Queuing Analysis. Chapter Copyright 2010 Pearson Education, Inc. Publishing as Prentice Hall

Size: px
Start display at page:

Download "Queuing Analysis. Chapter Copyright 2010 Pearson Education, Inc. Publishing as Prentice Hall"

Transcription

1 Queuing Analysis Chapter

2 Chapter Topics Elements of Waiting Line Analysis The Single-Server Waiting Line System Undefined and Constant Service Times Finite Queue Length Finite Calling Problem The Multiple-Server Waiting Line Additional Types of Queuing Systems 13-2

3 Overview Significant amount of time spent in waiting lines by people, products, etc. Providing quick service is an important aspect of quality customer service. The basis of waiting line analysis is the trade-off between the cost of improving service and the costs associated with making customers wait. Queuing analysis is a probabilistic form of analysis. The results are referred to as operating characteristics. Results are used by managers of queuing operations to make decisions. 13-3

4 Elements of Waiting Line Analysis (1 of 2) Waiting lines form because people or things arrive at a service faster than they can be served. Most operations have sufficient server capacity to handle customers in the long run. Customers however, do not arrive at a constant rate nor are they served in an equal amount of time. 13-4

5 Elements of Waiting Line Analysis (2 of 2) Waiting lines are continually increasing and decreasing in length and approach an average rate of customer arrivals and an average service time, in the long run. Decisions concerning the management of waiting lines are based on these averages for customer arrivals and service times. They are used in formulas to compute operating characteristics of the system which in turn form the basis of decision making. 13-5

6 The Single-Server Waiting Line System (1 of 2) Components of a waiting line system include arrivals (customers), servers, (cash register/operator), customers in line form a waiting line. Factors to consider in analysis: The queue discipline. The nature of the calling population The arrival rate The service rate. 13-6

7 The Single-Server Waiting Line System (2 of 2) Figure

8 Single-Server Waiting Line System Component Definitions Queue Discipline: The order in which waiting customers are served. Calling Population: The source of customers (infinite or finite). Arrival Rate: The frequency at which customers arrive at a waiting line according to a probability distribution (frequently described by a Poisson distribution). Service Rate: The average number of customers that can be served during a time period (often described by the negative exponential distribution). 13-8

9 Single-Server Waiting Line System Single-Server Model Assumptions of the basic single-server model: An infinite calling population A first-come, first-served queue discipline Poisson arrival rate Exponential service times Symbols: λ = the arrival rate (average number of arrivals/time period) µ = the service rate (average number served/time period) Customers must be served faster than they arrive (λ < µ) or an infinitely large queue will build up. 13-9

10 Single-Server Waiting Line System Basic Single-Server Queuing Formulas (1 of 2) Probability that no customers are in the queuing system: P = 1 λ 0 µ Probability that n customers are in the system: P n n n = λ P = λ λ µ 1 0 µ µ Average number of customers in system: L= λ µ λ Average number of customer in the waiting line: Lq λ2 = µµ λ 13-10

11 Single-Server Waiting Line System Basic Single-Server Queuing Formulas (2 of 2) Average time customer spends waiting and being served: W = 1 = L µ λ λ Average time customer spends waiting in the queue: W = λ q µµ λ Probability that server is busy (utilization factor): U = λ µ Probability that server is idle: I= 1 U= 1 λ µ 13-11

12 Single-Server Waiting Line System Operating Characteristics: Fast Shop Market (1 of 2) λ = 24 customers per hour arrive at checkout counter µ = 30 customers per hour can be checked out P = 1 λ (1-24/30) 0 µ = =.20 probability of no customers in the system Lq L= λ = 24/(30-24) = 4 customers on the avg in the system µ λ λ2 = µµ λ = (24) 2/[30(30-24)] = 3.2 customers on the avg in the waiting line 13-12

13 Single-Server Waiting Line System Operating Characteristics for Fast Shop Market (2 of 2) W = 1 = L= 1/[30-24] µ λ λ = hour (10 min) avg time in the system per customer Wq = λ = 24/[30(30-24)] µµ λ = hour (8 min) avg time in the waiting line U = λ µ = 24/30 =.80 probability server busy,.20 probability server will be idle 13-13

14 Single-Server Waiting Line System Steady-State Operating Characteristics Because of steady-state nature of operating characteristics: Utilization factor, U, must be less than one: U < 1, or λ / µ < 1 and λ < µ. The ratio of the arrival rate to the service rate must be less than one or, the service rate must be greater than the arrival rate. The server must be able to serve customers faster than the arrival rate in the long run, or waiting line will grow to infinite size

15 Single-Server Waiting Line System Effect of Operating Characteristics (1 of 6) Manager wishes to test several alternatives for reducing customer waiting time: 1. Addition of another employee to pack up purchases 2. Addition of another checkout counter. Alternative 1: Addition of an employee (raises service rate from µ = 30 to µ = 40 customers per hour). Cost $150 per week, avoids loss of $75 per week for each minute of reduced customer waiting time. System operating characteristics with new parameters: P o =.40 probability of no customers in the system L = 1.5 customers on the average in the queuing system 13-15

16 Single-Server Waiting Line System Effect of Operating Characteristics (2 of 6) System operating characteristics with new parameters (continued): L q = 0.90 customer on the average in the waiting line W = hour average time in the system per customer W q = hour average time in the waiting line per customer U =.60 probability that server is busy and customer must wait I =.40 probability that server is available Average customer waiting time reduced from 8 to 2.25 minutes worth $ per week

17 Single-Server Waiting Line System Effect of Operating Characteristics (3 of 6) Alternative 2: Addition of a new checkout counter ($6,000 plus $200 per week for additional cashier). λ = 24/2 = 12 customers per hour per checkout counter µ = 30 customers per hour at each counter System operating characteristics with new parameters: P o =.60 probability of no customers in the system L = 0.67 customer in the queuing system L q = 0.27 customer in the waiting line W = hour per customer in the system W q = hour per customer in the waiting line U =.40 probability that a customer must wait I =.60 probability that server is idle 13-17

18 Single-Server Waiting Line System Effect of Operating Characteristics (4 of 6) Savings from reduced waiting time worth: $500 per week - $200 = $300 net savings per week. After $6,000 recovered, alternative 2 would provide: $ = $18.75 more savings per week

19 Single-Server Waiting Line System Effect of Operating Characteristics (5 of 6) Table 13.1 Operating Characteristics for Each Alternative System 13-19

20 Single-Server Waiting Line System Effect of Operating Characteristics (6 of 6) Figure 13.2 Cost Trade-Offs for Service Levels 13-20

