lecture 13 (notes) manscie

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    Lecture Day 13

    Queuing Models

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    Queuing Models

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    Queueis another term for a waiting line, and

    a queuing system is simply a system thatinvolves a waiting line. Queuing theoryis abranch of management science that enablesthe analyst to describe the behavior ofqueuing systems.

    Queuing theory does not addressoptimization problems directly. Rather, ituses elements of statistics and mathematicsfor the construction of models that describethe important descriptive statistics of aqueuing system.

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    Members of a queue are known ascalling

    units. The queuing system descriptive statisticsinclude such factors as the epected waitingtime of the calling units, the epected lengthof the line, and the percentage of idle time

    for the service facility!the source of goodsor services for which the calling units wait".

    #hen queuing theory is applied,management$s ob%ective is usually to

    minimize two kinds of costs&

    ' Those associated with providing service

    ' Those associated with waiting time

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    Parts of Any QueuingSystem

    (alling)opulation

    . . .

    Queue

    *ervice+acility

    *erved(allingnits

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    The calling population has threecharacteristics that are important toconsider when deciding on what type of

    queuing model to apply&' The size of the calling population

    ' The pattern of arrivals at the queuingsystem

    ' The attitude of the calling units

    (alling)opulation

    . . .

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    The calling population has threecharacteristics that are important toconsider when deciding on what type of

    queuing model to apply&' The size of the calling population can be-nite or in-nite.

    (alling)opulation

    . . .

    The key to determining whether anin-nite calling population can be

    assumed is whether the probability ofan arrival is signi-cantly changed whena member or members of a populationare receiving service and thus cannot

    arrive to the system.

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    The calling population has threecharacteristics that are important toconsider when deciding on what type of

    queuing model to apply&' The size of the calling population

    ' The pattern of arrivals at the queuingsystem

    (alling)opulation

    . . .

    can be predetermined/scheduledor

    random.0f arrivals are scheduled, analyticalqueuing models are usuallyinappropriate. 0f arrivals are random, itis necessary to determine the

    probability distribution of the timebetween intervals.

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    0t has been shown mathematically that if the

    probability density function of the interarrival times is eponential, calling unitsarrive according to a socalled )oissonprocess.

    )oisson arrivals generally eist in situationswhere the number of arrivals during a certaintime interval is independent of the number ofarrivals that have occurred in previous timearrivals.

    This basic property states that the conditionalprobability of any future event depends onlyon the present state of the system and isindependent of previous states of the system.

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    The )oisson )robability 1ensity +unctiongives the probability of narrivals in timeperiod t.

    )n!t" 2 et!t"n n 2 3, 4, 5, . . .

    n6

    where&

    n 2 number of arrivals

    t 2 size of the time interval 2 mean arrival rate per unit of time

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    The calling population has threecharacteristics that are important toconsider when deciding on what type of

    queuing model to apply&' The size of the calling population

    ' The pattern of arrivals at the queuingsystem

    ' The attitude of the calling units

    (alling)opulation

    . . .

    can be

    patientor impatient.

    There are two forms of impatientattitudes, namely& balkingandreneging.

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    In Summary:(alling

    )opulation

    (haracteristics

    *ize

    7rrival

    )attern 7ttitude

    +inite 0n-nite Random)re

    1etermined

    )atient 0mpatien

    t

    )oisson 8ther 9alking Renegin

    g

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    The service facility has three basicproperties&

    ' The structure of the queuing system' The distribution of service times

    ' The service discipline

    . . . *ervice+acility

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    The service facility has three basicproperties&

    'The structure of the queuing systemcan be singlephaseor multiphase.

    . . . *ervice+acility

    The great ma%ority of queuing models aresinglephase models. 0t is possible,

    nonetheless, to view a multiphase systemas separate, singlephase systems inwhich the output from one serverbecomes the input for another server.

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    PossibleStructures:

    (alling)opulation

    . . .

    Queue

    *ervice+acility

    *erved(allingnits

    *ingle)hase, *ingle(hannel Queuing *ystem

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    PossibleStructures:

    (alling)opulation

    . . .

