Queuing Theory

Introduction to Queuing Theory

• It is estimated that Americans spend a total of 37 billion
hours a year waiting in lines.
• Places we wait in line...
▪ stores ▪ hotels ▪ post offices
▪ banks ▪ traffic lights ▪ restaurants
▪ airports ▪ theme parks ▪ on the phone
• Waiting lines do not always contain people...
▪ returned videos
▪ subassemblies in a manufacturing plant
▪ electronic message on the Internet
• Queuing theory deals with the analysis and management
of waiting lines.
 Waiting Lines - Queuing Theory

Concept of loss of business due to customers’ waiting

• Cost analysis of provision of faster servicing to reduce queue

length

• Marginal cost of extra provisioning during rush hours

 The Purpose of Queuing Models

• Queuing models are used to:

–describe the behavior of queuing
systems
–determine the level of service to
provide
–evaluate alternate configurations for
providing service
 Queuing System Cost

• Cost of providing the service also known as

service cost

• Cost of not providing the service also known

as waiting cost
 Trade-off
Cost of operating service facility

Total Expected Cost

Cost of providing service

Cost of waiting time

Service Level
Optimal
Service Level
 Important factors of Queuing Situations

• Arrival pattern
• Service pattern
• Queue discipline
• Customer’s behavior
• Maximum number of customers allowed in the system
• Nature of Calling Source
Queuing System: General Structure

• Arrival Process
• According to source
• According to numbers
• According to time
• Service System
• Single server facility
• Multiple, parallel facilities with single queue
• Multiple, parallel facilities with multiple queues
• Service facilities in a parallel
 Common Queuing System Configurations
Customer ... Customer
Arrives Server Leaves
Waiting Line

Customer ... Customer

Arrives Server 1 Server 2 Leaves
Waiting Line

Customer
Server 1 Leaves
Customer ... Customer
Arrives Waiting Line Server 2 Leaves
Customer
Server 3 Leaves

... Customer
Waiting Line Server 1 Leaves
Customer ... Customer
Arrives Waiting Line Server 2 Leaves
... Customer
Waiting Line Server 3 Leaves
• Queue Structure
• First come first served
• Last come first served
• Service in random order
• Priority service

• Customer Behavior
• Balking
• Reneging
• Jockeying
• Collusion
 Characteristics of Queuing Systems:
The Arrival Process
• Arrival rate - the manner in which customers arrive
at the system for service.

• Arrivals are often described by a Poisson random

variable: −λ X
e λ
P ( Xcustomers ) = for X = 0,1, 2, L
X!
where
x = no. of arrival per unit(e.g. hour)
P(x) = probability of exactly x arrivals
λ =average arrival rate (e.g., calls arrive at a rate of λ=5 per hour)
e = 2.7183 (known as exponential constatnt)
 Characteristics of Queuing Systems:
The Arrival Process

• Arrivals are often described by a Poisson random

variable: − λT X
e λT
P( X ) = for X = 0,1, 2, L
X!
where
T = period e.g 30 minutes period
 Characteristics of Queuing Systems:
The Service Process
• Service time - the amount of time a customer
spends receiving service (not including time in the
queue).
• Service times are often described by an Exponential
random variable:
P(service time more than t) = e–µµt, for t ≥ 0
P(service time less than t) = 1-e–µµt, for t ≥ 0
Exponential probability distribution used in
describing service times.
where µ is the service rate (e.g., calls can be serviced at
a rate of µ=7 per hour)
• The average service time is 1/µ
µ.
 Comments
• If arrivals follow a Poisson distribution with mean λ, inter
arrival times follow an Exponential distribution with
mean 1/λ λ.
– Example
• Assume calls arrive according to a Poisson
distribution with mean λ=5 per hour.
• Inter arrivals follow an exponential distribution
with mean 1/5 = 0.2 per hour.
• On average, calls arrive every 0.2 hours or every 12
minutes.
• The exponential distribution exhibits the Markovian
(memory less) property.
 Problem 1
• On an average 5 customers reach a barber’s
shop every hour. Determine the probability
that exactly 2 customers will reach in a 30
minutes period.