21 Single-Server Waiting Line System Solution with Excel and Excel QM (1 of 2) Exhibit

22 Single-Server Waiting Line System Solution with Excel and Excel QM (2 of 2) Exhibit

23 Single-Server Waiting Line System Solution with QM for Windows Exhibit

24 Single-Server Waiting Line System Undefined and Constant Service Times Constant, rather than exponentially distributed service times, occur with machinery and automated equipment. Constant service times are a special case of the single-server model with undefined service times. Queuing formulas: Lq P = 1 λ 0 µ λσ + λµ / = 21 λ / µ W q Lq = λ W = W + 1 q µ L= L + λ q µ U = λ µ 13-24

25 Single-Server Waiting Line System Undefined Service Times Example (1 of 2) Data: Single fax machine; arrival rate of 20 users per hour, Poisson distributed; undefined service time with mean of 2 minutes, standard deviation of 4 minutes. Operating characteristics: P L 0 q = 1 λ 1 20 µ = =.33 probability that machine not in use λσ + λµ / 20 1/ / 30 = = 2 1 λ / µ /30 = 3.33 employees waiting in line L= L + λ 3.33 (20/ 30) q µ = + = 4.0 employees in line and using the machine 13-25

26 Single-Server Waiting Line System Undefined Service Times Example (2 of 2) Operating characteristics (continued): W q Lq = = 3.33= hour = 10 minutes waiting time λ 20 W = W hour q µ = + = 30 = 12 minutes in the system U = λ 20 µ = = 67% machine utilization

27 Single-Server Waiting Line System Constant Service Times Formulas In the constant service time model there is no variability in service times; σ = 0. Substituting σ = 0 into equations: / 0 / / 2 L λ σ λ µ λ λ µ λ µ + + = λ q 21 λ / µ = 21 λ / µ = 21 λ / = µ 2µ µ λ All remaining formulas are the same as the single-server formulas

28 Single-Server Waiting Line System Constant Service Times Example Car wash servicing one car at a time; constant service time of 4.5 minutes; arrival rate of customers of 10 per hour (Poisson distributed). Determine average length of waiting line and average waiting time. λ = 10 cars per hour, µ = 60/4.5 = 13.3 cars per hour L q 2 = λ = (10)2 = 2 µµ ( λ) 2(13.3)( ) 1.14 cars waiting W q Lq = = 1.14 = hour or 6.84 minutes waiting time λ

29 Undefined and Constant Service Times Solution with Excel Exhibit

30 Undefined and Constant Service Times Solution with QM for Windows Exhibit

31 Finite Queue Length In a finite queue, the length of the queue is limited. Operating characteristics, where M is the maximum number in the system: n P 1 λ / µ = P = ( P) λ for n M 0 n 0 1 ( λ / µ ) M 1 µ + / ( 1)( / ) M 1 L λ µ M λ µ + = + L = L λ(1 P ) M q 1 λ / µ 1 ( λ / µ ) M+ 1 µ W = L W = W 1 q λ(1 P ) µ M 13-31

32 Finite Queue Length Example (1 of 2) Metro Quick Lube single bay service; space for one vehicle in service and three waiting for service; mean time between arrivals of customers is 3 minutes; mean service time is 2 minutes; both interarrival times and service times are exponentially distributed; maximum number of vehicles in the system equals 4. P 0 Operating characteristics for λ = 20, µ = 30, M = 4: = 1 λ / µ = 1 20/30 =.38 probability that system is empty 1 ( λ / µ ) M+ 1 1 (20/ 30)5 P M n= M 4 = ( P) λ (.38) probability that system is full 0 µ = =

33 Finite Queue Length Example (2 of 2) Average queue lengths and waiting times: / ( 1)( / ) M 1 L λ µ M λ µ + = + 1 λ / µ 1 ( λ / µ ) M+ 1 L= 20/30 (5)(20/ 30)5 = 1.24 cars in the system 1 20/ 30 1 (20/ 30)5 L q = L λ (1 P ) M (1.076) µ = = 0.62 cars waiting 30 W = L = 1.24 = hours waiting in the system λ(1 P ) 20(1.076) M W = W hour waiting in line q µ = =

34 Finite Queue Model Example Solution with Excel Exhibit

35 Finite Queue Model Example Solution with QM for Windows Exhibit

36 Finite Calling Population In a finite calling population there is a limited number of potential customers that can call on the system. Operating characteristics for system with Poisson arrival and exponential service times: P 0 = 1 N! 0 ( N n= N n )! n λ µ where N = population size, and n = 1, 2,...N n P = N! λ P L N λ µ (1 P) n ( N n)! µ = 0 q 0 λ Lq L= L + (1 P) W = W = W + 1 q 0 q q ( N L) λ µ 13-36

37 Finite Calling Population Example (1 of 2) Wheelco Manufacturing Company; 20 machines; each machine operates an average of 200 hours before breaking down; average time to repair is 3.6 hours; breakdown rate is Poisson distributed, service time is exponentially distributed. Is repair staff sufficient? λ = 1/200 hour =.005 per hour µ = 1/3.6 hour =.2778 per hour N = 20 machines 13-37

38 Finite Calling Population Example (2 of 2) P L 0 q = n = 20!.005 n 0 (20 n)!.2778 = = =.169 machines waiting.005 L= (1.652) =.520 machines in the system W q =.169 = 1.74 hours waiting for repair (20.520)(.005) W = hours in the system.2778 = System seems woefully inadequate

39 Finite Calling Population Example Solution with Excel and Excel QM (1 of 2) Exhibit

40 Finite Calling Population Example Solution with Excel and Excel QM (2 of 2) Exhibit

41 Finite Calling Population Example Solution with QM for Windows Exhibit

42 Multiple-Server Waiting Line (1 of 3) Figure

43 Multiple-Server Waiting Line (2 of 3) In multiple-server models, two or more independent servers in parallel serve a single waiting line. Biggs Department Store service department; first-come, first-served basis

44 Multiple-Server Waiting Line (3 of 3) Customer Service System at Biggs Department Store 13-44

45 Multiple-Server Waiting Line Queuing Formulas (1 of 3) Assumptions: First-come first-served queue discipline Poisson arrivals, exponential service times Infinite calling population. Parameter definitions: λ = arrival rate (average number of arrivals per time period) µ = the service rate (average number served per time period) per server (channel) c = number of servers c µ = mean effective service rate for the system (must exceed arrival rate) 13-45

46 Multiple-Server Waiting Line Queuing Formulas (2 of 3) P P P 0 n n = 1 probability no customers in system 1 n c = n= c 1 λ 1 λ cµ n 0 n! µ + c! µ cµ λ = n = 1 λ P for n c 0 ccn! c µ > n = 1 λ n µ P for n < c = probability of n customers in system 0 ( / ) c L= λµ λ µ P + λ average customers in the system 0 µ ( c 1)!( cµ λ)2 µ = W = L= average time customer spends in the system λ 13-46

47 Multiple-Server Waiting Line Queuing Formulas (3 of 3) L q = L λ µ = average number of customers in the queue W P w q 1 Lq = W µ = = average time customer is in the queue λ c = 1 λ c µ P probability customer must wait for service 0 c! µ = cµ λ 13-47

