IE 306

Systems Simulation
Revisiting Queuing Systems

IE 306 – Systems Simulation G. Yücel

 General form of the problems
• A service system with a set of “servers” • Things that happen to servers and
lined up according to a process flow entities at random times (Stochastic
–Computer servers events)
–Cashiers –Server going down
–Call center operators –Customer deciding to leave
–Cashier taking a break
• ”Entities” entering the system with
service demands • Activities that take a random amount of
–Computations requests time (Stochastic processes)
–Customers –Service times
–Arrival streams
–Recovery time of a server that is down
IE 306 – Systems Simulation G. Yücel
 Various queueing system examples

Customers Servers
Repair facility Machines Repair person
Airport security Passengers Security personnel, X-ray
Airport Aircrafts Runway
Hospital Patients Nurses
Shuttle service in the campus Students Shuttle
Obikas User requests Obikas servers

IE 306 – Systems Simulation G. Yücel

 Key inputs and outputs of interest

Arrival rate
Server Utilization
Service demand Queueing
Length of waiting lines
Server working rate System
Delays of customers
# and arrangement
of servers

IE 306 – Systems Simulation G. Yücel

 Queueing Models

IE 306 – Systems Simulation G. Yücel

 Characteristics of Queueing Systems
• The Calling Population • Queue discipline
– Finite or (practically) infinite • FIFO, LIFO, Service in Random Order (SIRO), Shortest
Processing Time (SPT) first, Priority (PR)
• System Capacity
– Finite or infinite • Service Times and Service Mechanism
– Service times
• Constant or random service times
• The Arrival Process • Customers of different types may have different
– Deterministic, scheduled or Random service times
– Poisson arrival process has been widely used • State-dependent: Servers may speed up if they see a
– Single arrival or batches? congested system
– Finite population arrivals? – How many servers?
• Parallel and/or serial servers
• Queue Behavior
– Customers may
• Balk (leave when they see a long queue)
• Renege (leave after being in line and observing that the
queue moves very slowly)
• Jockey (move to another line where they think they will
get a faster service)

IE 306 – Systems Simulation G. Yücel

 Example Server Configuration
• Customers may serve themselves or wait for one of the three clerks while picking up the
items
• Customers need to pay at the check-out counter, where there is a single cashier

IE 306 – Systems Simulation G. Yücel

 Common Notation
• Due to Kendall (1953). Widely adopted

Arr/Serv/c/N/K
• Where;
–Arr : interarrival time distribution
–Serv : service time distribution
–c : number of parallel servers
–N : system capacity
–K : size of the calling population

• Possible values for Arr & Serr:

–M (Markovian/Exponential),
–D (deterministic),
–Ek (Erlang of order k),
–G (general)
IE 306 – Systems Simulation G. Yücel
 Common Notation
• Defining parameters
– Arrival rate: 𝝀
– Effective arrival rate: 𝝀𝒆 • Summary statistics about the system state
– Service rate of one server: 𝝁 – Probability of n customers in system at time t: 𝑷𝒏 (𝒕)
– Steady state probability of having n customers in system:
• Variables regarding the state of the system 𝑷𝒏
– Number of customers in system at time t: 𝑳(𝒕) – Long-run time-average number of customers in system: 𝑳
– Number of customers in the queue at time t: 𝑳𝑸 (𝒕) – Long-run time-average number of customers in the
queue: 𝑳𝑸

• Variables regarding individual entitites

– Total time spent in the system by the nth arriving
• Summary statistics about the system performance
customer: 𝑾𝒏 – Server utilization: 𝝆
– Total time spent waiting in queue by the nth arriving – Long-run average time spent in the system per customer:
customer: 𝑾𝒏
𝑸 𝒘
– Interarrival time between customers n-1 and n: 𝑨𝒏 – Long-run average time spent in queue per customer: 𝒘𝑸
– Service time of the nth arriving customer: 𝑺𝒏

IE 306 – Systems Simulation G. Yücel

 Long-Run Measures
• Considering a G/G/c/N/K system with N>>3
• Time-Average Number in System

IE 306 – Systems Simulation G. Yücel

 Time Weighted Average
• Ti denotes the total time during [0,T] in which the system contained exactly i
customers
∞

෍ 𝑇𝑖 = 𝑇
𝑖=0

• Time weighted average in the system is for the period [0, T]:

෠𝐿 = 1 σ∞ ∞
𝑖=0 𝑖𝑇𝑖 = σ𝑖=0 𝑖
𝑇𝑖
𝑇 𝑇
𝑇𝑖
• is the proportion of time the system contains exactly i customers.
𝑇

IE 306 – Systems Simulation G. Yücel

 Time Weighted Average
• Total area under the graph:
∞ 𝑇
෍ 𝑖 𝑇𝑖 = න 𝐿 𝑡 𝑑𝑡
𝑖=0 0

• And therefore:

1 𝑇
෠𝐿 = 1 σ∞
𝑖=0 𝑖 𝑇𝑖 = ‫׬‬ 𝐿 𝑡 𝑑𝑡
𝑇 𝑇 0

• With probability 1, as: T → , Lˆ → L

• So for a sufficiently long simulation length the estimator is arbirtarily close to the true value.