Problem 2

The manager of a bank observes that, on average,18
customers are served by a cashier in an hour.
Assuming that the service time has an exponential
distribution, what is the probability that (a) a
customer will be free within 3 minutes,(b)a customer
shall be served in more than 12 minutes.
 Kendall Notation
• Queuing systems are described by 3 parameters:
A/B/s
– Parameter A
M = Markovian interarrival times
D = Deterministic interarrival time
– Parameter B
M = Markovian service times
G = General service times
D = Deterministic service times
– Parameter s
A number Indicating the number of servers.
• Examples,
M/M/1 D/G/4 M/G/2
 Operating Characteristics
Typical operating characteristics of interest include:
ρ- Utilization factor, % of time that all servers are busy.
P0- Prob. that there are no zero units in the system.
Lq - Avg number of units in line waiting for service.
L - Avg number of units in the system (in line & being
served).
Wq - Avg time a unit spends in line waiting for service.
W - Avg time a unit spends in the system (in line & being
served).
Pw - Prob. that an arriving unit has to wait for service.
Pn - Prob. of n units in the system.
• Model 1: Poisson-exponential single server
model – infinite population
Assumptions:

Arrivals are Poisson with a mean arrival rate of, say λ

Service time is exponential, rate being µ

Source population is infinite

Customer service on first come first served basis

Single service station
For the system to be workable, λ ≤ µ
• Model 2: Poisson-exponential single
server model – finite population
Has same assumptions as model 1, except that
population is finite
• Model 3: Poisson-exponential multiple server
model – infinite population
Assumptions

Arrival of customers follows Poisson law, mean rate λ

Service time has exponential distribution, mean service rate µ

There are K service stations

A single waiting line is formed

Source population is infinite

Service on a first-come-first-served basis

Arrival rate is smaller than combined service rate of all service
facilities
 Model: 1 Operating Characteristics
a) Queue length

average number of customers in queue waiting to get service
b) System length

average number of customers in the system
c) Waiting time in queue

average waiting time of a customer to get service
d) Total time in system

average time a customer spends in the system
e) Server idle time

relative frequency with which system is idle
• Measurement parameters
• λ= mean number of arrivals per time period (eg. Per hour)

• μ = mean number of customers served per time period

• Probability of system being busy/traffic intensity

ρ= λ/μ

• Probability of an empty facility/system being idle

P(0) = 1– λ / μ=1- ρ
• Probability that exactly one customer in the system
P(1) = ρP(0)
• Probability that exactly two customer in the system
P(2) = ρP(1)= ρ2P(0)
• Probability that n customer in the system
P(n) = ρnP(0)
• Probability of having exactly n customers in the system
P(n) = ρnP(0)=ρn (1- ρ)
• Expected no. of customers in the system
∞
Ls= ∑nP
n=0
n

This can be solve to obtain

• Expected number of customers in the

system
Ls = λ/ (μ- λ)
• Expected number of customers in the
queue(including empty queue)
= Expected no. of customer in the system-
expected no. of customers being served
i.e. Lq= Ls- λ / μ
i.e. Lq= λ/ (μ- λ) - λ / μ
i.e. Lq = λ2/ μ(μ- λ)= ρ2/ 1- ρ

• Expected number of customers in the non empty

i.e. Lq ‘= μ / μ- λ= 1/ 1- ρ
• Average waiting time in queue
= product of expected queue length and expected
time between arrivals
Wq= 1/ λ. Lq
Wq= 1/ λ. λ2/ μ(μ- λ)
Wq= λ/ μ(μ- λ)
• Average waiting time in the system
= product of expected no. of customers in the system
and expected time between arrivals
Ws= 1/ λ. Ls
Ws= 1/ λ. λ/ (μ- λ)
Ws= 1/ μ- λ
• Probability that a customer spends more than
t units of time in the system
=
Ws(t)= e–t/Ws

