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21 (de) vizualizări45 paginiQueuing

May 17, 2015

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Queuing

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Queuing

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The objective of queuing analysis is to design

systems that enable organizations to perform

optimally according to some criterion.

Possible Criteria

Maximum Profits.

Desired Service Level.

1

Introduction

Analyzing queuing systems requires a clear

understanding of the appropriate service

measurement.

Possible service measurements

Average time a customer spends in line.

Average length of the waiting line.

The probability that an arriving customer must wait

for service.

2

A queuing system consists of three basic

components:

Arrivals: Customers arrive according to some arrival

pattern.

Waiting in a queue: Arriving customers may have to wait in

one or more queues for service.

Service: Customers receive service and leave the system.

3

There are two possible types of arrival

processes

Deterministic arrival process.

Random arrival process.

businesses.

4

Under three conditions the arrivals can be modeled as a

Poisson process

Orderliness : one customer, at most, will arrive during any

time interval.

Stationarity : for a given time frame, the probability of arrivals

within a certain time interval is the same for all time intervals of

equal length.

Independence : the arrival of one customer has no influence

on the arrival of another.

5

k - t

t

e

P(X = k) =

k!

Where

= mean arrival rate per time unit.

t = the length of the interval.

e = 2.7182818 (the base of the natural logarithm).

k! = k (k -1) (k -2) (k -3) (3) (2) (1).

6

Customers arrive at Hanks Hardware according to a

Poisson distribution.

Between 8:00 and 9:00 A.M. an average of 6

customers arrive at the store.

What is the probability that k customers will arrive

between 8:00 and 8:30 in the morning (k = 0, 1, 2,)?

7

HANKs HARDWARE

An illustration of the Poisson distribution.

Input to the Poisson

distribution

= 6 customers per hour.

t = 0.5 hour.

t = (6)(0.5) = 3.

0 1 2 3 4 5 6 7 8

- t

P(X = 1k23 )= t e

k2!

1!

3!!

102k3

0.224042

0.149361

0.049787

0.224042

8

HANKs HARDWARE

Using Excel for the Poisson probabilities

Solution

We can use the POISSON function in Excel to

determine Poisson probabilities.

Point probability: P(X = k) = ?

Use Poisson(k, t, FALSE)

Example: P(X = 0; t = 3) = POISSON(0, 1.5, FALSE)

Example: P(X3; t = 3) = Poisson(3, 1.5, TRUE)

9

HANKs HARDWARE

Excel Poisson

10

Factors that influence the modeling of queues

Line configuration

Priority

Jockeying

Tandem Queues

Balking

Homogeneity

11

Line Configuration

A single service queue.

Multiple service queue with single waiting line.

Multiple service queue with multiple waiting

lines.

Tandem queue (multistage service system).

12

Jockeying occurs when customers switch lines

once they perceived that another line is moving

faster.

Balking occurs if customers avoid joining the line

when they perceive the line to be too long.

13

Priority Rules

These rules select the next customer for service.

There are several commonly used rules:

Last come first served (LCFS).

Estimated service time.

Random selection of customers for service.

14

Tandem Queues

These are multi-server systems.

A customer needs to visit several service

stations (usually in a distinct order) to complete

the service process.

Examples

Patients in an emergency room.

Passengers prepare for the next flight.

15

Homogeneity

A homogeneous customer population is one in

which customers require essentially the same

type of service.

A non-homogeneous customer population is one

in which customers can be categorized according

to:

Different arrival patterns

Different service treatments.

16

In most business situations, service time varies

widely among customers.

When service time varies, it is treated as a

random variable.

The exponential probability distribution is used

sometimes to model customer service time.

17

f(t) = e-t

= the average number of customers

who can be served per time period.

Therefore, 1/ = the mean service time.

The probability that the service time X is less than some t.

