Other Queue Models

Lecture 19
Dr. Hedi Haddad

Objectives

To understand common resolved and

unresolved systems in QT

To understand the effect of variation on the
length of a waiting line

To understand the weaknesses and strengths of
QT

To understand the main differences between QT
and DES

1
Outline

Little’s Law

Common resolved systems

Common unresolved systems

Networks of Queues

Advantages / disadvantages of QT

QT vs. DES

Kendall Notation (Reminder)

Arrival Process Service Process

• M: Markovian • M: Markovian
• D: Deterministic • D: Deterministic
• Er: Erlang • Er: Erlang
• G: General A/B/c/N/K/X • G: General

Number of servers Queue Discipline

c=1,2,… FIFO, LIFO, Round Robin, …

System capacity Seize of the calling population

N= 1,2,… K= 1,2,…
(if ∞ then it is omitted) (omitted if infinite)

2
Outline

Little’s Law

Common resolved systems

Common unresolved systems

Networks of Queues

Advantages / disadvantages of QT

QT vs. DES

Little’s Law

Also called the Conservation equation.

Little’s law is a general result that establishes a relationship between the

average number of customers in the system, the mean arrival rate and the
mean customer response time (time between entering and leaving the
system after getting service) in the steady state.

Holds for almost all queueing systems or subsystems (regardless of the

number of servers, the queue discipline, or other special circumstances).

Average nbr of L=λ w Average

customers in System time
system Arrival rate

3
 Little’s Law (Cont.)

In a G/G/1/N/K system, we have an arrival every

4 time units and each arrival spends 4.6 time
units in the system.

Hence, at an arbitrary point in time, there is:

(1/4)(4.6) = 1.15 customers present on average.

Common models

Common resolved systems Common unresolved systems

Infinite population
Single server
M/G/1 G/G/1
M/M/1 G/M/1
Multi-server
M/M/m G/G/n

Finite population
M/M/c/K/K
Resolved systems: systems for which Unresolved systems: systems for which
we have a solution in QT there are no solutions in QT
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4
Outline

Little’s Law

Common resolved systems

Common unresolved systems

Networks of Queues

Advantages / disadvantages of QT

QT vs. DES

M/G/1 Queues

Single-server queues with Poisson arrivals & unlimited capacity.

Suppose service times have mean 1/µ and variance σ2 and ρ = λ/µ <
1, the steady-state parameters of M/G/1 queue are:

ρ = λ / µ , P0 = 1 − ρ
ρ 2 (1 + σ 2 µ 2 ) ρ 2 (1 + σ 2 µ 2 )
L=ρ+ , LQ =
2(1 − ρ ) 2(1 − ρ )
1 λ (1 / µ 2 + σ 2 ) λ (1 / µ 2 + σ 2 )
w= + , wQ =
µ 2(1 − ρ ) 2(1 − ρ )

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5
M/G/1 Queues (Cont.)
 No simple expression for the steady-state probabilities P1, …
 Average length of queue, LQ, can be rewritten as:

ρ2 λ2σ 2
LQ = +
2(1 − ρ ) 2(1 − ρ )

If λ and µ are held constant, LQ depends on the variability, σ2, of the

service times.

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M/G/1 Queues (Cont.)

Example: Two workers competing for a job, Able claims to be faster
than Baker on average, but Baker claims to be more consistent,
 Poisson arrivals at rate λ = 2 per hour (1/30 per minute).
 Able: 1/µ = 24 minutes and σ2 = 202 = 400 minutes2:

(1 / 30) 2 [ 24 2 + 400]
LQ = = 2.711 customers
2(1 − 4 / 5)

The proportion of arrivals who find Able idle and thus experience no delay is P0
= 1-ρ = 1/5 = 20%.
 Baker: 1/µ = 25 minutes and σ2 = 22 = 4 minutes2:

(1 / 30) 2 [ 25 2 + 4]
LQ = = 2.097 customers
2(1 − 5 / 6)

The proportion of arrivals who find Baker idle and thus experience no delay is
P0 = 1-ρ = 1/6 = 16.7%.
 Although working faster on average, Able’s greater service variability
results in an average queue length about 30% greater than Baker’s.