    Queue

    *ervice

    +acilityno. 4 *erved

    (allingnits

    *ingle)hase, Multi(hannel Queuing *ystem

    *ervice+acility

    no. 5

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    PossibleStructures:

    (alling)opulation

    . . .

    Queue

    *ervice+acility

    type 4

    *erved(allingnits

    *ervice+acility

    type 5

    Queue

    Multi)hase, *ingle(hannel Queuing *ystem

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    PossibleStructures:

    (alling)opulation

    . . .

    Queue

    *ervice

    +acility

    no.4type 4

    *erved(allingnits

    Multi)hase, Multi(hannel Queuing *ystem

    *ervice

    +acility

    no.5type 4

    *ervice

    +acility

    no.4type 5*ervic

    e

    +acility

    no.5type 5

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    The service facility has three basicproperties&' The structure of the queuing system

    ' The distribution of service times

    . . . *ervice+acility

    can beconstantor random.

    0f service time is a random variable, it

    is necessary to determine how thatrandom variable is distributed. 0n mostcases, service times are eponentiallydistributed. 7s such, the probability ofrelatively long service times is small.

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    The service facility has three basicproperties&' The structure of the queuing system

    ' The distribution of service times

    ' The service discipline

    . . . *ervice+acility

    determines whichcalling unit in the queuing system

    receives service.

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    Classications of Service Disciplines

    +irst come, -rst served

    )riority

    ' )reemptive' :onpreemptive

    Random

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    In Summary:*ervice

    +acility

    (haracteristics

    *tructure

    *ervice

    Times

    *ervice

    1iscipline

    *ingle

    )hase

    Multi

    )hase

    Random(onstant

    ;ponenti

    al

    8ther*ingle

    (hannel

    Multi

    (hannel

    +(+* )riorityRandom

    )reemptiv

    e

    :on

    )reemptiv

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    ElementaryQueuing Models

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    Notations to be used:

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    Notations to be used (cont.:

    2 mean arrival rate (number of callingunits per unit of time)

    2 mean service rate (number of callingunits served per unit of time)

    4/2 mean service time for a calling unit

    s 2 number of parallel (equivalent)service facilities in the system

    )!n"2 probability of having nunits in thesystem

    2 server utilization factor (that is, theproportion of timethe server

    can be expected to be busy)

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    The Basic Single-Server o!el

    )oisson arrival process

    ;ponential service

    times *ingle server

    +(+* service discipline

    0n-nite source

    0n-nite queue

    )atient calling units

    The assumptions of this modelare&

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    The Basic Single-Server o!el

    *tatistics to be determined& The probability of 3 calling units in the

    system& )!3" 2 4 = !/"

    The probability of ncalling units in thesystem& )!n" 2 )!3"!/"n

    The proportion of time the server is busy&

    2

    /

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    The Basic Single-Server o!el

    *tatistics to be determined!con$t."& ;pected number of calling units in the

    system& B !B= 5"?2 5 / >B !5"?

    2 4/B min.

    2 4@ seconds

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    ulti-Server o!el $ith PoissonArrivals an! "#ponential Service

    Times

    The assumptions of this model areidentical to those of the basic singleserver model ecept that the number ofservers is assumed to be greater than

    one. 7lso, it is assumed that all servershave the same rate of service.

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    *tatistics to be determined&

    ulti-Server o!el $ith PoissonArrivals an! "#ponential Service

    Times

    4

    The probability of 3 calling units in thesystem&

    )!3" 2 4

    s 4 !/"n E !/"s

    n6 s6 s

    n 2 3

    !4 "

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    *tatistics to be determined!con$t."&

    ulti-Server o!el $ith PoissonArrivals an! "#ponential Service

    Times

    The probability of ncalling units in thesystem&

    )!n" 2 !/"n for 3 F n F s

    n6

    )!3"

    2 !/"n for n G s)!3"

    s6sns

    The proportion of time the server is busy&

    2

    /s

    ' assuming each server has the samemean service rate of units per time

    period

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    *tatistics to be determined!con$t."&

    ulti-Server o!el $ith PoissonArrivals an! "#ponential Service

    Times

    ;pected number of calling units in thequeue&