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Chapter 11 Waiting Line Models

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223 views46 pages

Chapter 11 Waiting Line Models

Uploaded by

Lara Flores
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 46

Slides by

John
Loucks
St. Edward’s
University

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 1
Chapter 11, Part A: Waiting Line Models

 Structure of a Waiting Line System


 Queuing Systems
 Queuing System Input Characteristics
 Queuing System Operating Characteristics
 Analytical Formulas
 Single-Server Waiting Line Model with Poisson
Arrivals and Exponential Service Times
 Multiple-Server Waiting Line Model with Poisson
Arrivals and Exponential Service Times
 Economic Analysis of Waiting Lines

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 2
Structure of a Waiting Line System

 Queuing theory is the study of waiting lines.


 Four characteristics of a queuing system are:
• the manner in which customers arrive
• the time required for service
• the priority determining the order of service
• the number and configuration of servers in the
system.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 3
Structure of a Waiting Line System

 Distribution of Arrivals
• Generally, the arrival of customers into the system
is a random event.
• Frequently the arrival pattern is modeled as a
Poisson process.
 Distribution of Service Times
• Service time is also usually a random variable.
• A distribution commonly used to describe service
time is the exponential distribution.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 4
Structure of a Waiting Line System

 Queue Discipline
• Most common queue discipline is first come, first
served (FCFS).
• An elevator is an example of last come, first
served (LCFS) queue discipline.
• Other disciplines assign priorities to the waiting
units and then serve the unit with the highest
priority first.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 5
Structure of a Waiting Line System

 Single-Server System
Customer Waiting line Customer
arrives S1 leaves

 Multiple-Server System

S1

Customer Waiting line Customer


arrives S2 leaves

S3

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 6
Queuing Systems

 A three part code of the form A/B/k is used to


describe various queuing systems.
 A identifies the arrival distribution, B the service
(departure) distribution, and k the number of
servers for the system.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 7
Queuing Systems

 Symbols used for the arrival and service processes


are: M - Markov distributions (Poisson/exponential), D
- Deterministic (constant) and G - General distribution
(with a known mean and variance).
 For example, M/M/k refers to a system in which
arrivals occur according to a Poisson distribution,
service times follow an exponential distribution and
there are k servers working at identical service rates.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 8
Queuing System Input Characteristics

 = the average arrival rate


1/ = the average time between arrivals
µ = the average service rate for each server
1/µ = the average service time
 = the standard deviation of the service time

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 9
Queuing System Operating Characteristics

P0 = probability the service facility is idle


Pn = probability of n units in the system
Pw = probability an arriving unit must wait for
service
Lq = average number of units in the queue
awaiting service
L = average number of units in the system
Wq = average time a unit spends in the queue
awaiting service
W = average time a unit spends in the system

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 10
Steady-State Operation

 When a business like a restaurant opens in the


morning, no customers are in the restaurant.
 Gradually, activity builds up to a normal or steady
state.
 The beginning or start-up period is referred to as
the transient period.
 The transient period ends when the system
reaches the normal or steady-state operation.
 Waiting line models describe the steady-state
operating characteristics of a waiting line.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 11
Analytical Formulas

 When the queue discipline is FCFS, analytical formulas


have been derived for several different queuing models
including the following:
• M/M/1
• M/M/k
• M/G/1
• M/G/k with blocked customers cleared
• M/M/1 with a finite calling population
 Analytical formulas are not available for all possible
queuing systems. In this event, insights may be gained
through a simulation of the system.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 12
Single-Server Waiting Line Model with
Poisson Arrivals and Exponential Service Times

 M/M/1 queuing system


 Single server
 Poisson arrival-rate distribution
 Exponential service-time distribution
 Unlimited maximum queue length
 Infinite calling population
 Examples:
• Single-window theatre ticket sales booth
• Single-scanner airport security station

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 13
Example: SJJT, Inc. (A)

 M/M/1 Queuing System


Joe Ferris is a stock trader on the floor of the
New York Stock Exchange for the firm of Smith,
Jones, Johnson, and Thomas, Inc. Stock
transactions arrive at a mean rate of 20 per hour.
Each order received by Joe requires an average of
two minutes to process.
Orders arrive at a mean rate of 20 per hour or one
order every 3 minutes. Therefore, in a 15 minute
interval the average number of orders arriving will be
 = 15/3 = 5.

