1 of the fuzzy initial values due to the fact that the complexity of the numeric calculations is an exponential
function of the dynamical systems order n.
By applying this algorithm the progression of fuzzy probabilities p i (t) is obtained when initial parameters  and 
are also fuzzy numbers,  and .
When during the simulation process variable t is large enough, the models progress
reaches a balance, the values for p i (t) remaining constant after a certain value for t. The probabilities are thus convergent
towards the steady-state probabilities  i obtained on Section 2.
The models simulation allows us to learn the system transitional behaviour and its progression until it reaches a
steady-state, as well as to demonstrate the validity of the proposed methodology to solve and simulate a nite input
source fuzzy queuing model with s servers.
6. Example
We consider a queuing model consisting of a maintenance workshop with 6 units, with a breakdown rate and
interference length (measured in days) identical from one unit to the next. The time elapsed until any of the working
units breaks down has an exponential distribution which average rate is known approximately and is given by triangular
fuzzy number (T.F.N.)  = [0.25, 0.33, 0.4]. The time needed to repair a unit also has an exponential distribution with
an uncertain average rate and is given by T.F.N.  = [1.5, 2, 3].
A servers marginal cost is determined with certainty and it is 15000 monetary units per day. The possibility distribution of the cost for waiting per day for each unit in the queuing model C w (Cw ) = C w (Cw ), is equal to T.F.N.
C w = [28 000, 30 000, 32 000].

334

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

The aim is to determine the number of servers the system needs to optimize the fuzzy queuing model knowing that
the decision maker is neutral in view of risks. This means that when applying decision-making techniques, we will
consider  = 0.5 and  = 0.5.
Then, the parameter that is to be obtained is s and the fuzzy expected total cost function per day that is to be minimized
is

E(CT
) = sCs + C w L.

(30)

Let L s dene the membership function of the average length of the units in the system when there are s servers in

the facilities, and let E(CT


)s be the membership function of the expected total cost per day when there are s servers.
Considering only the values s = 1, 2, 3 (we have checked that if s is greater than 3, the fuzzy expected total cost per
day is always greater than the one obtained with three servers):
Model with a single server, s = 1:


L 1 = 6
1

6
n=0

 n
,

720

(6 n)! 
1

E(CT
)1 = 15 000 + C w L 1 .

(31)

(32)

Model with two servers, s = 2:


1
L 2 =

 n

720
+ n=2 n
n1


(6 n)!2
 n ,
 n


720
720

+ 6n=2
n1
(6 n)!n! 

(6 n)!2

720
n=0 n
(6 n)!n!

1
n=0

 n


6

E(CT
)2 = 2 15 000 + C w L 2 .

(33)

(34)

Model with three servers, s = 3:


2
L 3 =

 n
 n
6


720
+ n=3 n

(6 n)!6 3n3 
 n ,
 n
6

720
720

+ n=3
n3
(6 n)!n! 

(6 n)!6 3

720
n=0 n
(6 n)!n!

2
n=0

E(CT
)3 = 3 15 000 + C w L 3 .

(35)

(36)

Graphically, the membership functions of the average length of units in the system L s are in Fig. 2.
In order to determine the service rate that minimizes the fuzzy expected total cost function per day we have compared

the expected total costs per day, E(CT


)s and given that L increases in  and decreases in , it is also true for E(CT )s ,

and therefore, by applying Buckley and Qus method [11], the membership functions for E(CT
)s are obtained in
Fig. 3.
Comparing the fuzzy expected total cost per day of the three cases studied, we can observe that the results are fuzzy
overlapping numbers. In order to decide which of the three results returns the minimum cost, we apply the proposed

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

~
L2

~
L3

335

~
L1

0.8
0.6
0.4
0.2

0.5

1.5

2.5

L
Fig. 2. Membership functions of the average length of units in the system L s .

~
E(CT)2
~
E(CT)3

0.8

0.6

~
E(CT)1

0.4

0.2

0
20000

40000

60000

80000

100000

E (CT)
Fig. 3. Membership functions of the average length of units in the system L s .

techniques of decision-making under uncertainty. With that aim we dene the -cut of E(CT
)s in the following way

E (CT )s = [E  (CT )s , E (CT )s ]:

1. Method of de Cooman [17,18]: To apply this technique we must compare the results E(CT
)s two by two, taking
1
1
then A > B if A d >
 d (16):
into account that given two uncertain alternatives A and B,
B
0
0

(i) Is E(CT
)1 > E(CT
)2 ?
1
1
E  (CT )2 d = 66523.
E  (CT )1 d = 45672,
0

)2 .
Then E(CT
)1 is not preferred to E(CT

(ii) Is E(CT )1 > E(CT )3 ?


1
1
E  (CT )3 d = 77829.
E  (CT )1 d = 45672,
0

)3 .
Then E(CT
)1 is not preferred to E(CT

(iii) Is E(CT )2 > E(CT )1 ?


