Queueing Models

Resource: Banks, Carson, Nelson & Nicol

Discrete-Event System Simulation

Purpose

Simulation is often used in the analysis of queueing models.

A simple but typical queueing model:

Queueing models provide the analyst with a powerful tool for

designing and evaluating the performance of queueing
systems.
Typical measures of system performance:

Server utilization, length of waiting lines, and delays of customers

For relatively simple systems, compute mathematically
For realistic models of complex systems, simulation is usually
required.
2

Outline

Discuss some well-known models (not development

of queueing theories):

General characteristics of queues,

Meanings and relationships of important performance
measures,
Estimation of mean measures of performance.
Effect of varying input parameters,
Mathematical solution of some basic queueing models.

Characteristics of Queueing Systems

Key elements of queueing systems:

Customer: refers to anything that arrives at a facility and requires

service, e.g., people, machines, trucks, emails.
Server: refers to any resource that provides the requested
service, e.g., repairpersons, retrieval machines, runways at
airport.

Calling Population
[Characteristics of Queueing System]

Calling population: the population of potential customers,

may be assumed to be finite or infinite.

Finite population model: if arrival rate depends on the number of

customers being served and waiting, e.g., model of one
corporate jet, if it is being repaired, the repair arrival rate
becomes zero.
Infinite population model: if arrival rate is not affected by the
number of customers being served and waiting, e.g., systems
with large population of potential customers.

System Capacity
[Characteristics of Queueing System]

System Capacity: a limit on the number of customers

that may be in the waiting line or system.

Limited capacity, e.g., an automatic car wash only has room for
10 cars to wait in line to enter the mechanism.
Unlimited capacity, e.g., concert ticket sales with no limit on the
number of people allowed to wait to purchase tickets.

Arrival Process
[Characteristics of Queueing System]

For infinite-population models:

In terms of interarrival times of successive customers.

Random arrivals: interarrival times usually characterized by a
probability distribution.

Scheduled arrivals: interarrival times can be constant or constant

plus or minus a small random amount to represent early or late
arrivals.

Most important model: Poisson arrival process (with rate ), where An

represents the interarrival time between customer n-1 and customer
n, and is exponentially distributed (with mean 1/).

e.g., patients to a physician or scheduled airline flight arrivals to an

airport.

At least one customer is assumed to always be present, so the

server is never idle, e.g., sufficient raw material for a machine.
7

Arrival Process
[Characteristics of Queueing System]

For finite-population models:

Customer is pending when the customer is outside the queueing

system, e.g., machine-repair problem: a machine is pending
when it is operating, it becomes not pending the instant it
demands service from the repairman.
Runtime of a customer is the length of time from departure from
the queueing system until that customers next arrival to the
queue, e.g., machine-repair problem, machines are customers
and a runtime is time to failure.

Queue Behavior and Queue Discipline

[Characteristics of Queueing System]

Queue behavior: the actions of customers while in a queue

waiting for service to begin, for example:
Balk: leave when they see that the line is too long,
Renege: leave after being in the line when its moving too slowly,
Jockey: move from one line to a shorter line.

Queue discipline: the logical ordering of customers in a queue

that determines which customer is chosen for service when a
server becomes free, for example:

First-in-first-out (FIFO)
Last-in-first-out (LIFO)
Service in random order (SIRO)
Shortest processing time first (SPT)
Service according to priority (PR).

Service Times and Service Mechanism

[Characteristics of Queueing System]

Service times of successive arrivals are denoted by S1,

S2 , S 3 .

May be constant or random.

{S1, S2, S3, } is usually characterized as a sequence of
independent and identically distributed random variables, e.g.,
exponential, Weibull, gamma, lognormal, and normal distribution.

A queueing system consists of a number of service

centers and interconnected queues.

Each service center consists of some number of servers, c,

working in parallel, upon getting to the head of the line, a
customer takes the 1st available server.

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Service Times and Service Mechanism

[Characteristics of Queueing System]

Example: consider a discount warehouse where

customers may:

Serve themselves before paying at the cashier:

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Service Times and Service Mechanism

[Characteristics of Queueing System]

Wait for one of the three clerks:

12

Queueing Notation
[Characteristics of Queueing System]

A notation system for parallel server queues: A/B/c/N/K

A represents the interarrival-time distribution,

B represents the service-time distribution,
c represents the number of parallel servers,
N represents the system capacity,
K represents the size of the calling population.

