Instituto Tecnológico y de Estudios Superiores de

Monterrey
Campus Saltillo

Queueing Theory
 Session Activities
 Roll Call
 Queueing Theory
 Why is it important to study it?
 Poisson and Exponential distributions
 Queueing Models (Kendall Notation)
 Examples
 Exercises
Waiting Line Systems
 Everybody sometime in our life have
waited in a line.
 We waited in the supermarket, at the
bank, in a restaurant.
 In fact, not only people waits: jobs,
aircrafts, parts, etc.
 It is a necessary evil.

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Why to study them ?
 To quantify the phenomenon of "waiting in queues" by
representative efficiency measures, such as:
 Average queue length
 Average wait time in queue
 Average utilization of facilities
 Etc.
Mc Burger
 McBurger is a fast food restaurant. The manager has
ordered a study to investigate complaints about slow
service. The study indicates the following:

Number of cashiers 1 2 3 4 5 6 7
Average Waiting Time
(mins) 16.2 10.3 6.9 4.8 2.9 1.9 1.3

The manager wants people to

wait at most 3 minutes, what is
the policy to be followed?
Queueing System Cost Cost of service: The
better te level of
Total Cost service is, the higher
Cost the cost

Optimal Level of
Service

Cost of Clients
Waiting

Level of Service
What affects a Queueing System?
 Arrivals
 Source size: unlimited, limited.
 Pattern of arrivals to the system: programmed or random.
 Behavior of arrivals: leave or wait.
 Waiting line
 Finite or infinite
 Servers
 Configuration
 Distribution of service times

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REMINDER
 Two of the most common distributions are Poisson and
Exponential:
 Poisson describes the distribution of arrivals per unit of
time. This distribution is discrete
 The exponential distribution studies the time between
each of these arrivals. This distribution is continuous
If the arrivals are Poisson, the time between these arrivals
is exponential
Exponential
Poisson

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 Poisson & Exponential Relationships
Exponential Poisson

Time t between successive Quantity n of arrivals in

Random Variable
arrivals time t

Interval t0 n = 0, 1, 2, …

 t ( t ) n e  t
Density Function f (t;  )  e , t 0 pn (t ) 
n!

Mean 1/ units of time t arrivals at t

Cumulative probability 1-e -t po(t)+p1(t)+…+pn(t)

Probability of no arrivals in
e -t e -t
time t
POISSON Distribution
 Poisson Distribution is given by:

  n
P(n;  )  e n  0,1,2,...
n!

 Where µ is a positive parameter which represents the mean

number of successes in the given time interval or region of
space.

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EXPONENTIAL Distribution
 Exponential Distribution is given by :

 t
f (t;  )  e , t 0
 Where  is the mean waiting time for the next event
recurrence.

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Exponential Features
 The expected value and the probability that t≤T are given
by: 1
E{t} 

T
P(t  T )   e t dt 1  e t
0

 Exponential Distribution amnesia or memorylessness :

P{t > T + S | t > S} = P{t > T}

KENDALL’S NOTATION
M/M/I
 A single channel with Poisson arrivals and exponential
service
 Arrivals are treated FIFO and once in the row they should be
addressed sooner or later.
 The arrival rate does not change with time and arrivals are
Poisson distributed from an infinite population.
 Service times are exponential, they are independent and vary
from one client to another.
 The service rate is greater than the arrival rate
Measures of System Performance
 There are several measures of system performance:
 Average queue length
 Average waiting time
 Average utilization facilities
 These measures are determined from pn defined as a
function of n and n.
 The system will be in stat “n” when “n” clients are in the
system.
Rates…
  ~ Average number of arrivals in a given period of time.
 µ ~ Average number of people or items served in a given
period of time.

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 Average time a
customer waits in
queue 
Equations Wq 
    
Average customers or
units in the system
 
L 
  
System utilization (in
percentage)
Average time a 1
customer spends in W
the system  
Percentage of 
idle time Po  1 

2
Lq 
    
k 1
 The probability that
Average number of Pn  k    the number of
customers in queue  customers in the
system is > k 17
EXAMPLE
 In Arnold's Workshop, mufflers are installed by a mechanic
at a rate of 3 mufflers/hour. Customers come to the
workshop at a rate of 2 customers/hour. Larry Arnold, the
shop owner, wants to find the numerical values associated
with a queuing system.