48 Multiple-Server Waiting Line Biggs Department Store Example (1 of 2) λ = 10, µ = 4, c = 3 P 0 = (4) + 0! 4 1! 4 2! 4 3! 4 3(4) 10 =.045 probability of no customers (10)(4)(10/4) 3 L= (.045) + 10 (3 1)![3(4) 10]2 4 = 6 customers on average in service department W = 6 = 0.60 hour average customer time in the service department

49 Multiple-Server Waiting Line Biggs Department Store Example (2 of 2) L W q q = = 3.5 customers on the average waiting to be served = = 0.35 hour average waiting time in line per customer P w 3 = (4) (.045) 3! 4 3(4) 10 =.703 probability customer must wait for service 13-49

50 Multiple-Server Waiting Line Solution with Excel Exhibit

51 Multiple-Server Waiting Line Solution with Excel QM Exhibit

52 Multiple-Server Waiting Line Solution with QM for Windows Exhibit

53 Additional Types of Queuing Systems (1 of 2) Figure 13.4 Single Queues with Single and Multiple Servers in Sequence 13-53

54 Additional Types of Queuing Systems (2 of 2) Other items contributing to queuing systems: Systems in which customers balk from entering system, or leave the line (renege). Servers who provide service in other than first-come, first-served manner Service times that are not exponentially distributed or are undefined or constant Arrival rates that are not Poisson distributed Jockeying (i.e., moving between queues) 13-54

55 Example Problem Solution (1 of 5) Problem Statement: Citizens Northern Savings Bank loan officer customer interviews. Customer arrival rate of four per hour, Poisson distributed; officer interview service time of 12 minutes per customer. 1. Determine operating characteristics for this system. 2. Additional officer creating a multiple-server queuing system with two channels. Determine operating characteristics for this system

56 Example Problem Solution (2 of 5) Solution: Step 1: Determine Operating Characteristics for the Single- Server System λ = 4 customers per hour arrive, µ = 5 customers per hour are served P o = (1 - λ / µ) = ( 1 4 / 5) =.20 probability of no customers in the system L = λ / (µ - λ) = 4 / (5-4) = 4 customers on average in the queuing system L q = λ 2 / µ(µ - λ) = 4 2 / 5(5-4) = 3.2 customers on average in the waiting line 13-56

57 Example Problem Solution (3 of 5) Step 1 (continued): W = 1 / (µ - λ) = 1 / (5-4) = 1 hour on average in the system W q = λ / µ(u - λ) = 4 / 5(5-4) = 0.80 hour (48 minutes) average time in the waiting line P w = λ / µ = 4 / 5 =.80 probability the new accounts officer is busy and a customer must wait 13-57

58 Example Problem Solution (4 of 5) Step 2: Determine the Operating Characteristics for the Multiple-Server System. P 0 λ = 4 customers per hour arrive; µ = 5 customers per hour served; c = 2 servers = 1 1 n c n = c 1 λ 1 λ cµ n 0 n! µ + c! µ cµ λ = =.429 probability no customers in system ( / ) c L= λµ λ µ P + λ 0 µ ( c 1)!( cµ λ)2 µ = average number of customers in the system 13-58

59 Example Problem Solution (5 of 5) Step 2 (continued): L q = average number of customers in the queue W q 1 Lq = W µ = λ = hour average time customer is in the queue P w = L λ µ = 1 c! c λ c µ µ Po cµ λ =.229 probability customer must wait for service 13-59

60 13-60

Queuing Theory. The present section focuses on the standard vocabulary of Waiting Line Models.

Queuing Theory. The present section focuses on the standard vocabulary of Waiting Line Models. Queuing Theory Introduction Waiting lines are the most frequently encountered problems in everyday life. For example, queue at a cafeteria, library, bank, etc. Common to all of these cases are the arrivals

More information

PBW 654 Applied Statistics - I Urban Operations Research

PBW 654 Applied Statistics - I Urban Operations Research PBW 654 Applied Statistics - I Urban Operations Research Lecture 2.I Queuing Systems An Introduction Operations Research Models Deterministic Models Linear Programming Integer Programming Network Optimization

More information

5/15/18. Operations Research: An Introduction Hamdy A. Taha. Copyright 2011, 2007 by Pearson Education, Inc. All rights reserved.

5/15/18. Operations Research: An Introduction Hamdy A. Taha. Copyright 2011, 2007 by Pearson Education, Inc. All rights reserved. The objective of queuing analysis is to offer a reasonably satisfactory service to waiting customers. Unlike the other tools of OR, queuing theory is not an optimization technique. Rather, it determines

More information

Chapter 6 Queueing Models. Banks, Carson, Nelson & Nicol Discrete-Event System Simulation

Chapter 6 Queueing Models. Banks, Carson, Nelson & Nicol Discrete-Event System Simulation Chapter 6 Queueing Models 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

More information

Slides 9: Queuing Models

Slides 9: Queuing Models Slides 9: Queuing Models Purpose Simulation is often used in the analysis of queuing models. A simple but typical queuing model is: Queuing models provide the analyst with a powerful tool for designing

More information

CPSC 531: System Modeling and Simulation. Carey Williamson Department of Computer Science University of Calgary Fall 2017

CPSC 531: System Modeling and Simulation. Carey Williamson Department of Computer Science University of Calgary Fall 2017 CPSC 531: System Modeling and Simulation Carey Williamson Department of Computer Science University of Calgary Fall 2017 Motivating Quote for Queueing Models Good things come to those who wait - poet/writer

More information

Queuing Theory. 3. Birth-Death Process. Law of Motion Flow balance equations Steady-state probabilities: , if

Queuing Theory. 3. Birth-Death Process. Law of Motion Flow balance equations Steady-state probabilities: , if 1 Queuing Theory 3. Birth-Death Process Law of Motion Flow balance equations Steady-state probabilities: c j = λ 0λ 1...λ j 1 µ 1 µ 2...µ j π 0 = 1 1+ j=1 c j, if j=1 c j is finite. π j = c j π 0 Example

More information

Classification of Queuing Models

Classification of Queuing Models Classification of Queuing Models Generally Queuing models may be completely specified in the following symbol form:(a/b/c):(d/e)where a = Probability law for the arrival(or inter arrival)time, b = Probability

More information

Systems Simulation Chapter 6: Queuing Models

Systems Simulation Chapter 6: Queuing Models Systems Simulation Chapter 6: Queuing Models Fatih Cavdur fatihcavdur@uludag.edu.tr April 2, 2014 Introduction Introduction Simulation is often used in the analysis of queuing models. A simple but typical

More information

IOE 202: lectures 11 and 12 outline

IOE 202: lectures 11 and 12 outline IOE 202: lectures 11 and 12 outline Announcements Last time... Queueing models intro Performance characteristics of a queueing system Steady state analysis of an M/M/1 queueing system Other queueing systems,

More information

Queuing Theory. Using the Math. Management Science

Queuing Theory. Using the Math. Management Science Queuing Theory Using the Math 1 Markov Processes (Chains) A process consisting of a countable sequence of stages, that can be judged at each stage to fall into future states independent of how the process

More information

I, A BRIEF REVIEW ON INFINITE QUEUE MODEL M.

