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Introduction

Queuing is the study of waiting lines, or queues.


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.
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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.
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Elements of the Queuing Process


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

The Arrival Process


There are two possible types of arrival
processes
Deterministic arrival process.
Random arrival process.

The random process is more common in


businesses.
4

The Arrival Process


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.
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The Poisson Arrival Process


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

HANKs HARDWARE Arrival Process


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,)?
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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
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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)

Cumulative probability: P(Xk) = ?


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

10

The Waiting Line Characteristics


Factors that influence the modeling of queues
Line configuration

Priority

Jockeying

Tandem Queues

Balking

Homogeneity

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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 and Balking


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:

First come first served (FCFS).


Last come first served (LCFS).
Estimated service time.
Random selection of customers for service.

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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.
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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.
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The Service Process


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

The Exponential Service Time Distribution


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
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Schematic illustration of the exponential


distribution
The probability that service is completed
within t time units

P(X t) = 1 - e-t

X=t

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HANKs HARDWARE Service time


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

Using Excel for the Exponential Probabilities


We can use the EXPDIST function in Excel to
determine exponential probabilities.
Probability density: f(t) = ?
Use EXPONDIST(t, , FALSE)

Cumulative probability: P(Xk) = ?


Use EXPONDIST(t, , TRUE)

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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

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HANKs HARDWARE
Using Excel for the Exponential Probabilities
=EXPONDIST(B4,B3,TRUE)

f(t)

Exponential Distribution for Mu = 15


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

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The Exponential Distribution Characteristics


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.

The Exponential and the Poisson distributions are related to


one another.
If customer arrivals follow a Poisson distribution with mean rate ,
their interarrival times are exponentially distributed with mean time
1/
24

9.3 Performance Measures of


Queuing System
Performance can be measured by focusing on:
Customers in queue.
Customers in the system.

Performance is measured for a system in steady


state.

25

9.3 Performance Measures of


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

9.3 Performance Measures of


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

9.3 Performance Measures of


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

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Steady State Performance Measures


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

For the case of an infinite population

L = Lq +
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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

M M 1 Queuing System - Assumptions


Poisson arrival process.
Exponential service time distribution.
A single server.
Potentially infinite queue.
An infinite population.

32

M / M /1 Queue - Performance Measures


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.
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MARYs SHOES - Solution


Input
= 1/12 customers per minute = 60/12 = 5 per hour.
= 1/ 8 customers per minute = 60/ 8 = 7.5 per hour.
Performance Calculations

= 7.5 5 = 2.5 per hr.

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

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MARYs SHOES Spreadsheet solution

=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

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Economic Analysis of Queuing


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

Tandem Queuing Systems


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

Tandem Queuing Systems


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

Tandem Queuing Systems


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

Tandem Queuing Systems


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 SOUND, INC.


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

BIG BOYS SOUND, INC.


Data for a regular Saturday
Personnel.
8 sales persons are on the job.
3 cashiers.
2 workers in the merchandise pickup area.

Average service times.


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

BIG BOYS SOUND, INC.


Only 75% of the arriving customers make a purchase!

What is the average amount of time, a


customer who makes a purchase spends
in the store?

44

BIG BOYS SOUND, INC. Solution


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

Total = 20.14 minutes.


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