1
1
E  (CT )1 d = 79235.
E  (CT )2 d = 49464,
0

)1 .
Then E(CT
)2 is not preferred to E(CT

336

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

(iv) Is E(CT
)2 > E(CT
)3 ?
1
E  (CT )2 d = 49464,
0

1
0

E  (CT )3 d = 77829.

Then E(CT
)2 is not preferred to E(CT
)3 .

)1 ?
(v) Is E(CT
)3 > E(CT
1
1
E  (CT )1 d = 79235.
E  (CT )3 d = 63527,
0

Then E(CT
)3 is not preferred to E(CT
)1 .

(vi) Is E(CT
)3 > E(CT
)2 ?
1
1
E  (CT )2 d = 66523.
E  (CT )3 d = 63527,
0

Then E(CT
)3 isnt preferred to E(CT
)2 .
By using the technique proposed by de Cooman [17,18] the decision maker has not enough information to decide which
number of servers optimizes this nite input source fuzzy queuing system. As previously commented, comparing the
fuzzy expected total cost per day so as to decide if the system should have one, two or three servers we get the conclusion
that by applying this method there is indeterminacy, meaning that there is not enough information in the model to
determine which action is to be preferred [18].
2. Method of Liou and Wang [32]: To apply this technique the total integral value with index of optimism  = 0.5 is
to be worked out for every fuzzy expected total cost function per day:

)s ) = 0.5[IR (E(CT
)s )] + (1 0.5)[IL (E(CT
)s )] = 0.5[IR (E(CT
)s ) + IL (E(CT
)s )],
IT0.5 (E(CT

(37)

with

)s ) =
IR (E(CT

E  (CT )s d,

IL (E(CT
)s ) =

E  (CT )s d.

(38)

We have obtained the following results:

)1 ) = 62453.5,
IT0.5 (E(CT

)2 ) = 57993.5,
IT0.5 (E(CT

IT0.5 (E(CT
)3 ) = 70678.

With this technique E(CT


)2 < E(CT
)1 < E(CT
)3 , so the nite input source fuzzy queuing system gets optimized
when the system has two servers.
3. Method of Nakamura [33]:
(i) With the results of the fuzzy expected total cost per day, with s = 1, 2, 3, the fuzzy preference ratio is established
B),
dened in (22) and (23):
by the index N (A,

)i , E(CT
)j ),
N (E(CT

i, j {1, 2, 3},

)1 , E(CT
)2 ) = 0.7559,
N (E(CT

)1 , E(CT
)3 ) = 0.1463,
N (E(CT

)2 , E(CT
)3 ) = 0.
N (E(CT

(39)

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

337

Table 2
Fuzzy ratio matrix

N

E(CT
)1

E(CT
)2

E(CT
)3

E(CT
)1

E(CT
)2

E(CT
)3

0.5
0.2441
0.8537

0.7559
0.5
1

0.1463
0
0.5

1
0.8
~
0

0.6
0.4
0.2

0.2

0.4

0.6

0.8

0
Fig. 4. Membership function of the probability of the system being empty,  0 .

(ii) The fuzzy ratio matrix is constructed in Table 2.


(iii) The matrix of fuzzy preference ratios between the different values of the fuzzy expected total cost per day allows
them to be classied: The row made up of all of the elements that are greater than or equal to 0.5 represents
the dominating alternative and is the best choice (if there are two they are interchangeable). Below, the row and
column representing the best choice (or choices) are removed and the same reasoning is applied to the matrix
resulting from the remaining alternatives, the second choice is the one where 0.5 is the smallest number in its row,
etc. So, by using Nakamuras method the preference order results to be

)1 < E(CT
)3 ,
E(CT
)2 < E(CT

(40)

which is the same result previously obtained by using the method of Liou and Wang [32]. Therefore we conclude
that the optimal for this nite input source fuzzy queuing model is obtained by considering two servers in the
system.
By choosing the optimal level of service for the nite-input source fuzzy queuing model, set at two servers, the rest of
the performance measures of the system can be obtained:
Probability of the system being empty,  0 in Fig. 4.
Average number of operative units in Fig. 5.
N = 6 L 2 .

(41)

Here, given that L 2 increases in  and decreases in , then N decreases in  and increases in , and therefore, by
applying Buckley and Qus method [11], the N membership function is obtained.
Average inoperative time (average time of stay in the system) in Fig. 6.
W =

L 2

(K
L 2 )

(42)

338

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

1
~
N
0.8
0.6
0.4
0.2

Fig. 5. Membership function of the average number of operative units, N.


1
0.8
~
W

0.6
0.4
0.2

0.5

1.5

Fig. 6. Membership function of the average inoperative time, W .

p(0)

0.9
0.8
0.7
0.6
0.5
0.4
1
0

5
time

10

0.3
0.2
0.1
0

Fig. 7. Limit of the time progression for p0 .