I, A BRIEF REVIEW ON INFINITE QUEUE MODEL M. A BRIEF REVIEW ON INFINITE QUEUE MODEL M. Vasuki*, A. Dinesh Kumar** & G. Vijayaprabha** * Assistant Professor, Department of Mathematics, Srinivasan College of Arts and Science, Perambalur, Tamilnadu

More information

Sandwich shop : a queuing net work with finite disposable resources queue and infinite resources queue

Sandwich shop : a queuing net work with finite disposable resources queue and infinite resources queue Sandwich shop : a queuing net work with finite disposable resources queue and infinite resources queue Final project for ISYE 680: Queuing systems and Applications Hongtan Sun May 5, 05 Introduction As

More information

Queuing Theory. Queuing Theory. Fatih Cavdur April 27, 2015

Queuing Theory. Queuing Theory. Fatih Cavdur April 27, 2015 Queuing Theory Fatih Cavdur fatihcavdur@uludag.edu.tr April 27, 2015 Introduction Introduction Simulation is often used in the analysis of queuing models. A simple but typical model is the single-server

More information

λ λ λ In-class problems

λ λ λ In-class problems In-class problems 1. Customers arrive at a single-service facility at a Poisson rate of 40 per hour. When two or fewer customers are present, a single attendant operates the facility, and the service time

More information

λ, µ, ρ, A n, W n, L(t), L, L Q, w, w Q etc. These

λ, µ, ρ, A n, W n, L(t), L, L Q, w, w Q etc. These Queuing theory models systems with servers and clients (presumably waiting in queues). Notation: there are many standard symbols like λ, µ, ρ, A n, W n, L(t), L, L Q, w, w Q etc. These represent the actual

More information

EE 368. Weeks 3 (Notes)

EE 368. Weeks 3 (Notes) EE 368 Weeks 3 (Notes) 1 State of a Queuing System State: Set of parameters that describe the condition of the system at a point in time. Why do we need it? Average size of Queue Average waiting time How

More information

Quiz Queue II. III. ( ) ( ) =1.3333

Quiz Queue II. III. ( ) ( ) =1.3333 Quiz Queue UMJ, a mail-order company, receives calls to place orders at an average of 7.5 minutes intervals. UMJ hires one operator and can handle each call in about every 5 minutes on average. The inter-arrival

More information

Waiting Line Models: Queuing Theory Basics. Metodos Cuantitativos M. En C. Eduardo Bustos Farias 1

Waiting Line Models: Queuing Theory Basics. Metodos Cuantitativos M. En C. Eduardo Bustos Farias 1 Waiting Line Models: Queuing Theory Basics Cuantitativos M. En C. Eduardo Bustos Farias 1 Agenda Queuing system structure Performance measures Components of queuing systems Arrival process Service process

More information

Generation of Discrete Random variables

Generation of Discrete Random variables Simulation Simulation is the imitation of the operation of a realworld process or system over time. The act of simulating something first requires that a model be developed; this model represents the key

More information

ISyE 2030 Practice Test 2

ISyE 2030 Practice Test 2 1 NAME ISyE 2030 Practice Test 2 Summer 2005 This test is open notes, open books. You have exactly 75 minutes. 1. Short-Answer Questions (a) TRUE or FALSE? If arrivals occur according to a Poisson process

More information

Review of Queuing Models

Review of Queuing Models Review of Queuing Models Recitation, Apr. 1st Guillaume Roels 15.763J Manufacturing System and Supply Chain Design http://michael.toren.net/slides/ipqueue/slide001.html 2005 Guillaume Roels Outline Overview,

More information

YORK UNIVERSITY FACULTY OF ARTS DEPARTMENT OF MATHEMATICS AND STATISTICS MATH , YEAR APPLIED OPTIMIZATION (TEST #4 ) (SOLUTIONS)

YORK UNIVERSITY FACULTY OF ARTS DEPARTMENT OF MATHEMATICS AND STATISTICS MATH , YEAR APPLIED OPTIMIZATION (TEST #4 ) (SOLUTIONS) YORK UNIVERSITY FACULTY OF ARTS DEPARTMENT OF MATHEMATICS AND STATISTICS Instructor : Dr. Igor Poliakov MATH 4570 6.0, YEAR 2006-07 APPLIED OPTIMIZATION (TEST #4 ) (SOLUTIONS) March 29, 2007 Name (print)

More information

BIRTH DEATH PROCESSES AND QUEUEING SYSTEMS

BIRTH DEATH PROCESSES AND QUEUEING SYSTEMS BIRTH DEATH PROCESSES AND QUEUEING SYSTEMS Andrea Bobbio Anno Accademico 999-2000 Queueing Systems 2 Notation for Queueing Systems /λ mean time between arrivals S = /µ ρ = λ/µ N mean service time traffic

More information

NANYANG TECHNOLOGICAL UNIVERSITY SEMESTER I EXAMINATION MH4702/MAS446/MTH437 Probabilistic Methods in OR

NANYANG TECHNOLOGICAL UNIVERSITY SEMESTER I EXAMINATION MH4702/MAS446/MTH437 Probabilistic Methods in OR NANYANG TECHNOLOGICAL UNIVERSITY SEMESTER I EXAMINATION 2013-201 MH702/MAS6/MTH37 Probabilistic Methods in OR December 2013 TIME ALLOWED: 2 HOURS INSTRUCTIONS TO CANDIDATES 1. This examination paper contains

More information

Discrete Event and Process Oriented Simulation (2)

Discrete Event and Process Oriented Simulation (2) B. Maddah ENMG 622 Simulation 11/04/08 Discrete Event and Process Oriented Simulation (2) Discrete event hand simulation of an (s, S) periodic review inventory system Consider a retailer who sells a commodity

More information

Queueing Review. Christos Alexopoulos and Dave Goldsman 10/6/16. (mostly from BCNN) Georgia Institute of Technology, Atlanta, GA, USA

Queueing Review. Christos Alexopoulos and Dave Goldsman 10/6/16. (mostly from BCNN) Georgia Institute of Technology, Atlanta, GA, USA 1 / 24 Queueing Review (mostly from BCNN) Christos Alexopoulos and Dave Goldsman Georgia Institute of Technology, Atlanta, GA, USA 10/6/16 2 / 24 Outline 1 Introduction 2 Queueing Notation 3 Transient

More information

Introduction to Queueing Theory with Applications to Air Transportation Systems

Introduction to Queueing Theory with Applications to Air Transportation Systems Introduction to Queueing Theory with Applications to Air Transportation Systems John Shortle George Mason University February 28, 2018 Outline Why stochastic models matter M/M/1 queue Little s law Priority