P(X t) = 1 - e-t

18

distribution

The probability that service is completed

within t time units

P(X t) = 1 - e-t

X=t

19

Hanks estimates the average service time to be

1/ = 4 minutes per customer.

Service time follows an exponential distribution.

What is the probability that it will take less than 3

minutes to serve the next customer?

20

We can use the EXPDIST function in Excel to

determine exponential probabilities.

Probability density: f(t) = ?

Use EXPONDIST(t, , FALSE)

Use EXPONDIST(t, , TRUE)

21

HANKs HARDWARE

Using Excel for the Exponential Probabilities

The mean number of customers served per

minute is = (60) = 15 customers per hour.

P(X < .05 hours) = 1 e-(15)(.05) = ?

3 minutes = .05 hours

From Excel we have:

EXPONDIST(.05,15,TRUE) = .5276

22

HANKs HARDWARE

Using Excel for the Exponential Probabilities

=EXPONDIST(B4,B3,TRUE)

f(t)

16.000

14.000

12.000

10.000

8.000

6.000

4.000

2.000

0.000

0.000

0.075

0.150

0.225

0.300

0.375

=EXPONDIST(A10,$B$3,FALSE)

Drag to B11:B26

23

The memoryless property.

No additional information about the time left for the completion of a

service, is gained by recording the time elapsed since the service

started.

For Hanks, the probability of completing a service within the next 3

minutes is (0.52763) independent of how long the customer has been

served already.

one another.

If customer arrivals follow a Poisson distribution with mean rate ,

their interarrival times are exponentially distributed with mean time

1/

24

Queuing System

Performance can be measured by focusing on:

Customers in queue.

Customers in the system.

state.

25

Queuing System

The transient period

occurs at the initial

time of operation.

Initial transient

behavior is not

indicative of long run

performance.

n

Roughly, this

is a transient

period

Time

26

Queuing System

The steady state

period follows the

transient period.

Meaningful long run

performance

measures can be

calculated for the

system when in

steady state.

n

Roughly, this

is a transient

period

This is a

steady state

period..

Time

27

Queuing System

In

In order

order to

to achieve

achieve steady

steady state,

state, the

the

effective

effective arrival

arrival rate

rate must

must be

be less

less than

than

the

the sum

sum of

of the

the effective

effective service

service rates

rates ..

k servers

For

Forone

oneserver

server

For

Forkkservers

servers

with

withservice

servicerates

rates

k

k

Each

Eachwith

with

service

servicerate

rateofof

28

PP0 ==Probability

Probabilitythat

thatthere

thereare

areno

nocustomers

customersininthe

thesystem.

system.

0

PPn ==Probability

Probabilitythat

thatthere

thereare

aren

ncustomers

customersininthe

thesystem.

system.

n

LL ==Average

Averagenumber

numberofofcustomers

customersininthe

thesystem.

system.

LLq ==Average

Averagenumber

numberofofcustomers

customersininthe

thequeue.

queue.

q

WW ==Average

Average time

timeaacustomer

customerspends

spendsininthe

thesystem.

system.

WWq ==Average

Averagetime

timeaacustomer

customerspends

spendsininthe

thequeue.

queue.

q

PPw ==Probability

Probabilitythat

thatan

anarriving

arrivingcustomer

customermust

mustwait

wait

w

for

for service.

service.

==Utilization

Utilizationrate

ratefor

foreach

eachserver

server

(the

(thepercentage

percentageofoftime

timethat

thateach

eachserver

serverisisbusy).

busy).

29

Littles Formulas

Littles Formulas represent important relationships

between L, Lq, W, and Wq.

These formulas apply to systems that meet the

following conditions:

Single queue systems,

Customers arrive at a finite arrival rate and

The system operates under a steady state condition.

L =W

Lq = Wq

L = Lq +

30

Classification of Queues

Queuing system can be classified by:

Arrival process.

Service process.

Number of servers.

System size (infinite/finite waiting line).

Population size.