Common symbols for A and B include M (exponential or Markov);

D (constant or deterministic); Ek (Erlang) , H (hyperexponential);
G (arbitrary or general).

13

Queueing Notation
[Characteristics of Queueing System]

Primary performance measures of queueing systems:

Pn: steady-state probability of having n customers in system,

Pn(t):
probability of n customers in system at time t,
: arrival rate,
e: effective arrival rate,
: service rate of one server,
: server utilization,
An: interarrival time between customers n-1 and n,
Sn: service time of the nth arriving customer,
Wn: total time spent in system by the nth arriving customer,
W nQ:
total time spent in the waiting line by customer n,
L(t): the number of customers in system at time t,
LQ(t):
the number of customers in queue at time t,
L: long-run time-average number of customers in system,
LQ: long-run time-average number of customers in queue,
w :
long-run average time spent in system per customer,
wQ: long-run average time spent in queue per customer.
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Time-Average Number in System L

[Characteristics of Queueing System]

Consider a queueing system over a period of time T,

Let Ti denote the total time during [0,T] in which the system
contained exactly i customers, the time-weighted-average number
in a system is defined by:
1
L
T

i 0

i 0

Ti

Consider the total area under the function is L(t), then,

1
1 T

L
iTi
L(t )dt
0
T i 0
T

iTi

1
L
L(t#)dtin
L as with
T probability

The long-run time-average

system,
1:
T 0

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Time-Average Number in System L

[Characteristics of Queueing System]

The time-weighted-average number in queue is:

1
1 T
Q

LQ
iTi
LQ (t )dt LQ as T
T i 0
T 0

G/G/1/N/K example: consider the results from the queueing

system (N > 4, K > 3).
L [0(3) 1(12 ) 2(4) 3(1)] / 20
23 / 20 1.15 cusomters

if L(t) 0
0,
L(t ) 1, if L(t) 1

LQ (t )

0(15 ) 1(4) 2(1)

LQ
0.3 customers
20
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Average Time Spent in System Per

Customer w [Characteristics of Queueing System]

The average time spent in system per customer, called

N
the average system time, is:
1
w

i 1

where W1, W2, , WN are the individual times that each of the N
customers spend in the system during [0,T].
w w as N
For stable systems:
If the system under
is the queue alone:
1 Nconsideration
Q
w Q Wi w Q as N
N i 1
G/G/1/N/K
example (cont.):
the average system time is
W W ... W
2 (8 3) ... (20 16 )
w

4.6 time units

17

The Conservation Equation

[Characteristics of Queueing System]

Conservation equation (a.k.a. Littles law)

Average # in
system

L w

Average
System time

Arrival rate

L w as T and N

Holds for almost all queueing systems or subsystems (regardless

of the number of servers, the queue discipline, or other special
circumstances).
G/G/1/N/K example (cont.): On average, one 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.
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Server Utilization
[Characteristics of Queueing System]

Definition: the proportion of time that a server is busy.

Observed server utilization, , is defined over a specified time

interval [0,T].
Long-run server utilization is .
For systems with long-run stability:
as T

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Server Utilization
[Characteristics of Queueing System]

For G/G/1// queues:

Any single-server queueing system with average arrival rate
customers per time unit, where average service time E(S) = 1/
time units, infinite queue capacity and calling population. The
server is working at the rate customers per time unit, on the
average; is called the service rate.
Conservation equation, L = w, can be applied.
For a stable system, the average arrival rate to the server, s,
must be identical to .
The average number of customers in the server is:

1
L s
T

T T0

L
(
t
)

L
(
t
)
dt

Q
0
T
T

In example: Ls = 17/20 =

20

Server Utilization
[Characteristics of Queueing System]

In general, for a single-server queue:

Ls Ls as T
and

E ( s )

For a single-server stable queue:

For an unstable queue (), long-run server utilization is 1.