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SOLUTION
 L=2
 W=1
 Lq = 4/3
 Wq = 2/3
 ρ = 0.67 PROVE IT!
 Po = 0.33
 Get with EXCEL the probability that 0 (zero) to 10 cars be in
the system at any given time.

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 k 1

Pn  k   


More than k cars in the System

 0  0.667
 1  0.444 Note that is the same as 1–Po=1–0.333=0.667
 2  0.296
 3  0.198
 4  0.132
Implies that there is a 19.8% chance that
 5  0.088 3 cars are waiting

 6  0.058
 7  0.039

Get these values in EXCEL

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EXERCISE
 An ATM serves with mean of 5 customers each 3 min.
Customers come to the cashier at a rate 3 customers each 2
minutes. The bank manager wants to know the related
information about the waiting in line at the ATM.

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Information You Need:
 Average use of ATM
 Average number of customers in queue
 Average number of customers in the system
 Average waiting time in the queue
 Average time in the system
 Percent of the time the ATM is idle

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COSTS IN A QUEUEING SYSTEM
 Total Cost of Service = mCs
 Total Waiting Cost = (λW)Cw
 Total Waiting in Queue Cost = (λWq)Cw
 Total Cost = mCs + λWCw
 where:
 m ~ number of servers (channels)
 Cs ~ cost per server or channel.
 Cw ~ cost of waiting in line/customer.
 W ~ waiting time (Wq in queue)

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EXAMPLE – Mufflers Shop
 Arnold believes that the dissatisfaction cost of waiting in
queue is $ 10 customer/hour. When the car is in service,
customers will not mind waiting. The mechanic will be
paid $ 7 / hour. Obtain:
 Total cost (per day)
 Total cost of service per day
 Total cost of the system

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EXERCISE
 Let’s suppose the shop owner finds a new mechanic who
charges $ 9.00 an hour, but who changes mufflers at a rate
of 4 / hour. Does it suit Arnold to change him?

Find out all

the
indicators
again

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MODEL OF MULTIPLE CHANNELS WITH POISSON ARRIVALS
AND EXPONENTIAL SERVICE TIMES

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M/M/m – Model with “m” chanels
 Multiple servers (channels) with Poisson arrivals and
exponential service times
 A single row is formed and the customer is serviced as the
channels become free
 Arrivals are attended FIFO and once in the row, should be
attended, sooner or later.
 The arrival rate does not change with time and arrivals are
distributed Poisson from an infinite population
 Service times are exponential, vary from one customer to
another and are independent
 The service rate is greater than the arrival rate
RATES…
 m ~ Number of open channels (serving servers)
  ~ Average number of arrivals per period.
 µ ~ Average service rate on each channel.

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Multichannel Model Equations
 The probability of having zero clients in the system:
1
Po  m  
 m 1 1     1    m
n m

      
 n 0 n!     m!    m  

 The number of clients or units in the system:

m
    
  
L P 
(m  1)!(m   ) 2 0

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Multichannel Model Equations
 The average time a unit spends in line or receiving service
(inside the system!):
m
    
W   1 L
P  
(m  1)!(m   ) 2 0
 
 The number of customers or units that are waiting for
service:

Lq  L 


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More…
 The average time a unit passes on the line waiting for
service (in qeue):
1 Lq
Wq  W  
 

 Usage rate:



m

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Another Visit to the Arnold Workshop
 Arnold analyzed the costs if he paid for another mechanic,
a more expensive than the previous one, but who works
faster. Now we will analyze the option of opening an
additional area for customer service with another mechanic
in charge. Instead of dismissing the mechanic, another one
is hired that works similarly, ie with μ = 3 clients / hour,
without changing the arrival ( = 2 clients / hour).
Customers would wait in a single row to be served. Help
Arnold analyze the operation of his workshop with m = 2
and compare.