• Unfortunately, for 𝑇 < ∞, 𝐿෠ depends on the initial conditions at time 0.

IE 306 – Systems Simulation G. Yücel

 Time Weighted Average
• Time weighted averages can be applied to any subsystem of a queueing
system as well

• If LQ (t ) denotes the number of customers waiting in the queue and

denotes the total time during [0,T] in which exactly i customers are waiting in
Q
the queue then: i T

 
1 1
LQ =  iTi =  LQ (t )dt → LQ as T → 
ˆ Q

T i =0 T0

IE 306 – Systems Simulation G. Yücel

IE 306 – Systems Simulation G. Yücel
 Average Time Spent in the System Per Customer
• The time ith customer spends in the system during [0,T] is
measured by Wi i = 1,2,..., N
• Then
N
1
ˆ
W=
N
W
i =1
i

• For stable systems: Wˆ → W as N → 

• For the queue alone:
N
1
ˆ
WQ =
N
 i → WQ as N → 
W Q

i =1

IE 306 – Systems Simulation G. Yücel

 Average Time Spent in the System Per Customer

IE 306 – Systems Simulation G. Yücel

 Little’s Law (Conservation Equation)

• For the example:

Lˆ = ˆWˆ
• Is it a coincidence?
• Average number of customers in the system at any arbitrary point in time =
(average number of arrivals per time unit) x (average time spent in the system)

• As T →  , N →  , ˆ → 

L = W

IE 306 – Systems Simulation G. Yücel

 Little’s Law
N T

W =  L(t )dt
i =1
i
0

N
̂ =
T
T N
1 N 1
Lˆ =  L(t )dt =
T0

T N i =1
Wi = ˆWˆ

IE 306 – Systems Simulation G. Yücel

 Server Utilization

• Observed server utilization

ˆ →  , as T → 
• for systems that exhibit a long-run stability.
• In G / G / 1/  /  systems with arrival rate customers per unit time
• Average service time E[ S ] = 1 /  time units
• Then  is the service rate. (customers per unit time)

IE 306 – Systems Simulation G. Yücel

 Server Utilization
• The server itself can be considered as a queueing system!
T − T0
T
ˆ 1
LS =  ( L(t ) − LQ (t )) dt =
T0 T
• Average time in the system:
WS = E[ S ] =  −1
As T → , LˆS → ˆ , LS → 
• Using Little’s formula:

 = E[S ] =

IE 306 – Systems Simulation G. Yücel
 Server Utilization
• For a G / G / c /  /  system with c identical servers the average number of busy servers is given by:

LS = E[ S ] =  c


• The long run average server utilization is defined by:

LS 
= =
c c

IE 306 – Systems Simulation G. Yücel

 M/G/1 Queue
Steady state parameters

 =/
2 (1 /  2 +  2 )  2 (1 +  2  2 )
L=+ =+
2(1 −  ) 2(1 −  )
 (1 /  2 +  2 )
1
W= +
 2(1 −  )
 (1 /  2 +  2 )
WQ =
2(1 −  )
2 (1 /  2 +  2 )  2 (1 +  2  2 )
LQ = =
2(1 −  ) 2(1 −  )
P0 = 1 − 
IE 306 – Systems Simulation G. Yücel
 M/M/1 Queue
Steady state parameters

 =/
 
L= =
(  −  ) (1 −  )
1 1
W= =
 −   (1 −  )
 
WQ = =
 −  (1 −  )
2 2
LQ = =
 (  −  ) (1 −  )
Pn = (1 −  )  n
IE 306 – Systems Simulation G. Yücel
 M/M/c Queue
 =  / c
(c ) c +1 P0 P( L()  c)
L = c + = c +
c(c!)(1 −  ) 2
(1 −  )
W = L/
WQ = W − 1 / 
(c ) c +1 P0 P( L()  c)
LQ = WQ = =
c(c!)(1 −  ) 2
(1 −  )
−1
 (c )  
c −1 n
c 1  1 
P0 =   + (c )    
 n =0 n!    c!  1 −   
(c ) c P0
P ( L ( )  c ) =
(c!)(1 −  )
IE 306 – Systems Simulation G. Yücel