The quantity is called the offered load and is a measure of

the workload imposed on the system.
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Server Utilization
[Characteristics of Queueing System]

For G/G/c// queues:

A system with c identical servers in parallel.
If an arriving customer finds more than one server idle, the
customer chooses a server without favoring any particular server.
For systems in statistical equilibrium, the average number of busy
servers, Ls, is: Ls, = E(s) = .
The long-run average server utilization is:

Ls

, where c for stable systems

c
c

Example: Customers arrive at random to a license bureau at a rate

of = 50 customers per hour. Currently, there are 20 clerks, each
serving 5 customers per hour on the average. What is average
utilization and the average number of busy servers.
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Server Utilization and System Performance

[Characteristics of Queueing System]

System performance varies widely for a given utilization

For example, a D/D/1 (deterministic arrival and service)

queue where E(A) = 1/ and E(S) = 1/, where:
L = = , w = E(S) = 1/, LQ = WQ = 0.

By varying and , server utilization can assume any value

between 0 and 1.
Yet there is never any line.

In

general, variability of interarrival and service times

causes lines to fluctuate in length.

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Server Utilization and System Performance

[Characteristics of Queueing System]

Example: A physician who schedules patients every 10 minutes and

spends Si minutes with the ith patient:
9 minutes with probabilit y 0.9
Si

12 minutes with probabilit y 0.1

Arrivals are deterministic, A1 = A2 = = -1 = 10.

Services are stochastic, E(Si) = 9.3 min and V(S0) = 0.81 min2.

On average, the physician's utilization = = 0.93 < 1.

Consider the system is simulated with service times: S1 = 9, S2 =
12, S3 = 9, S4 = 9, S5 = 9, . The system becomes:

The occurrence of a relatively long service time (S

24 2 = 12) causes a

Costs in Queueing Problems

[Characteristics of Queueing System]

Costs can be associated with various aspects of the

waiting line or servers:

System incurs a cost for each customer in the queue, say at a

rate of $10 per hour per customer.
The average cost per customer is:
Q
N

j 1

$10 * w Q

Wj is the time
customer j spends
in queue

If customers per hour arrive (on average), the average cost

per hour is: customer $10 * wQ $10 * w Q $10 * LQ / hour

$10 *W jQ

hour

customer

Server may also impose costs on the system, if a group of c

parallel servers (1 c ) have utilization r, each server imposes
a cost of $5 per hour while busy.
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The total server cost is: $5*c

Example

A tool crip has exponential interarrival and

service times and serves a very large group of
mechanics. The mean time between arrivals is 4
min. It takes 3 min. On the average for a toolcrib attendat to service a mechanic. The
attendant is paid 10$ per hour and the mechanic
is paid 15 $ per hour. Would it be advisable to
have a second tool-crib attendant ?

26

Steady-State Behavior of Infinite-Population

Markovian Models

Markovian models: exponential-distribution arrival process

(mean arrival rate = ), (exponentially distributed with mean 1/

Service times may be exponentially distributed as well (M) or

arbitrary (G).
A queueing system is in statistical equilibrium or steady-state if
the probability that the system is in a given state is not time
dependent:
P( L(t) = n ) = Pn(t) = Pn.
Mathematical models for staedy-state behavior can be used to
obtain approximate results even when the model assumptions
do not strictly hold (as a rough guide).
Simulation can be used for more refined analysis (more faithful
representation for complex systems).
27

Steady-State Behavior of Infinite-Population

Markovian Models

For the simple model, the steady-state parameter, L, the timeaverage number of customers in the system is:

L nPn
n 0

Apply Littles equation to the whole system and to the queue alone:

L
1
, wQ w

LQ wQ

G/G/c// example: to have a statistical equilibrium,

a
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necessary and sufficient condition is /(c) < 1.

M/G/1 Queues

[Steady-State of Markovian Model]

Single-server queues with Poisson arrivals & unlimited capacity.

Suppose service times have mean 1/ and variance 2 and =
< 1, the steady-state parameters of M/G/1 queue:

/ , P0 1
2 (1 2 2 )
2 (1 2 2 )
L
, LQ
2(1 )
2(1 )
1 (1 / 2 2 )
(1 / 2 2 )
w
, wQ

2(1 )
2(1 )
L LQ
29

Example

For a widget-making machine, it is assumed that

malfunctions occur according to a poisson
process, at the rate = 1.5 per hour.
Observation over several months has found that
repair times by the single mechanic take an
average time of 30 min, with a standart deviation
of 20 min. Find out the average number of
broken machines.