Finally, we have performed the simulation of the system using Bontempis Qua. Si. III algorithm [8] obtaining the
time progression for the probabilities pi (t), i = 0, . . . , 6. The simulation process has been performed starting with
initial conditions p0 (0) = 1 and pi (0) = 0 if i = 1, . . . , 6 because the system begins to operate with all of the units
working.

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

339

p (1)

0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1

1
0

5
time

10

0.05
0

Fig. 8. Limit of the time progression for p1 .

0.4
0.35
0.3
0.25

p (2)

0.2
0.15

1
0

0.1
0

5
time

0.05
7

10

Fig. 9. Limit of the time progression for p2 .


0.15
0.125

1
0

0.05
0

p(3

0.075

0.1

0.025
4

5
time

10

Fig. 10. Limit of the time progression for p3 .

Having applied the simulation algorithm, below are the Figs. 713 with the limits of the progression over time of
the state variables pi (t), with t [0, 10]. It can be veried that for approximately interval [3, 6] the variables reach a
steady state. The simulation has been performed for -cuts  = 0 and  = 1, so that the two outer lines in the gures
indicate the interval in which the probabilities uctuate considering  = 0, and the central line is the progression of
the probabilities when  = 1.
To complete and to nish the example, we have calculated the steady-state probabilities  i , i = 0, . . . , 6 by applying
the Zadehs extension principle to the classic models probabilities i ((4) and (5)), this is done for -cuts  = 0 and
 = 1 (Table 3).
Comparing the analytic solution obtained theoretically with the results from the simulation experiment, it can be
derived that the theoretical data is favourably compared with the results from the simulation since the same results were
obtained.

340

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

0.06
0.05
0.04

1
0

p (4)

0.03
0.02
0

0.01
3

5
time

9 10

Fig. 11. Limit of the time progression for p4 .

0.015
0.0125

1
0

0.005
0

p (5

0.0075

0.01

0.0025
4

5
time

10

p (6)

2
1.8
1.6
1.4
1.2
1
0.8
0.6
0.4
0.2

x 10 -3

Fig. 12. Limit of the time progression for p5 .

1
0

5
time

9 10

Fig. 13. Limit of the time progression for p6 .

Table 3
Steady-state probabilities i

i

=0

=1

0
1
2
3
4
5
6

[0.2207, 0.6158]
[0.3079, 0.3851]
[0.0641, 0.2354]
[0.0107, 0.1255]
[0.0013, 0.0502]
[1.1 104 , 0.0134]
[4.6 106 , 0.0018]

0.3887
0.3849
0.1588
0.0524
0.0130
0.0021
0.0002

M.J. Pardo, D. de la Fuente / Fuzzy Sets and Systems 159 (2008) 325 342

341

7. Conclusions
In view of the classic model, which presupposes a Poisson arrival process and service times which correspond to an
exponential distribution, it so happens that in many practical situations the arrival rate and the service rate are really
more possibility based than probability based. The parameters  and  of the classic model are frequently fuzzy and
cannot be expressed in exact terms. That is why, in this paper we have provided a more realistic representation of
the nite input source queuing phenomena by means of the Fuzzy Subsets Theory. So, taking as a starting point the
technique proposed by authors Li and Lee [31] to incorporate uncertain data in the classic queuing models, the method
of Buckley and Qu [11] and the vertex method of Dong and Shah [19] and Dubois et al. [20] we have developed the
nite input source fuzzy queuing model.
We have accomplished the fuzzy model analysis by designing the system. The optimization of the system allows
to nd the number of service stations that minimizes the fuzzy expected total cost function per unit time. To perform
the optimization we have rst set the fuzzy optimization criterion, and next we have proposed three techniques for
decision-making among uncertain alternatives so as to provide the decision maker with different uncertain alternatives
ordination methods depending on the difculty of the results obtained.
We have checked the validity of the proposed method to incorporate uncertain data in the queuing model under study
by demonstrating the convergence of the probabilities p i (t), as t , towards the steady-state fuzzy probabilities
 i , starting from the works by Fetz et al. [21] and the Gershgorins Eigenvalue Theorem [25].
We have, nally, illustrated the theoretical results by performing an example that consists in designing and optimizing
a fuzzy queuing system with its input source limited to six units. This system has been simulated through Bontempis
Qua Si. III algorithm [8]. This simulation enables the decision maker to know the time evolution of the probabilities
p i (t) and check that the steady-state solutions obtained by the simulation return the same result that the fuzzy model
obtains by applying Zadehs extension principle to the probabilities i .
With all this into account, the nite input source fuzzy queuing model presented and developed in this paper supplies
the decision maker with more informing and complete results as well as with wider knowledge on the system since the
results are fuzzy subsets that include all the uncertainty contained in the model. The decision maker is also capable
of knowing the systems time evolution until a steady state is reached. That is why we think that the queuing decision
model with uncertain data proposed in this paper may have more applications than the classic nite input source queuing
model.
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