More information

Queueing Review. Christos Alexopoulos and Dave Goldsman 10/25/17. (mostly from BCNN) Georgia Institute of Technology, Atlanta, GA, USA

Queueing Review. Christos Alexopoulos and Dave Goldsman 10/25/17. (mostly from BCNN) Georgia Institute of Technology, Atlanta, GA, USA 1 / 26 Queueing Review (mostly from BCNN) Christos Alexopoulos and Dave Goldsman Georgia Institute of Technology, Atlanta, GA, USA 10/25/17 2 / 26 Outline 1 Introduction 2 Queueing Notation 3 Transient

More information

Chapter 5: Special Types of Queuing Models

Chapter 5: Special Types of Queuing Models Chapter 5: Special Types of Queuing Models Some General Queueing Models Discouraged Arrivals Impatient Arrivals Bulk Service and Bulk Arrivals OR37-Dr.Khalid Al-Nowibet 1 5.1 General Queueing Models 1.

More information

MSA 640 Homework #2 Due September 17, points total / 20 points per question Show all work leading to your answers

MSA 640 Homework #2 Due September 17, points total / 20 points per question Show all work leading to your answers Name MSA 640 Homework #2 Due September 17, 2010 100 points total / 20 points per question Show all work leading to your answers 1. The annual demand for a particular type of valve is 3,500 units. The cost

More information

Queueing Theory. VK Room: M Last updated: October 17, 2013.

Queueing Theory. VK Room: M Last updated: October 17, 2013. Queueing Theory VK Room: M1.30 knightva@cf.ac.uk www.vincent-knight.com Last updated: October 17, 2013. 1 / 63 Overview Description of Queueing Processes The Single Server Markovian Queue Multi Server

More information

The effect of probabilities of departure with time in a bank

The effect of probabilities of departure with time in a bank International Journal of Scientific & Engineering Research, Volume 3, Issue 7, July-2012 The effect of probabilities of departure with time in a bank Kasturi Nirmala, Shahnaz Bathul Abstract This paper

More information

Engineering Mathematics : Probability & Queueing Theory SUBJECT CODE : MA 2262 X find the minimum value of c.

Engineering Mathematics : Probability & Queueing Theory SUBJECT CODE : MA 2262 X find the minimum value of c. SUBJECT NAME : Probability & Queueing Theory SUBJECT CODE : MA 2262 MATERIAL NAME : University Questions MATERIAL CODE : SKMA104 UPDATED ON : May June 2013 Name of the Student: Branch: Unit I (Random Variables)

More information

4.7 Finite Population Source Model

4.7 Finite Population Source Model Characteristics 1. Arrival Process R independent Source All sources are identical Interarrival time is exponential with rate for each source No arrivals if all sources are in the system. OR372-Dr.Khalid

More information

Solutions to COMP9334 Week 8 Sample Problems

Solutions to COMP9334 Week 8 Sample Problems Solutions to COMP9334 Week 8 Sample Problems Problem 1: Customers arrive at a grocery store s checkout counter according to a Poisson process with rate 1 per minute. Each customer carries a number of items

More information

Performance Evaluation of Queuing Systems

Performance Evaluation of Queuing Systems Performance Evaluation of Queuing Systems Introduction to Queuing Systems System Performance Measures & Little s Law Equilibrium Solution of Birth-Death Processes Analysis of Single-Station Queuing Systems

More information

Non Markovian Queues (contd.)

Non Markovian Queues (contd.) MODULE 7: RENEWAL PROCESSES 29 Lecture 5 Non Markovian Queues (contd) For the case where the service time is constant, V ar(b) = 0, then the P-K formula for M/D/ queue reduces to L s = ρ + ρ 2 2( ρ) where

More information

Exercises Stochastic Performance Modelling. Hamilton Institute, Summer 2010

Exercises Stochastic Performance Modelling. Hamilton Institute, Summer 2010 Exercises Stochastic Performance Modelling Hamilton Institute, Summer Instruction Exercise Let X be a non-negative random variable with E[X ]

More information

Computer Science, Informatik 4 Communication and Distributed Systems. Simulation. Discrete-Event System Simulation. Dr.

Computer Science, Informatik 4 Communication and Distributed Systems. Simulation. Discrete-Event System Simulation. Dr. Simulation Discrete-Event System Simulation Chapter 9 Verification and Validation of Simulation Models Purpose & Overview The goal of the validation process is: To produce a model that represents true

More information

Networking = Plumbing. Queueing Analysis: I. Last Lecture. Lecture Outline. Jeremiah Deng. 29 July 2013

Networking = Plumbing. Queueing Analysis: I. Last Lecture. Lecture Outline. Jeremiah Deng. 29 July 2013 Networking = Plumbing TELE302 Lecture 7 Queueing Analysis: I Jeremiah Deng University of Otago 29 July 2013 Jeremiah Deng (University of Otago) TELE302 Lecture 7 29 July 2013 1 / 33 Lecture Outline Jeremiah

More information

Chapter 10. Queuing Systems. D (Queuing Theory) Queuing theory is the branch of operations research concerned with waiting lines.

Chapter 10. Queuing Systems. D (Queuing Theory) Queuing theory is the branch of operations research concerned with waiting lines. Chapter 10 Queuing Systems D. 10. 1. (Queuing Theory) Queuing theory is the branch of operations research concerned with waiting lines. D. 10.. (Queuing System) A ueuing system consists of 1. a user source.

More information

57:022 Principles of Design II Final Exam Solutions - Spring 1997

57:022 Principles of Design II Final Exam Solutions - Spring 1997 57:022 Principles of Design II Final Exam Solutions - Spring 1997 Part: I II III IV V VI Total Possible Pts: 52 10 12 16 13 12 115 PART ONE Indicate "+" if True and "o" if False: + a. If a component's

More information

Outline. Finite source queue M/M/c//K Queues with impatience (balking, reneging, jockeying, retrial) Transient behavior Advanced Queue.