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 14
Example: SJJT, Inc. (A)

 Arrival Rate Distribution


Question
What is the probability that no orders are received
within a 15-minute period?

Answer
P (x = 0) = (50e -5)/0! = e -5 = .0067

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 15
Example: SJJT, Inc. (A)

 Arrival Rate Distribution


Question
What is the probability that exactly 3 orders are
received within a 15-minute period?

Answer
P (x = 3) = (53e -5)/3! = 125(.0067)/6 = .1396

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 16
Example: SJJT, Inc. (A)

 Arrival Rate Distribution


Question
What is the probability that more than 6 orders
arrive within a 15-minute period?

Answer
P (x > 6) = 1 - P (x = 0) - P (x = 1) - P (x = 2)
- P (x = 3) - P (x = 4) - P (x = 5)
- P (x = 6)
= 1 - .762 = .238

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 17
Example: SJJT, Inc. (A)

 Service Rate Distribution


Question
What is the mean service rate per hour?

Answer
Since Joe Ferris can process an order in an
average time of 2 minutes (= 2/60 hr.), then the mean
service rate, µ, is µ = 1/(mean service time), or 60/2.

m = 30/hr.

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 18
Example: SJJT, Inc. (A)

 Service Time Distribution


Question
What percentage of the orders will take less than
one minute to process?

Answer
Since the units are expressed in hours,
P (T < 1 minute) = P (T < 1/60 hour).
Using the exponential distribution, P (T < t ) = 1 - e-µt.
Hence, P (T < 1/60) = 1 - e-30(1/60)
= 1 - .6065 = .3935 = 39.35%

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 19
Example: SJJT, Inc. (A)

 Service Time Distribution


Question
What percentage of the orders will be processed
in exactly 3 minutes?

Answer
Since the exponential distribution is a continuous
distribution, the probability a service time exactly
equals any specific value is 0.

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 20
Example: SJJT, Inc. (A)

 Service Time Distribution


Question
What percentage of the orders will require more than
3 minutes to process?

Answer
The percentage of orders requiring more than 3
minutes to process is:
P (T > 3/60) = e-30(3/60) = e -1.5 = .2231 = 22.31%

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 21
Example: SJJT, Inc. (A)

 Average Time in the System


Question
What is the average time an order must wait from
the time Joe receives the order until it is finished
being processed (i.e. its turnaround time)?
Answer
This is an M/M/1 queue with  = 20 per hour and
m = 30 per hour. The average time an order waits in
the system is: W = 1/(µ -  )
= 1/(30 - 20)
= 1/10 hour or 6 minutes

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 22
Example: SJJT, Inc. (A)

 Average Length of Queue


Question
What is the average number of orders Joe has
waiting to be processed?
Answer
Average number of orders waiting in the queue is:
Lq = 2/[µ(µ - )]
= (20)2/[(30)(30-20)]
= 400/300
= 4/3

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 23
Example: SJJT, Inc. (A)

 Utilization Factor
Question
What percentage of the time is Joe processing
orders?

Answer
The percentage of time Joe is processing orders
is equivalent to the utilization factor, /m. Thus, the
percentage of time he is processing orders is:
/m = 20/30
= 2/3 or 66.67%

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 24
Example: SJJT, Inc. (A)

 Formula Spreadsheet
A B C D E F G H
1 Poisson Arrival Rate  20
2 Exponential Service Rate m 30
3 Operating Characteristics
4 Probability of no orders in system Po =1-H1/H2
5 Average number of orders waiting Lg =H1^2/(H2*(H2-H1))
6 Average number of orders in system L =H5+H1/H2
7 Average time an order waits Wq =H5/H1
8 Average time an order is in system W =H7+1/H2
9 Probability an order must wait Pw =H1/H2

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 25
Example: SJJT, Inc. (A)

