QUEUING THEORY
[M/M/C MODEL]
Student Adviser:-Assist.Prof. Sanjay Kumar
Student:-Ram Niwas Meena
Semester:-Fourth
Delay is the enemy of efficiency and Waiting is the enemy of utilization
OVERVIEW
What is queuing theory?
Examples of Real World Queuing Systems?
Components of a Basic Queuing Process
A Commonly Seen Queuing Model
Terminology and Notation
Littles Formula
The M/M/1 model
Example
M/M/c Model
WHAT IS QUEUING THEORY?
Mathematical analysis of queues and waiting times in stochastic
systems.
Used extensively to analyze production and service processes
exhibiting random variability in market demand (arrival times)
and service times.
Queues arise when the short term demand for service exceeds the
capacity
Most often caused by random variation in service times and the
times between customer arrivals.
If long term demand for service > capacity the queue will explode!
Queuing theory is the mathematical study of waiting lines (or
queues) that enables mathematical analysis of several related
processes, including arriving at the (back of the) queue, waiting
in the queue, and being served by the Service Channels at the
front of the queue.
2
What do you mean by Balking, Reneging, Jockeying?
Balking
If a customer decides not to enter the queue since it is too long is called
Balking
Reneging
If a customer enters the queue but after sometimes loses patience and leaves it
is called Reneging
Jockeying
When there are 2 or more parallel queues and the customers move from one
queue to another is called Jockeying
What is Transient & Steady State of the system?
Queuing analysis involves the systems behavior over time. If the operating
characteristics vary with time then it is said to be transient state of the
system.
If the behavior becomes independent of its initial conditions (no. of
customers in the system) and of the elapsed time is called Steady State
condition of the system
3
QUEUING MODELS CALCULATE:
Average number of customers in the system waiting and being served
Average number of customers waiting in the line
Average time a customer spends in the system waiting and being served
Average time a customer spends waiting in the waiting line or queue.
Probability no customers in the system
Probability n customers in the system
Utilization rate: The proportion of time the system is in use.
Examples of Real World Queuing Systems?
Commercial Queuing Systems
Commercial organizations serving external customers
Ex. , bank, ATM, gas stations
Transportation service systems
Vehicles are customers or servers
Ex. Vehicles waiting at toll stations and traffic lights, trucks or
ships waiting to be loaded, taxi cabs, fire engines, elevators, buses
Business-internal service systems
Customers receiving service are internal to the organization
providing the service
Ex. Inspection stations, conveyor belts, computer support
Social service systems
Ex. Judicial process, hospital, waiting lists for organ transplants
or student dorm rooms
5
Population of
dirty cars
Arrivals
from the
general
population
Queue
Service
(waiting line) facility
Exit the system
Prabhakar
Car Wash
enter
Arrivals to the system
Arrival Characteristics
Size of the population
Behavior of arrivals
Statistical distribution
of arrivals
In the system
Waiting Line
Characteristics
Limited vs. unlimited
Queue discipline
exit
Exit the system
Service Characteristics
Service design
Statistical distribution of
service
Components of a Basic Queuing Process (II)
The calling population
The population from which customers/jobs originate
The size can be finite or infinite (the latter is most
common)
Can be homogeneous (only one type of customers/
jobs) or heterogeneous (several different kinds of
customers/jobs)
The Arrival Process
Determines how, when and where customer/jobs
arrive to the system
Important characteristic is the customers/jobs
inter-arrival times
To correctly specify the arrival process requires data
collection of inter arrival times and statistical
analysis.
Components of a Basic Queuing Process (III)
The queue configuration
Specifies the number of queues
Single or multiple lines to a number of service
stations
Their location
Their effect on customer behavior
Balking and reneging
Their maximum size (# of jobs the queue can hold)
Distinction between infinite and finite capacity
Components of a Basic Queuing Process (IV)
The Service Mechanism
Can involve one or several service facilities with one or several
parallel service channels (servers) - Specification is required
The service provided by a server is characterized by its service
time
Specification is required and typically involves data gathering
and statistical analysis.