Outline. Finite source queue M/M/c//K Queues with impatience (balking, reneging, jockeying, retrial) Transient behavior Advanced Queue. Outline Finite source queue M/M/c//K Queues with impatience (balking, reneging, jockeying, retrial) Transient behavior Advanced Queue Batch queue Bulk input queue M [X] /M/1 Bulk service queue M/M [Y]

More information

Waiting Time Analysis of A Single Server Queue in an Out- Patient Clinic

Waiting Time Analysis of A Single Server Queue in an Out- Patient Clinic IOSR Journal of Mathematics (IOSR-JM) e-issn: 2278-5728, p-issn: 2319-765X. Volume 11, Issue 3 Ver. V (May - Jun. 2015), PP 54-58 www.iosrjournals.org Waiting Time Analysis of A Single Server Queue in

More information

Operations Research II, IEOR161 University of California, Berkeley Spring 2007 Final Exam. Name: Student ID:

Operations Research II, IEOR161 University of California, Berkeley Spring 2007 Final Exam. Name: Student ID: Operations Research II, IEOR161 University of California, Berkeley Spring 2007 Final Exam 1 2 3 4 5 6 7 8 9 10 7 questions. 1. [5+5] Let X and Y be independent exponential random variables where X has

More information

Introduction to queuing theory

Introduction to queuing theory Introduction to queuing theory Queu(e)ing theory Queu(e)ing theory is the branch of mathematics devoted to how objects (packets in a network, people in a bank, processes in a CPU etc etc) join and leave

More information

Queueing Theory I Summary! Little s Law! Queueing System Notation! Stationary Analysis of Elementary Queueing Systems " M/M/1 " M/M/m " M/M/1/K "

Queueing Theory I Summary! Little s Law! Queueing System Notation! Stationary Analysis of Elementary Queueing Systems  M/M/1  M/M/m  M/M/1/K Queueing Theory I Summary Little s Law Queueing System Notation Stationary Analysis of Elementary Queueing Systems " M/M/1 " M/M/m " M/M/1/K " Little s Law a(t): the process that counts the number of arrivals

More information

IE 5112 Final Exam 2010

IE 5112 Final Exam 2010 IE 5112 Final Exam 2010 1. There are six cities in Kilroy County. The county must decide where to build fire stations. The county wants to build as few fire stations as possible while ensuring that there

More information

Queueing Theory (Part 4)

Queueing Theory (Part 4) Queueing Theory (Part 4) Nonexponential Queueing Systems and Economic Analysis Queueing Theory-1 Queueing Models with Nonexponential Distributions M/G/1 Model Poisson input process, general service time

More information

Readings: Finish Section 5.2

Readings: Finish Section 5.2 LECTURE 19 Readings: Finish Section 5.2 Lecture outline Markov Processes I Checkout counter example. Markov process: definition. -step transition probabilities. Classification of states. Example: Checkout

More information

SYSTEM MODELING AND SIMULATION. Sub Code: 10CS82 IA Marks : 25 Hrs/Week: 04 Exam Hours : 03 Total Hrs : 52 Exam Marks : 100 PART A

SYSTEM MODELING AND SIMULATION. Sub Code: 10CS82 IA Marks : 25 Hrs/Week: 04 Exam Hours : 03 Total Hrs : 52 Exam Marks : 100 PART A SYSTEM MODELING AND SIMULATION Sub Code: 10CS82 IA Marks : 25 Hrs/Week: 04 Exam Hours : 03 Total Hrs : 52 Exam Marks : 100 PART A UNIT 1 8 Hours Introduction: When simulation is the appropriate tool and

More information

Name of the Student:

Name of the Student: SUBJECT NAME : Probability & Queueing Theory SUBJECT CODE : MA 6453 MATERIAL NAME : Part A questions REGULATION : R2013 UPDATED ON : November 2017 (Upto N/D 2017 QP) (Scan the above QR code for the direct

More information

International Journal of Pure and Applied Mathematics Volume 28 No ,

International Journal of Pure and Applied Mathematics Volume 28 No , International Journal of Pure and Applied Mathematics Volume 28 No. 1 2006, 101-115 OPTIMAL PERFORMANCE ANALYSIS OF AN M/M/1/N QUEUE SYSTEM WITH BALKING, RENEGING AND SERVER VACATION Dequan Yue 1, Yan

More information

The University of British Columbia Computer Science 405 Practice Midterm Solutions

The University of British Columbia Computer Science 405 Practice Midterm Solutions The University of British Columbia Computer Science 405 Practice Midterm Solutions Instructor: Kees van den Doel Time: 45 mins Total marks: 100 The solutions provided here are much more verbose than what

More information

Richard C. Larson. March 5, Photo courtesy of Johnathan Boeke.

Richard C. Larson. March 5, Photo courtesy of Johnathan Boeke. ESD.86 Markov Processes and their Application to Queueing Richard C. Larson March 5, 2007 Photo courtesy of Johnathan Boeke. http://www.flickr.com/photos/boeke/134030512/ Outline Spatial Poisson Processes,

More information

Computer Networks More general queuing systems

Computer Networks More general queuing systems Computer Networks More general queuing systems Saad Mneimneh Computer Science Hunter College of CUNY New York M/G/ Introduction We now consider a queuing system where the customer service times have a

More information

Name of the Student: Problems on Discrete & Continuous R.Vs

Name of the Student: Problems on Discrete & Continuous R.Vs SUBJECT NAME : Probability & Queueing Theory SUBJECT CODE : MA 2262 MATERIAL NAME : Problem Material MATERIAL CODE : JM08AM1008 (Scan the above Q.R code for the direct download of this material) Name of

More information

Name of the Student: Problems on Discrete & Continuous R.Vs

Name of the Student: Problems on Discrete & Continuous R.Vs SUBJECT NAME : Probability & Queueing Theory SUBJECT CODE : MA 6453 MATERIAL NAME : Additional Problems MATERIAL CODE : JM08AM1004 REGULATION : R2013 UPDATED ON : March 2015 (Scan the above Q.R code for

More information

Verification and Validation. CS1538: Introduction to Simulations

Verification and Validation. CS1538: Introduction to Simulations Verification and Validation CS1538: Introduction to Simulations Steps in a Simulation Study Problem & Objective Formulation Model Conceptualization Data Collection Model translation, Verification, Validation

More information

QUEUING MODELS AND MARKOV PROCESSES

QUEUING MODELS AND MARKOV PROCESSES QUEUING MODELS AND MARKOV ROCESSES Queues form when customer demand for a service cannot be met immediately. They occur because of fluctuations in demand levels so that models of queuing are intrinsically

More information

SYSTEM MODELLING AND SIMULATION

SYSTEM MODELLING AND SIMULATION SYLLABUS SYSTEM MODELLING AND SIMULATION PART A UNIT 1 8 Hours Introduction: When simulation is the appropriate tool and when it is not appropriate; Advantages and disadvantages of Simulation; Areas of

More information

MULTIPLE CHOICE QUESTIONS DECISION SCIENCE

MULTIPLE CHOICE QUESTIONS DECISION SCIENCE MULTIPLE CHOICE QUESTIONS DECISION SCIENCE 1. Decision Science approach is a. Multi-disciplinary b. Scientific c. Intuitive 2. For analyzing a problem, decision-makers should study a. Its qualitative aspects

More information

Queues and Queueing Networks

Queues and Queueing Networks Queues and Queueing Networks Sanjay K. Bose Dept. of EEE, IITG Copyright 2015, Sanjay K. Bose 1 Introduction to Queueing Models and Queueing Analysis Copyright 2015, Sanjay K. Bose 2 Model of a Queue Arrivals

More information

10.2 For the system in 10.1, find the following statistics for population 1 and 2. For populations 2, find: Lq, Ls, L, Wq, Ws, W, Wq 0 and SL.