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Visit No.3 to Arnold’s
 Arnold already analyzed the costs if we paid another
mechanic, more expensive than the previous one, but
works faster. Now we will analyze the option of opening an
additional area for customer care with another mechanic in
charge. In other words, instead of dismissing the mechanic,
another is contracted to work similarly, ie with μ = 1 clients
/ min, without changing the arrival ( = 14 clients / min).
Customers would expect in a single row to be served. Help
Arnold analyze the operation of his workshop with m = 15
and compare.

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SOLUTION
 Probability of zero autos in the system:
1 1
Po    0.5
 1 1  2   1  2  2(3)
n 2
2 1  4  6 
       1     
     3 2  9  6  2 
 n  0 n! 3  2! 3 2(3) 2

 Average number of cars in the system

L
2(3) 2 3 2
1 2
  0.75
2  
(1)!(2(3)  3)  2  3

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SOLUTION – cont.
 Average time spent in a car in the system :
3
L 4 3
W  
 2 8
 Average number of cars in the queue
 3 2 1
Lq  L      0.83
 4 3 12
 Average time in the queue

Lq 0.83
Wq    0.415
 2
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EXERCISE
 Make a comparative table for the Arnold Workshop where
you consider: A mechanic, 2 mechanics and a faster but
more expensive mechanic.
 Analyze costs

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EXERCISE
 A bank has a busy ATM. In order to improve the service
with your customers you want to increase 3 ATMs in the
same site. Each cashier serves on average 3 clients per
minute. Customers arrive at the cashier at a rate of 7
customers every minute. The bank manager wants to know
the information related to the waiting system in the area of
ATMs.

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CONSTANT SERVICE TIME MODEL

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M/D/1 – Servicio Constante
 Algunos sistemas tiene tiempo de servicio constante en
lugar de exponencialmente distribuido.
 Esto ocurre cuando los clientes se procesan de acuerdo con
un ciclo fijo, como en el caso de un lavado de autos
automático, o el de un juego en un parque de diversiones.
 Las otras suposiciones se mantienen:
 Las llegadas se atienden PEPS y una vez en la fila, deberá ser
atendido, tarde o temprano.
 La tasa de llegada no cambia con el tiempo y las llegadas se
distribuyen Poisson de una población infinita
 La tasa de servicio es mayor que la tasa de llegada
Ecuaciones
Tiempo promedio que

un cliente espera en la Wq 
2    
Número promedio de
2
clientes en la cola Lq Lq  cola
2    

Número promedio de Tiempo promedio que


clientes o unidades en L  Lq  pasa un cliente en el 1
 W  Wq 
el sistema sistema 

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EJERCICIO
 Golding Recycling, Inc recolecta y compacta latas de
aluminio y botellas de vidrio en Nueva York. Los camiones
que llegan a descargar el material esperan 15 min en
promedio antes de vaciar sus cargas. El sueldo del chofer y
el costo de ocio del camión se valoraron en $60/hora. Se
puede adquirir un compactador automática que procesa
cargas a una tasa constante de 12 camiones/hora. Los
camiones llegan a una tasa de 8 camiones/hora. Si se instala
el compactador automático su costo se amortizaría a una
tasa de $3/camión descargado. Elabora el análisis

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SOLUCIÓN - Análisis
Sistema Actual
Costo de espera actual/viaje =(1/4 hora * $60/hora) = $ 15.00

Nuevo Sistema
l =8 camiones/hora
µ =12 camiones/hora

Tiempo de espera en cola = Wq =0.0833

Costo de espera (nuevo)/viaje =(1/12 hora * $60/hora) = $ 5.00
Incluir costo de amortización =$5 + $3 = $ 8.00
Ahorro =$15.00 - $8.00 = $ 7.00

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Diagramas de Transición
0 1 n-1 n

0 1 2 n-1 n n+1

1 2 n n+1

 El estado “n” sólo puede cambiar a 2 estados posibles:

 n-1 ~ con una salida con frecuencia n
 n+1 ~ con una llegada con frecuencia n

Nota: 0 no existe… ¿por qué?