Most analytical queuing models are based on the assumption
of exponentially distributed service times, with some
generalizations.
The queue discipline
Specifies the order by which jobs in the queue are being served.
Most commonly used principle is FIFO.
Other rules are, for example, LIFO, SPT, EDD
Can entail prioritization based on customer type.
A Commonly Seen Queuing Model (I)
The Queuing System
The Service Facility
C S = Server
The Queue
Customers (C)
CCCC
C S
C S
Customer =C
11
A Commonly Seen Queuing Model (II)
Service times as well as inter arrival times are assumed independent
and identically distributed
If not otherwise specified
Commonly used notation principle: (a/b/c):(d/e/f)
a = The inter arrival time distribution
b = The service time distribution
c = The number of parallel servers
d= Queue discipline
e = maximum number (finite/infinite) allowed in the system
f = size of the calling source(finite/infinite)
Commonly used distributions
M = Markovian (exponential/possion) arrivals or departurs distribution
Memoryless
D = Deterministic distribution
G = General distribution
Example: M/M/c
Queuing system with exponentially distributed service and inter-arrival times
and c servers
12
Example Service Utilization
Factor
Consider an M/M/1 queue with arrival rate = and service intensity =
=
Expected capacity demand per time unit
=
Expected capacity per time unit
Capacity Demand
Available Capacity
Similarly if there are c servers in parallel, i.e., an M/M/c system but the
expected capacity per time unit is then c*
Capacity Demand
Available Capacity c *
14
Terminology and Notation
The state of the system = the number of customers in the
system
Queue length = (The state of the system) (number of
customers being served)
n =Number of customers/jobs in the system at time t
Pn(t) =The probability that at time t, there are n customers/jobs
in the system.
n =Average arrival intensity (= # arrivals per time unit) at n
customers/jobs in the system
n =Average service intensity for the system when there are n
customers/jobs in it.
=The utilization factor for the service facility. (= The expected
fraction of the time that the service facility is being used)
13
Notation For Steady State Analysis
Pn = The probability that there are exactly n
customers/jobs in the system (in steady state,
i.e., when t)
L = Expected number of customers in the
system (in steady state)
Lq = Expected number of customers in the queue
(in steady state)
W = Expected time a customer spends in the
system
Wq=Expected time a customer spends in the queue
15
Littles Formula
Assume that n = and n = for all n
L W
Lq Wq
Assume that n is dependent on n
Let Pn n
n 0
L W
Lq Wq
16
The M/M/1 - model
Assumptions - the Basic Queuing Process
Infinite Calling Populations
The arrival process is Poisson with an expected arrival
rate
Independent of the number of customers currently in the system
The queue configuration is a single queue with possibly
infinite length
Independence between arrivals
No reneging or balking
The queue discipline is FIFO
The service mechanism consists of a single server with
exponentially distributed service times
= expected service rate when the server is busy
17
The M/M/1 Model
n= and n = for all values of n=0, 1, 2,
n1
n+1
Steady State condition: = (/) < 1
P0 = 1-
Pn = n(1- )
P(nk) = k
L=/(1- )
Lq= 2/(1- ) = L-
W=L/=1/(- )
Wq=Lq/= /( (- ))
18
Example SMS Hospital
Situation
Patients arrive according to a Poisson process with intensity
( the time between arrivals is exp() distributed.
The service time (the doctors examination and treatment
time of a patient) follows an exponential distribution with
mean 1/ (=exp() distributed)
The SMS can be modeled as an M/M/c system where c=the
number of doctors
Data gathering
= 2 patients per hour
= 3 patients per hour
Questions
Should the capacity be increased from 1 to 2 doctors?
How are the characteristics of the system (, Wq, W, Lq
and L) affected by an increase in service capacity?