10.2 For the system in 10.1, find the following statistics for population 1 and 2. For populations 2, find: Lq, Ls, L, Wq, Ws, W, Wq 0 and SL. Bibliography Asmussen, S. (2003). Applied probability and queues (2nd ed). New York: Springer. Baccelli, F., & Bremaud, P. (2003). Elements of queueing theory: Palm martingale calculus and stochastic recurrences

More information

Exercises Solutions. Automation IEA, LTH. Chapter 2 Manufacturing and process systems. Chapter 5 Discrete manufacturing problems

Exercises Solutions. Automation IEA, LTH. Chapter 2 Manufacturing and process systems. Chapter 5 Discrete manufacturing problems Exercises Solutions Note, that we have not formulated the answers for all the review questions. You will find the answers for many questions by reading and reflecting about the text in the book. Chapter

More information

Chapter 10 Verification and Validation of Simulation Models. Banks, Carson, Nelson & Nicol Discrete-Event System Simulation

Chapter 10 Verification and Validation of Simulation Models. Banks, Carson, Nelson & Nicol Discrete-Event System Simulation Chapter 10 Verification and Validation of Simulation Models Banks, Carson, Nelson & Nicol Discrete-Event System Simulation Purpose & Overview The goal of the validation process is: To produce a model that

More information

QUEUING SYSTEM. Yetunde Folajimi, PhD

QUEUING SYSTEM. Yetunde Folajimi, PhD QUEUING SYSTEM Yetunde Folajimi, PhD Part 2 Queuing Models Queueing models are constructed so that queue lengths and waiting times can be predicted They help us to understand and quantify the effect of

More information

Queuing Theory. Richard Lockhart. Simon Fraser University. STAT 870 Summer 2011

Queuing Theory. Richard Lockhart. Simon Fraser University. STAT 870 Summer 2011 Queuing Theory Richard Lockhart Simon Fraser University STAT 870 Summer 2011 Richard Lockhart (Simon Fraser University) Queuing Theory STAT 870 Summer 2011 1 / 15 Purposes of Today s Lecture Describe general

More information

Basic Queueing Theory

Basic Queueing Theory After The Race The Boston Marathon is a local institution with over a century of history and tradition. The race is run on Patriot s Day, starting on the Hopkinton green and ending at the Prudential Center

More information

Analysis of an M/M/1/N Queue with Balking, Reneging and Server Vacations

Analysis of an M/M/1/N Queue with Balking, Reneging and Server Vacations Analysis of an M/M/1/N Queue with Balking, Reneging and Server Vacations Yan Zhang 1 Dequan Yue 1 Wuyi Yue 2 1 College of Science, Yanshan University, Qinhuangdao 066004 PRChina 2 Department of Information

More information

CDA5530: Performance Models of Computers and Networks. Chapter 4: Elementary Queuing Theory

CDA5530: Performance Models of Computers and Networks. Chapter 4: Elementary Queuing Theory CDA5530: Performance Models of Computers and Networks Chapter 4: Elementary Queuing Theory Definition Queuing system: a buffer (waiting room), service facility (one or more servers) a scheduling policy

More information

One billion+ terminals in voice network alone

One billion+ terminals in voice network alone Traffic Engineering Traffic Engineering One billion+ terminals in voice networ alone Plus data, video, fax, finance, etc. Imagine all users want service simultaneously its not even nearly possible (despite

More information

56:171 Operations Research Final Exam December 12, 1994

56:171 Operations Research Final Exam December 12, 1994 56:171 Operations Research Final Exam December 12, 1994 Write your name on the first page, and initial the other pages. The response "NOTA " = "None of the above" Answer both parts A & B, and five sections

More information

The Queue Inference Engine and the Psychology of Queueing. ESD.86 Spring 2007 Richard C. Larson

The Queue Inference Engine and the Psychology of Queueing. ESD.86 Spring 2007 Richard C. Larson The Queue Inference Engine and the Psychology of Queueing ESD.86 Spring 2007 Richard C. Larson Part 1 The Queue Inference Engine QIE Queue Inference Engine (QIE) Boston area ATMs: reams of data Standard

More information

The Behavior of a Multichannel Queueing System under Three Queue Disciplines

The Behavior of a Multichannel Queueing System under Three Queue Disciplines The Behavior of a Multichannel Queueing System under Three Queue Disciplines John K Karlof John Jenkins November 11, 2002 Abstract In this paper we investigate a multichannel channel queueing system where

More information

Chapter 8 Queuing Theory Roanna Gee. W = average number of time a customer spends in the system.

Chapter 8 Queuing Theory Roanna Gee. W = average number of time a customer spends in the system. 8. Preliminaries L, L Q, W, W Q L = average number of customers in the system. L Q = average number of customers waiting in queue. W = average number of time a customer spends in the system. W Q = average

More information

Data analysis and stochastic modeling

Data analysis and stochastic modeling Data analysis and stochastic modeling Lecture 7 An introduction to queueing theory Guillaume Gravier guillaume.gravier@irisa.fr with a lot of help from Paul Jensen s course http://www.me.utexas.edu/ jensen/ormm/instruction/powerpoint/or_models_09/14_queuing.ppt

More information

PROBABILITY & QUEUING THEORY Important Problems. a) Find K. b) Evaluate P ( X < > < <. 1 >, find the minimum value of C. 2 ( )

PROBABILITY & QUEUING THEORY Important Problems. a) Find K. b) Evaluate P ( X < > < <. 1 >, find the minimum value of C. 2 ( ) PROBABILITY & QUEUING THEORY Important Problems Unit I (Random Variables) Problems on Discrete & Continuous R.Vs ) A random variable X has the following probability function: X 0 2 3 4 5 6 7 P(X) 0 K 2K

More information

Answers to selected exercises

Answers to selected exercises Answers to selected exercises A First Course in Stochastic Models, Henk C. Tijms 1.1 ( ) 1.2 (a) Let waiting time if passengers already arrived,. Then,, (b) { (c) Long-run fraction for is (d) Let waiting

More information

Review Paper Machine Repair Problem with Spares and N-Policy Vacation

Review Paper Machine Repair Problem with Spares and N-Policy Vacation Research Journal of Recent Sciences ISSN 2277-2502 Res.J.Recent Sci. Review Paper Machine Repair Problem with Spares and N-Policy Vacation Abstract Sharma D.C. School of Mathematics Statistics and Computational

More information

A Nonlinear Programming Approach For a Fuzzy queue with an unreliable server Dr.V. Ashok Kumar

A Nonlinear Programming Approach For a Fuzzy queue with an unreliable server Dr.V. Ashok Kumar The Bulletin of Society for Mathematical Services and Standards Online: 2012-06-04 ISSN: 2277-8020, Vol. 2, pp 44-56 doi:10.18052/www.scipress.com/bsmass.2.44 2012 SciPress Ltd., Switzerland A Nonlinear