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6
M/M/1 Queues

Suppose the service times in an M/G/1 queue are
exponentially distributed with mean 1/µ, then the variance
is σ2 = 1/µ2.
 M/M/1 queue is a useful approximate model when service
times have standard deviation approximately equal to their
means.
 The steady-state parameters (see lecture 18)

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M/M/1 Queues (Cont.)

Example: M/M/1 queue with service rate µ=10 customers
per hour.
 Consider how L and w increase as arrival rate, λ, increases from 5
to 8.64 by increments of 20%:

λ 5.0 6.0 7.2 8.64 10.0

ρ 0.500 0.600 0.720 0.864 1.000
L 1.00 1.50 2.57 6.35 ∞
w 0.20 0.25 0.36 0.73 ∞

 If λ/µ ≥ 1, waiting lines tend to continually grow in length.

 Increase in average system time (w) and average number in
system (L) is highly nonlinear as a function of ρ.

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Other common single server queue models
 M/M/1/N/∞: Fixed length queue, means customer will not get into
the system if the maximum system capacity is filled up.

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Multi-server Queue: M/M/c

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8
Multi-server Queue (Cont.)

M/M/c/∞/∞ queue: c channels operating in parallel.
 Each channel has an independent and identical exponential
service-time distribution, with mean 1/µ.
 To achieve statistical equilibrium, the offered load (λ/µ) must
satisfy λ/µ < c, where λ/(cµ) = ρ is the server utilization.
 Steady-state parameters (see lecture 18)

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Multi-server Queues (Cont.)

Other common multi-server queueing models:
 M/G/c/∞: general service times and c parallel servers. The
parameters can be approximated from those of the M/M/c/∞/∞
model.
 M/G/∞: general service times and infinite number of servers, e.g.,
customer is its own system, service capacity far exceeds service
demand.
 M/M/C/N/∞: service times are exponentially distributed at rate m
and c servers where the total system capacity is N ≥ c customer
(when an arrival occurs and the system is full, that arrival is turned
away).

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9
Steady-State Behavior of Finite-Population
Models

When the calling population is small, the presence of one or
more customers in the system has a strong effect on the
distribution of future arrivals.

Consider a finite-calling population model with K customers
(M/M/c/K/K):
 The time between the end of one service visit and the next call for
service is exponentially distributed, (mean = 1/λ).
 Service times are also exponentially distributed.
 c parallel servers and system capacity is K.

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Steady-State Behavior of Finite-Population

Models
 Some of the steady-state probabilities:
−1
 c −1  K  λ  n K  λ  
n

∑ ∑
K!
P0 =     +  
n −c  µ  
 n = 0  n  µ  n = c ( K − n)!c!c   
 K  λ  n
   P0 , n = 0,1,..., c − 1
 n µ
Pn =    n
 K! λ
 ( K − n)!c!c n − c  µ  , n = c, c + 1,...K
  
K
L= ∑ nP ,
n=0
n w = L / λe , ρ = λe / cµ

where λe is the long run effective arrival rate of customers to queue (or entering/exiting service)
K
λe = ∑ ( K − n)λ P
n=0
n

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10
Steady-State Behavior of Finite-Population
Models

Example: two workers who are responsible for10 milling
machines.
 Machines run on the average for 20 minutes, then require an
average 5-minute service period, both times exponentially
distributed: λ = 1/20 and µ = 1/5.
 All of the performance measures depend on P0:
−1
 2 −1 10  5  n 10  5  
n

∑ ∑
10!
P0 =     + n−2
   = 0.065
 n = 0  n  20  n = 2 (10 − n)!2!2  20  

Then, we can obtain the other Pn.

