Queuing

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Operations Research

MSU6502
Queuing theory
 Queuing theory is the mathematical study of waiting
lines, or queues. A queuing model is constructed so that
queue lengths and waiting time can be predicted
Queuing theory
 Kendall’s Notation Before starting the investigations of
elementary queuing systems let us introduce a notation
originated by Kendall to describe a queuing system. Let
us denote a system by
A / B / m / K / n/ D,
Where,
 A: distribution function of the inter arrival times,
 B: distribution function of the service times,
 m: number of servers,
 K: capacity of the system, the maximum number of customers in
the system including the one being serviced,
 n: population size, number of sources of customers,
 D: service discipline.
Queuing theory

 distribution function of the inter arrival times


To characterize a queuing system we have to identify the
probabilistic properties of the incoming flow of requests,
service times and service disciplines. The arrival process
can be characterized by the distribution of the inter arrival
times of the customers, denoted by A(t),
that is A(t) = P( inter arrival time < t).
Queuing theory

 distribution function of the service times


In queuing theory these inter arrival times are usually
assumed to be independent and identically distributed
random variables. The other random variable is the service
time, sometimes it is called service request, work. Its
distribution function is denoted by B(x),
that is B(x) = P( service time < x).
The service times, and inter arrival times are commonly
supposed to be independent random variables.
Queuing theory

service discipline
The service discipline determines the rule
according to the next customer is selected. The
most commonly used laws are
FIFO - First In First Out: who comes earlier leaves
earlier
LIFO - Last Come First Out: who comes later leaves
earlier
Queuing theory

 Let Ø, called traffic intensity, be defined as


 Ø =mean service time /mean inter arrival time.
 Assuming an infinity population system with arrival
intensity λ, which is reciprocal of the mean inter arrival
time, and let the mean service denote by 1/µ.
 Then we have
Ø = arrival intensity ∗ mean service time
= λ /µ
Queuing theory

M/M/1 Queuing Models


M/M/1 : ∞/FCFS/∞ (Generalized Queuing Model)
 The development of this model is based on the long run or steady state
behavior of the queuing situation, which is achieved after the system is in
operation for a sufficiently long period.
 The generalized model assumes that both the arrival and departure rates
are state dependent.
 The management of a queuing system will decide to have more service
counters as the number of customers increases. (Example: banks,
supermarkets etc.)
Queuing theory

Definitions:
 𝒏 - number of customers in the system ( in queue and in service)
 𝝀𝒏 - arrival rate when there are “n” customers in the system
 𝝁𝒏 - departure rate when there are “n” customers in the system
 𝑷𝒏 - steady state probability of having “n” customers in the system
Queuing theory

Steady State:
 Leaving a certain state = entering that state
Or
 Expected rate of flow into state n = expected rate of flow out of state n

Examples for the probabilities of possible events leading to transitions:


 𝑛 units in the system and 1 arrival occurs in (0,h): 𝑃𝑛 ℎ . 𝜆𝑛 ℎ
 𝑛 units in the system and 1 service occurs in (0,h): 𝑃𝑛 ℎ . 𝜇𝑛 ℎ
 (𝑛 − 1) units in the system and 1 arrival occurs in (0,h): 𝑃𝑛−1 ℎ . 𝜆𝑛−1 ℎ
 𝑛 + 1 units in the system and 1 service occurs in (0,h): 𝑃𝑛+1 ℎ . 𝜇𝑛+1 ℎ
Queuing theory

First, consider an M/M/1 queuing system where the arrival and service rates
are independent of the state. (i.e. λ and 𝜇 do not depend on the state):
 State Transition Diagram:
Queuing theory

 At Steady State;
Queuing theory

 The values of 𝑃0 can be determined by σ∞


𝑛=0 𝑃𝑛 = 1
 These 𝑃𝑛 ’s can be used to evaluate the measures of
performance such as average queue length, average
waiting time, average utilization of the facility etc.
Queuing theory
 Example:
A bank operates with 2 counters. The manager uses the
following schedule to determine the number of counters in
operation depending on the number of customers in the
bank. Customers arrive according to a Poisson distribution
with mean rate of 10 per hour, and the service time per
customer is exponential with mean 12 minutes.
No.of customers in the No.of counters in
bank operation
1-3 1
4-6 2
>6 3

 Show that 𝑃0 = 1Τ55


 Find the expected number of idling counters
Queuing theory

Steady state measures of performance


The most commonly used measures of a queuing system are:
 𝐿𝑠 - expected no. of customers in the system
 𝐿𝑞 - expected no. of customers in the queue
 𝑊𝑠 - expected waiting time in the system
 𝑊𝑞 - expected waiting time in the queue
 𝐶 ′ - expected number of busy servers

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