Example:

Example:

MM//MM//66//10

10//20

20

Notation

M (Markovian) = Poisson arrivals or exponential service time.

D (Deterministic) = Constant arrival rate or service time.

G (General) = General probability for arrivals or service time.

31

Poisson arrival process.

Exponential service time distribution.

A single server.

Potentially infinite queue.

An infinite population.

32

P0 = 1 ()

Pn = [1 ()]()n

L = ( )

Lq = 2 [( )]

W = 1 ( )

Wq = [( )]

The

Theprobability

probabilitythat

that

aacustomer

customerwaits

waitsinin

the

thesystem

systemmore

morethan

than

-( - )t

t

tisisP(X>t)

P(X>t)==ee-( - )t

Pw =

=

33

MARYs SHOES

Customers arrive at Marys Shoes every 12

minutes on the average, according to a Poisson

process.

Service time is exponentially distributed with an

average of 8 minutes per customer.

Management is interested in determining the

performance measures for this service system.

34

Input

= 1/12 customers per minute = 60/12 = 5 per hour.

= 1/ 8 customers per minute = 60/ 8 = 7.5 per hour.

Performance Calculations

PP00==11--()

()==11--(57.5)

(57.5)==0.3333

0.3333

-2.5(10/60)

P(X<10min)

=

1

e

n

n

PPnn==[1[1--()]()

()]()n==(0.3333)(0.6667)

(0.3333)(0.6667)n

= .565

LL ==(

(--)

)==22

LLqq ==22[(

[(--)]

)]==1.3333

1.3333

W

W ==1(

1(--)

)==0.4

0.4hours

hours==24

24minutes

minutes

Pw = =0.6667

= =0.6667

35

=B4/B5

=1-B4/B5

=A11-B4/B5

=B4/(B5-B4)

=A11/B4

=C11-1/B5

=1E11

=H11*($B$4/$B$5

)

Drag to Cell AL11

36

Systems

The performance measures previously developed

are used next to determine a minimal cost queuing

system.

The procedure requires estimated costs such as:

Hourly cost per server .

Customer goodwill cost while waiting in line.

Customer goodwill cost while being served.

37

In a Tandem Queuing System a customer must visit several

different servers before service is completed.

Meats

Beverage

Examples

All-You-Can-Eat restaurant

38

In a Tandem Queuing System a customer must visit

several different servers before service is completed.

Meats

Beverage

Examples

All-You-Can-Eat restaurant

39

In a Tandem Queuing System a customer must visit

several different servers before service is completed.

Meats

Beverage

Examples

All-You-Can-Eat restaurant

A drive-in restaurant, where first you place your order, then

pay and receive it in the next window.

A multiple stage assembly line.

40

For cases in which customers arrive according

to a Poisson process and service time in each

station is exponential, .

Total

TotalAverage

AverageTime

Time inin the

the System

System ==

Sum

Sum ofof all

all average

average times

times atat the

the individual

individual stations

stations

41

Big Boys sells audio merchandise.

The sale process is as follows:

A customer places an order with a sales person.

The customer goes to the cashier station to pay for

the order.

After paying, the customer is sent to the pickup desk

to obtain the good.

42

Data for a regular Saturday

Personnel.

8 sales persons are on the job.

3 cashiers.

2 workers in the merchandise pickup area.

Average time a sales person waits on a customer is 10 minutes.

Average time required for the payment process is 3 minutes.

Average time in the pickup area is 2 minutes.

Distributions.

Exponential service time at all the service stations.

Poisson arrival with a rate of 40 customers an hour.

43

Only 75% of the arriving customers make a purchase!

customer who makes a purchase spends

in the store?

44

This is a Three Station Tandem Queuing System

Pickup desk

M/M/2

(.75)(40)=30

0

=3

Cashiers

M/M/3

Sales Clerks

M/M/8

40

30

=

W1 = 14 minutes

W3 = 2.67 minutes

W2 = 3.47 minutes

45

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