More information

Section 1.2: A Single Server Queue

Section 1.2: A Single Server Queue Section 12: A Single Server Queue Discrete-Event Simulation: A First Course c 2006 Pearson Ed, Inc 0-13-142917-5 Discrete-Event Simulation: A First Course Section 12: A Single Server Queue 1/ 30 Section

More information

Introduction to Queueing Theory

Introduction to Queueing Theory Introduction to Queueing Theory Raj Jain Washington University in Saint Louis Jain@eecs.berkeley.edu or Jain@wustl.edu A Mini-Course offered at UC Berkeley, Sept-Oct 2012 These slides and audio/video recordings

More information

Name of the Student: Problems on Discrete & Continuous R.Vs

Name of the Student: Problems on Discrete & Continuous R.Vs SUBJECT NAME : Probability & Queueing Theory SUBJECT CODE : MA 6453 MATERIAL NAME : University Questions REGULATION : R013 UPDATED ON : December 018 (Upto N/D 018 Q.P) TEXTBOOK FOR REFERENCE : Sri Hariganesh

More information

Sample Problems for the Final Exam

Sample Problems for the Final Exam Sample Problems for the Final Exam 1. Hydraulic landing assemblies coming from an aircraft rework facility are each inspected for defects. Historical records indicate that 8% have defects in shafts only,

More information

QueueTraffic and queuing theory

QueueTraffic and queuing theory QueueTraffic and queuing theory + Queues in everyday life You have certainly been in a queue somewhere. Where? How were they different? At ticket vending machines, cash desks, at the doctors, at printers,

More information

Queueing Systems: Lecture 3. Amedeo R. Odoni October 18, Announcements

Queueing Systems: Lecture 3. Amedeo R. Odoni October 18, Announcements Queueing Systems: Lecture 3 Amedeo R. Odoni October 18, 006 Announcements PS #3 due tomorrow by 3 PM Office hours Odoni: Wed, 10/18, :30-4:30; next week: Tue, 10/4 Quiz #1: October 5, open book, in class;

More information

To describe a queuing system, an input process and an output process has to be specified.

To describe a queuing system, an input process and an output process has to be specified. 5. Queue (aiting Line) Queuing terminology Input Service Output To decribe a ueuing ytem, an input proce and an output proce ha to be pecified. For example ituation input proce output proce Bank Cutomer

More information

Ex 12A The Inverse matrix

Ex 12A The Inverse matrix Chapter 12: Matrices II TOPIC The Inverse Matrix TEXT: Essential Further Mathematics DATE SET PAGE(S) WORK 421 Exercise 12A: Q1 4 Applying the Inverse Matrix: Solving Simultaneous Equations 428 Exercise

More information

The Transition Probability Function P ij (t)

The Transition Probability Function P ij (t) The Transition Probability Function P ij (t) Consider a continuous time Markov chain {X(t), t 0}. We are interested in the probability that in t time units the process will be in state j, given that it

More information

Queueing Theory and Simulation. Introduction

Queueing Theory and Simulation. Introduction Queueing Theory and Simulation Based on the slides of Dr. Dharma P. Agrawal, University of Cincinnati and Dr. Hiroyuki Ohsaki Graduate School of Information Science & Technology, Osaka University, Japan

More information

MAT SYS 5120 (Winter 2012) Assignment 5 (not to be submitted) There are 4 questions.

MAT SYS 5120 (Winter 2012) Assignment 5 (not to be submitted) There are 4 questions. MAT 4371 - SYS 5120 (Winter 2012) Assignment 5 (not to be submitted) There are 4 questions. Question 1: Consider the following generator for a continuous time Markov chain. 4 1 3 Q = 2 5 3 5 2 7 (a) Give

More information

Session-Based Queueing Systems

Session-Based Queueing Systems Session-Based Queueing Systems Modelling, Simulation, and Approximation Jeroen Horters Supervisor VU: Sandjai Bhulai Executive Summary Companies often offer services that require multiple steps on the

More information

EQUILIBRIUM STRATEGIES IN AN M/M/1 QUEUE WITH SETUP TIMES AND A SINGLE VACATION POLICY

EQUILIBRIUM STRATEGIES IN AN M/M/1 QUEUE WITH SETUP TIMES AND A SINGLE VACATION POLICY EQUILIBRIUM STRATEGIES IN AN M/M/1 QUEUE WITH SETUP TIMES AND A SINGLE VACATION POLICY Dequan Yue 1, Ruiling Tian 1, Wuyi Yue 2, Yaling Qin 3 1 College of Sciences, Yanshan University, Qinhuangdao 066004,

More information

Page 0 of 5 Final Examination Name. Closed book. 120 minutes. Cover page plus five pages of exam.

Page 0 of 5 Final Examination Name. Closed book. 120 minutes. Cover page plus five pages of exam. Final Examination Closed book. 120 minutes. Cover page plus five pages of exam. To receive full credit, show enough work to indicate your logic. Do not spend time calculating. You will receive full credit

More information

A Study on M x /G/1 Queuing System with Essential, Optional Service, Modified Vacation and Setup time

A Study on M x /G/1 Queuing System with Essential, Optional Service, Modified Vacation and Setup time A Study on M x /G/1 Queuing System with Essential, Optional Service, Modified Vacation and Setup time E. Ramesh Kumar 1, L. Poornima 2 1 Associate Professor, Department of Mathematics, CMS College of Science

More information

CHAPTER 3 STOCHASTIC MODEL OF A GENERAL FEED BACK QUEUE NETWORK

CHAPTER 3 STOCHASTIC MODEL OF A GENERAL FEED BACK QUEUE NETWORK CHAPTER 3 STOCHASTIC MODEL OF A GENERAL FEED BACK QUEUE NETWORK 3. INTRODUCTION: Considerable work has been turned out by Mathematicians and operation researchers in the development of stochastic and simulation

More information

Statistics 150: Spring 2007

Statistics 150: Spring 2007 Statistics 150: Spring 2007 April 23, 2008 0-1 1 Limiting Probabilities If the discrete-time Markov chain with transition probabilities p ij is irreducible and positive recurrent; then the limiting probabilities

More information

THE ESTIMATION OF THE INITIAL NUMBER OF BERTHS IN A PORT SYSTEM BASED ON COST FUNCTION

THE ESTIMATION OF THE INITIAL NUMBER OF BERTHS IN A PORT SYSTEM BASED ON COST FUNCTION Journal of Marine Science and Technology, Vol. 13, o. 1, pp. 35-45 (2005) 35 THE ESTIMATIO OF THE IITIAL UMBER OF BERTHS I A PORT SYSTEM BASED O COST FUCTIO Wen-Chih Huang* and Sheng-Chieh Wu** Key words:

More information