30

M/G/1 Queues

[Steady-State of Markovian Model]

No

simple expression for the steady-state probabilities

P0 , P 1 ,

LQ = is the time-average number of customers

being served.
Average length of queue, LQ, can be rewritten as:
L

2
2 2
LQ

2(1 ) 2(1 )

If and are held constant, LQ depends on the variability, 2,

of the service times.
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M/G/1 Queues

[Steady-State of Markovian Model]

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 = 2 per hour (1/30 per minute).

Able: 1/ = 24 minutes and 2 = 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- = 1/5 = 20%.
(1 / 30 ) 2 [25 2 4]
customers
2 2.097
2
Baker: 1/ =LQ
25 minutes
and

=
2
=
4 minutes2:
2(1 5 / 6)

32

The proportion of arrivals who find Baker idle and thus experience no delay is

M/M/1 Queues

[Steady-State of Markovian Model]

Suppose the service times in an M/G/1 queue are

exponentially distributed with mean 1/, then the variance
is 2 = 1/2.
M/M/1 queue is a useful approximate model when service
times have standard deviation approximately equal to their
means.
The steady-state parameters: (example: 6.10-page: 223)

/ ,

Pn 1 n

2
2
L

, LQ

1
1
1
1

, wQ

(1 )
(1 )
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M/M/1 Queues

[Steady-State of Markovian Model]

Example: M/M/1 queue with service rate customers

per hour.

Consider how L and w increase as arrival rate, , increases from 5

to 8.64 by increments of 20%:

If 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 .
EXAMPLE 6.12 page 225
EXAMPLE: Prob.2 page 243

34

Effect of Utilization and Service Variability

[Steady-State of Markovian Model]

For almost all queues, if lines are too long, they can be reduced
by decreasing server utilization () or by decreasing the service
time variability (2).
A measure of the variability of a distribution, coefficient of
variation (cv):
V (X )
2
(cv)

E ( X ) 2

The larger cv is, the more variable is the distribution relative to its
expected value

35

Effect of Utilization and Service Variability

[Steady-State of Markovian Model]

Consider LQ for any M/G/1

queue:
2 (1 2 2 )
LQ
2(1 )
2

1 (cv) 2

LQ for M/M/1
queue
Corrects the M/M/1
formula to account
for a nonexponential service
time distn
36

Multiserver Queue

[Steady-State of Markovian Model]

M/M/c// queue: c channels operating in parallel.

Each channel has an independent and identical exponential

service-time distribution, with mean 1/.
To achieve statistical equilibrium, the offered load () must
satisfy < c, where /(c) = is the server utilization.
Some of the steady-state probabilities:
/ c

c
( / ) 1 c
P0


n
!

c
!
c

n 0
(c ) c 1 P0
P L ( ) c
L c

c(c!)(1 ) 2
1
L
w ;..wQ w (1 / );.. LQ wQ

L LQ / c
37
c 1

Multiserver Queue

Value of P0

for M/M/c
model.

38

Multiserver Queue
Values of
L for
M/M/c
models.

39

Multiserver Queue

[Steady-State of Markovian Model]

Other common multiserver queueing models:

M/G/c/: general service times and c parallel server. The

parameters can be approximated from those of the M/M/c//
model.(example: 6.15-p. 232)

M/G/: general service times and infinite number of servers, e.g.,

customer is its own system, service capacity far exceeds service
demand.(example: 6.16-p.232)

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).(example: 6-17-p.234)
40

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/).
Service times are also exponentially distributed.
c parallel servers and system capacity is K.

41

Steady-State Behavior of Finite-Population

Models

Some of the steady-state probabilities:

c 1

K

n 0 n

K

n

P0 ,

P0

Pn

K!

( K n)!c!c
n c

n c

K!

( K n)! c!c n c

nP ,
n

n 0,1,..., c 1
n

w L / e ,

n c, c 1,... K

e / c

n 0

where e is the long run effective arrival rate of customers to queue (or entering/exiting service)

( K n )P

n 0

42

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: = 1/20 and = 1/5.
All of the performance measures depend on P0:

2 1

10

n 0 n

P0

20

10

10!

(10 n)!2!2
n2

n2

20

Then, we can obtain the other Pn.

10 of machines in system:
Expected number

nP

0.065

3.17 machines

n 0

K number
L 10 of
3.17
6.83 machines
The average
running
machines:
43