• Probability that a customer spends more than

t units of time in the queue
=
Wq(t)= ρe–t/Ws
• Problem 3. A
television repairman finds that the time
spent on his job has an exponential distribution
with a mean of 30 minutes .If he repairs sets in the
order in which they came in,and if arrival of sets
follows a Poisson distribution with an average rate
of 10 per day ,what is the repairmen's expected
idle time each day? How many jobs are ahead of
the average set just brought in? Assuming he
works for 8 hours a day.
• Problem 3. A
television repairman finds that the time
spent on his job has an exponential distribution
with a mean of 30 minutes .If he repairs sets in the
order in which they came in,and if arrival of sets
follows a Poisson distribution with an average rate
of 10 per hour day ,what is the repairmen's
expected idle time each day? How many jobs are
ahead of the average set just brought in? Assuming
he works for 8 hours a day.
• Problem 3. A tailor specializes in ladies dresses. The number of customers
approaching the Tailor appear to be Poisson distributed with a mean of 6
customers per hour. The tailor attends the customer on a first come first
serve basis. The tailor can attend the customers at an average rate of 10
customers per hour with a service time exponentially distributed.
Required
1. Find the probability of no. of arrivals(0 through 5) (i) a 15 minutes interval (ii) a 30
minutes interval.
2. (i)The utilization parameter. (ii)probability that system remains idle.
3. Average time that the tailor is free on a 10 hour working day
4. probability of no. of arrivals(0 through 5) in the system
5. What is the expected no. of customers (i)in the tailor shop. (ii)waiting for service
6. What is the expected length of the queue that have at least one customer.
7. How much time should a customer expect to spend (i)in the queue.(ii)in the tailor
shop.
8. What is the probability that the waiting time of customer shall be more than 10
minutes.
9. What is the probability that the customer shall be in the shop for more than 15
minutes.
Problem 4:Arrival at a telephone booth are
considered to be Poisson with an average time of
10 minutes between one arrival and next. The
length of the phone call is assumed to be
distributed exponentially with mean 3 minutes.
Find.
1. The probability that an arrival finds that four
persons are waiting for their turn.
2. The average no. of customer waiting and making
telephone call.
3. The average length of the queue.
 Cost analysis
Suppose that the service mechanics are
paid at Rs. 8 per hour and store room
attendants are paid Rs. 5 per hour. In a
typical 8 hour day the total arrival would
be 6 X 8=48.Arriver has to wait ½ an hour
before he obtains parts of his
requirements.
Problem 5:A repairmen is to be hired by a company
to repair machines that breaks down following a
Poisson process, with an average rate of 4 per hour.
The cost of non productive machine time is Rs. 90
per hour. The company has the option of choosing
either a slow or fast repairmen .The fast repairmen
charges Rs.70 per hour and will repair machines at
the rate of 7 per hour. The slow repairmen charges
Rs.50 per hour and will repair machines at the rate of
6 per hour. Which repairmen should be hired?
• Problem 6:A tool company's quality control
department is managed by a single clerk, who
takes an average of 5 minutes in checking
parts of each of the machines coming for
inspection. The machines arrive once in every
8 minutes on the average.One hour of
machine valued at Rs.15 and a clerk’s time is
valued at Rs. 4 per hour.What are the average
hourly queuing system cost associated with
the Quality Control Department
When no. of customers limited to x

λ
1−
µ
P ( 0) = x +1
λ
1−  
µ
n
λ
P ( n) =   P (0)
µ
• Problem: 7:A hospital emergency room can
accommodate at most X=5 patients. The patients
arrive at a rate of 4 per hour. The single staff
physician can only treat 5 patients per hour. Any
patient overflow is directed to another hospital.
(a) Determine the probability distribution for the
number of patients in the hospital.
(b) Determine the mean values for the number
patients in the emergency room, and number of
patients waiting to see the doctor.
• Problem 8:Customers arrive at a one window drive in bank
according to Poisson distribution with mean 10 per hour.
Service time of each customer is exponential with mean 5
minutes. The space in front of the window,including that
for the serviced car can accommodate a maximum of 3
cars.Other cars can wait outside space.
a) What is the probability that an arriving customer can drive
directly to the space in front of the window?
b) What is the probability that an arriving customer will have
to wait outside the indicated space?
c) How long is an arriving customer expected to wait before
starting the service?