 Spreadsheet Solution
A B C D E F G H
1 Poisson Arrival Rate  20
2 Exponential Service Rate m 30
3 Operating Characteristics
4 Probability of no orders in system Po 0.333
5 Average number of orders waiting Lg 1.333
6 Average number of orders in system L 2.000
7 Average time an order waits Wq 0.067
8 Average time an order is in system W 0.100
9 Probability an order must wait Pw 0.667

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 26
Improving the Waiting Line Operation

 Waiting line models often indicate when improvements


in operating characteristics are desirable.
 To make improvements in the waiting line operation,
analysts often focus on ways to improve the service
rate by:
- Increasing the service rate by making a creative
design change or by using new technology.
- Adding one or more servers so that more customers
can be served simultaneously.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 27
Multiple-Server Waiting Line Model with
Poisson Arrivals and Exponential Service Times

 M/M/k queuing system


 Multiple servers (with one central waiting line)
 Poisson arrival-rate distribution
 Exponential service-time distribution
 Unlimited maximum queue length
 Infinite calling population
 Examples:
• Four-teller transaction counter in bank
• Two-clerk returns counter in retail store

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 28
M/M/k Example: SJJT, Inc. (B)

 M/M/2 Queuing System


Smith, Jones, Johnson, and Thomas, Inc. has
begun a major advertising campaign which it believes
will increase its business 50%. To handle the
increased volume, the company has hired an
additional floor trader, Fred Hanson, who works at
the same speed as Joe Ferris.
Note that the new arrival rate of orders,  , is
50% higher than that of problem (A). Thus,  =
1.5(20) = 30 per hour.

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 29
M/M/k Example: SJJT, Inc. (B)

 Sufficient Service Rate


Question
Why will Joe Ferris alone not be able to handle
the increase in orders?

Answer
Since Joe Ferris processes orders at a mean rate
of µ = 30 per hour, then  = µ = 30 and the utilization
factor is 1.
This implies the queue of orders will grow
infinitely large. Hence, Joe alone cannot handle this
increase in demand.

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 30
M/M/k Example: SJJT, Inc. (B)

 Probability of n Units in System


Question
What is the probability that neither Joe nor Fred will
be working on an order at any point in time?

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 31
M/M/k Example: SJJT, Inc. (B)

 Probability of n Units in System (continued)


Answer
Given that  = 30, µ = 30, k = 2 and ( /µ) = 1, the
probability that neither Joe nor Fred will be working is:
1
𝑃0 = 𝑛 𝑘
𝜆ൗ 𝜆ൗ
𝜇 𝜇 𝑘𝜇
σ𝑘−1
𝑛=0 +
𝑛! 𝑘! 𝑘𝜇 − 𝜆

= 1/[(1 + (1/1!)(30/30)1] + [(1/2!)(1)2][2(30)/(2(30)-30)]

= 1/(1 + 1 + 1) = 1/3 = .333

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 32
Example: SJJT, Inc. (B)

 Average Time in System


Question
What is the average turnaround time for an order
with both Joe and Fred working?

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 33
Example: SJJT, Inc. (B)

 Average Time in System (continued)


Answer
The average turnaround time is the average
waiting time in the system, W.

𝜆𝜇 𝜆Τ𝜇 𝑘 30 30 30Τ30 2
𝐿𝑞 = 2
𝑃0 = 2
1Τ3 = 1/3
𝑘 − 1 ! 𝑘𝜇 − 𝜆 1! 2 30 − 30

L = Lq + ( /µ) = 1/3 + (30/30) = 4/3


W = L/ (4/3)/30 = 4/90 hr. = 2.67 min.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 34
Example: SJJT, Inc. (B)

 Average Length of Queue


Question
What is the average number of orders waiting to
be filled with both Joe and Fred working?