Expected number of machines in system:
10
L= ∑ nP
n =0
n = 3.17 machines

The average number of running machines:

K − L = 10 − 3.17 = 6.83 machines
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Remember: λ & µ Are Rates

λ = Mean number of arrivals

If average service time is 15
per time period
minutes, then µ is 4
 e.g., 3 units/hour
customers/hour

µ = Mean number of people

or items served per time
period
 e.g., 4 units/hour

1/µ = 15 minutes/unit

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11
Outline

Little’s Law

Common resolved systems

Common unresolved systems

Networks of Queues

Advantages / disadvantages of QT

QT vs. DES

23

G/G/n

G/G/n: This is the most general queueing

system where the arrival and service time
processes are both arbitrary.

The system has n servers.

No analytical solution is known for this queueing
system.

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12
G/G/1 & G/M/1

G/G/1
 Approximated as a M/G/1 system, its closest resolved
system

G/M/1
 Approximated as a M/M/1 system, its closet resolved
system

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Outline

Little’s Law

Common resolved systems

Common unresolved systems

Networks of Queues

Advantages / disadvantages of QT

QT vs. DES

26

13
Networks of Queues

Many systems are naturally modeled as networks of single
queues: customers departing from one queue may be routed
to another.

The following results assume a stable system with infinite
calling population and no limit on system capacity:
 Provided that no customers are created or destroyed in the
queue, then the departure rate out of a queue is the same as the
arrival rate into the queue (over the long run).
 If customers arrive to queue i at rate λi, and a fraction 0 ≤ pij ≤ 1 of
them are routed to queue j upon departure, then the arrival rate
form queue i to queue j is λipij (over the long run).

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Networks of Queues
 The overall arrival rate into queue j:
λj = aj + ∑λ p
all i
i ij

Arrival rate Sum of arrival rates

from outside from other queues
the network in network

 If queue j has cj < ∞ parallel servers, each working at rate µj, then
the long-run utilization of each server is ρj=λj/(cµj) (where ρj < 1
for stable queue).
 If arrivals from outside the network form a Poisson process with
rate aj for each queue j, and if there are cj identical servers
delivering exponentially distributed service times with mean 1/µj,
then, in steady state, queue j behaves like an M/M/cj queue with
arrival rate λ j = a j +
∑
λi pij
all i
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14
Network of Queues: Example

self-service
40%

80/hour

60%

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Network of Queues

Discount store example:
 Suppose customers arrive at the rate 80 per hour and 40%
choose self-service. Hence:

Arrival rate to service center 1 is λ1 = 80(0.4) = 32 per hour

Arrival rate to service center 2 is λ2 = 80(0.6) = 48 per hour.

 c2 = 3 clerks and µ2 = 20 customers per hour.

 The long-run utilization of the clerks is:
ρ2 = 48/(3*20) = 0.8
 All customers must see the cashier at service center 3, the
overall rate to service center 3 is λ3 = λ1 + λ2 = 80 per hour.

If µ3 = 90 per hour, then the utilization of the cashier is:

ρ3 = 80/90 = 0.89

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15
Outline

Little’s Law

Common resolved systems

Common unresolved systems

Networks of Queues

Advantages / disadvantages of QT

QT vs. DES

31

Advantages / Disadvantages of QT

Positives Negatives

Quick, accurate, and easy
Oversimplification of
solutions reality

Applicable to a wide range of
domains
Like mathematical models, it
puts a restriction on finding
real world solutions
 Ex: Often assume infinite
customers and queue
capacity, parallel servers, in
reality there are such
limitations

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16
Outline

Little’s Law

Common resolved systems

Common unresolved systems

Networks of Queues

Advantages / disadvantages of QT

QT vs. DES

33

Comparative exercise

MM1 queue, with an arrival rate of 3

customers/hour and a service rate of 4
customers/hour

Calculate the performance measures using the
QT

Calculate the performance measures using the
DES

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