19
Summary of Results SMS Hospital
Interpretation
To be in the queue = to be in the waiting room
To be in the system = to be in the ER (waiting or under treatment)
Characteristic
One doctor (c=1)
Two Doctors (c=2)
2/3
1/3
P0
1/3
1/2
(1-P0)
2/3
1/2
P1
2/9
1/3
Lq
4/3 patients
1/12 patients
2 patients
3/4 patients
Wq
2/3 h = 40 minutes
1/24 h = 2.5 minutes
1h
3/8 h = 22.5 minutes
Is it warranted to hire a second doctor ?
20
Generalized Poisson queuing model
In steady state the following balance equation must
hold for every state n (proved via differential
equations)
The Rate In = Rate Out Principle:
Mean entrance rate = Mean departure rate
In addition the probability of being in one of the states must equal 1
Pi 1
i 0
21
Generalized Poisson queuing model
State
Balance Equation
1P1 0 P0
0 P0 2 P2 1P1 1P1
n 1Pn 1 n 1Pn 1 ( n n ) Pn
0
P1 P0
1
1
P2
P1
2
n 1
Pn
Pn 1
n
0 01 01 2
Normalization : Pi P0 1
1
1 1 2 1 2 3
i 0
C0
C2
22
Steady State Measures of Performance
Steady State Probabilities
P0 1
Pn n P0
Expected Number of customers in the System and in
the Queue
Assuming c parallel servers
L n Pn
n 0
Lq (n c) Pi
n c
23
COMPONENTS OF A QUEUING SYSTEM
Service Process
Queue or
Waiting Line
Arrival Process
Servers
Exit
The M/M/c Model (I)
Generalization of the M/M/1 model
Allows for c identical servers working independently from each
other
c 1 ( / ) n
n 0
P0
n!
(c-1)
c+1
c-1
c-2
(c-2)
( / )
1
c!
1 ( /(c)
( / ) n
P0
n!
for n 1,2, , c
n
( / ) P
c!c n c 0
for n c 1, c 2,
Pn
Steady State
Condition:
=(/c)<1
25
The M/M/c Model (II)
A Condition for existence of a steady state solution is that = /(c)
<1
Lq
( n c) Pn ...
n c
( / )c
c!(1 )
P
2 0
Littles Formula Wq=Lq/
W=Wq+(1/)
Littles Formula
L=W= (Wq+1/ ) = Lq+ /
26
The M/M/c/K Model (I)
An M/M/c model with a maximum of K customers/jobs
allowed in the system
If the system is full when a job arrives it is denied entrance to
the system and the queue.
Interpretations
A waiting room with limited capacity (for example, the ER at
County Hospital), a telephone queue or switchboard of
restricted size
Customers that arrive when there is more than K clients/jobs
in the system choose another alternative because the queue is
too long (Balking)
27
The M/M/c/K Model (II)
The state diagram has exactly K states provided that
c<K
c-1
3 (c-1)
K-1
c
K
c
The general expressions for the steady state
probabilities, waiting times, queue lengths etc. are
obtained through the balance equations as before (Rate
In = Rate Out; for every state)
28
The M/M/c//N Model (I)
An M/M/c model with limited calling population, i.e., N
clients
A common application: Machine maintenance
c service technicians is responsible for keeping N service
stations (machines) running, that is, to repair them as soon as
they break
Customer/job arrivals = machine breakdowns
Note, the maximum number of clients in the system = N
Assume that (N-n) machines are operating and the time
until breakdown for each machine i, Ti, is exponentially
distributed (Tiexp()). If U = the time until the next
breakdown
U = Min{T1, T2, , TN-n} Uexp((N-n))).
29
The M/M/c//N Model (II)
The State Diagram (c service technicians and N machines)
= Arrival intensity per operating machine
= The service intensity for a service technician
N
(N-1)
1
(N-(c-1))
2
c-1
N-1
c
3 (c-1)
2
c
General expressions for this queuing model can be obtained from the
balance equations as before
30
Reference:-
1. Operations research:an introduction
By:- Hamdy A. Taha
2 . Operations research
By:-P.Sankar Iyar