Answer
The average number of orders waiting to be filled
is Lq. This was calculated earlier as 1/3.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 35
Some General Relationships For Waiting Line Models

 Little's flow equations are:

L = W and Lq = Wq

 Little’s flow equations show how operating


characteristics L, Lq, W, and Wq are related in any
waiting line system. Arrivals and service times do
not have to follow specific probability distributions
for the flow equations to be applicable.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 36
Example: SJJT, Inc. (C)

 Economic Analysis of Queuing Systems


The advertising campaign of Smith, Jones,
Johnson and Thomas, Inc. (see problems (A) and
(B)) was so successful that business actually
doubled. The mean rate of stock orders arriving at
the exchange is now 40 per hour and the company
must decide how many floor traders to employ. Each
floor trader hired can process an order in an average
time of 2 minutes.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 37
Example: SJJT, Inc. (C)

 Economic Analysis of Queuing Systems


Based on a number of factors the brokerage firm
has determined the average waiting cost per minute
for an order to be $.50. Floor traders hired will earn
$20 per hour in wages and benefits. Using this
information compare the total hourly cost of hiring 2
traders with that of hiring 3 traders.

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 38
Economic Analysis of Waiting Lines

 The total cost model includes the cost of waiting and


the cost of service.
TC  cwL  csk
where:
cw  the waiting cost per time period for each unit
L  the average number of units in the system
cs  the service cost per time period for each server
k = the number of servers
TC = the total cost per time period

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 39
Example: SJJT, Inc. (C)

 Economic Analysis of Waiting Lines


Total Hourly Cost
= (Total hourly cost for orders in the system)
+ (Total salary cost per hour)
= ($30 waiting cost per hour)
x (Average number of orders in the system)
+ ($20 per trader per hour) x (Number of traders)
= 30L + 20k
Thus, L must be determined for k = 2 traders and
for k = 3 traders with  = 40/hr. and m = 30/hr. (since the
average service time is 2 minutes (1/30 hr.).

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 40
Example: SJJT, Inc. (C)

 Cost of Two Servers


1
𝑃0 = 𝑛 𝑘
𝜆ൗ 𝜆ൗ
𝜇 𝜇 𝑘𝜇
σ𝑘−1
𝑛=0 +
𝑛! 𝑘! 𝑘𝜇 − 𝜆

P0 = 1 / [1+(1/1!)(40/30)]+[(1/2!)(40/30)2(60/(60-40))]

= 1 / [1 + (4/3) + (8/3)]

= 1/5

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 41
Example: SJJT, Inc. (C)

 Cost of Two Servers (continued)

Thus,
𝜆𝜇 𝜆Τ𝜇 𝑘 40 30 40Τ30 2
𝐿𝑞 = 2 𝑃0 = 2 1Τ5 = 16/15
𝑘 − 1 ! 𝑘𝜇 − 𝜆 1! 2 30 − 40

L = Lq + ( /µ) = 16/15 + 4/3 = 2.40

Total Cost = 30(2.40) + (20)(2) = $112.00 per hour

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 42
Example: SJJT, Inc. (C)

 Cost of Three Servers


1
𝑃0 = 𝑛 𝑘
𝜆ൗ 𝜆ൗ
𝜇 𝜇 𝑘𝜇
σ𝑘−1
𝑛=0 +
𝑛! 𝑘! 𝑘𝜇 − 𝜆

P0 = 1/[[1+(1/1!)(40/30)+(1/2!)(40/30)2]+
[(1/3!)(40/30)3(90/(90-40))] ]
= 1 / [1 + 4/3 + 8/9 + 32/45]
= 15/59

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 43
Example: SJJT, Inc. (C)

 Cost of Three Servers (continued)

𝜆𝜇 𝜆Τ𝜇 𝑘 30 40 40Τ30 3
𝐿𝑞 = 2
𝑃0 = 2
15Τ59 = .1446
𝑘 − 1 ! 𝑘𝜇 − 𝜆 2! 3 30 − 40

Thus, L = .1446 + 40/30 = 1.4780

Total Cost = 30(1.4780) + (20)(3) = $104.35 per hour

© 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted
in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 44
Example: SJJT, Inc. (C)

 System Cost Comparison

Waiting Wage Total


Cost/Hr Cost/Hr Cost/Hr
2 Traders $82.00 $40.00 $112.00
3 Traders 44.35 60.00 104.35

Thus, the cost of having 3 traders is less than that


of 2 traders.

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 45
End of Chapter 11, Part A

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in a license distributed with a certain product or service or otherwise on a password-protected website for classroom use. 46

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