Determining the value of pn
 n1n2 0 
pn    p0 , n  1,2,
 n n1  1 

p0 will be determined from:



n 0
pn  1
Ejemplo
 La tienda B&K Groceries opera con 3 cajas. El gerente usa
un programa para determinar la cantidad de cajeras en
operación, en función de los clientes en la tienda.
 Los clientes llegan a las cajas con una distribución Poisson
con frecuencia de 10/hr. El tiempo promedio de atención a
un cliente es exponencial con 12 min en promedio.
 Calcular la probabilidad p de estado estable de que haya n
clientes en las cajas.
Ejemplo - continuación
 Programa para determinar el número de cajeras en
operación:
Clientes en la Cajeros
Tienda funcionando
1a3 1
4a6 2
Más de 6 3
Solución
 De la información tenemos que n =  = 10 clientes/hora
para n =0,1,2,…

 60
 12  5 clientes por hora, n=1,2,3

 n  2  5  10 clientes por hora, n=4,5,6
3  5  15 clientes por hora, n=7,8,…

Solución - continuación
 10 
p1    p0  2 p0
5
2
 10 
p 2    p 0  4 p0
5
3
 10 
p3    p0  8 p0
5
3
 10   10 
p 4      p 0  8 p0
 5   10 
3 2
 10   10 
p5      p0  8 p0
5  10 
3 3
 10   10 
p5      p0  8 p 0
5  10 
3 3 n 6 n 6
 10   10   10  2
pn        p0  8  p0 n = 7, 8, …
 5   10   15  3
Solución - continuación
 El valor de p se determina de la siguiente ecuación:
    
2 2
2
 
2
3

p0  p0 2  4  8  8  8  8  8   8   8     1
 3 3 3 

 O bien,    2   2  2  2 3 
p0 31  81             1
  3 3 3 
 

 Y aplicando la suma de una serie geométrica:


1

i 0
x 
i

1 x
, x 1
Finalmente…

  
  1  1
p0 31  8   1 p0 
 1  
2 55
  
  3 
Ejercicio
 Calcula la probabilidad de que sólo haya una caja abierta
 Cantidad esperada de cajas vacías
 La distribución de probabilidades de la cantidad de cajas
abiertas
 La cantidad promedio de cajas ocupadas
Ejercicio
 En el ejemplo de B&K suponga que el tiempo entre llegadas es
exponencial con media de 5 minutos, y que el tiempo de
atención a un cliente es también exponencial con media de 10
minutos. Además suponga que B&K tiene una cuarta caja y que
las cajas abren dependiendo de incrementos de 2 clientes.
Determina lo siguiente:
 Las probabilidades pn de estado estable
 La probabilidad de que se necesite al 4ta caja
 La cantidad promedio de cajas vacías
COLAS ESPECIALIZADAS POISSON
 Considera el siguiente esquema de un sistema

Cola

Frecuencia de Salidas
Frecuencia de llegadas Servidor 1

Servidor 2

Servidor c
Características de la Cola
a/b/c : d/e/f
 a ~ Distribución de las llegadas
 b ~ Distribución de las salidas
 c ~ Cantidad de servidores en paralelo
 d ~ Disciplina de la cola
 e ~ Cantidad máxima de clientes en el sistema
 f ~ Tamaño de la fuente (finito o infinito)
Distribución de Llegadas y Salidas
 Las notaciones normales para a y b son
 M = Distribución de Markov (o Poisson) de las salidas (tiempo
entre llegadas y salidas exponencial)
 D = Tiempo constante (Determinístico)
 Ek = Distribución de Erlang o Gamma del tiempo (como suma de
exponenciales independientes)
 GI = Distribución general del tiempo entre llegadas
 G = Distribución general del tiempo de servicio
 Disciplina de Colas
 PEPS – Primeras entradas, primeras salidas
 UEPS – Ultimas entradas, primeras salidas
 SEOA – Servicio en orden aleatorio
 DG – Disciplina general (cualquier otro)
COLAS DE UN SOLO SERVIDOR
 La población es infinita  Implica que no hay cambio en
las tasas
 Las llegadas ocurren una a la vez en forma aleatoria. Si
entran a la cola, deberán ser servidas tarde o temprano
 Los tiempos de servicio se comportan en forma aleatoria
con cierta función de probabilidad invariable en el tiempo

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COLAS DE UN SOLO SERVIDOR (cont.)
 El sistema tiene capacidad ilimitada
 Las unidades son atendidas de acuerdo al orden de su
llegada. (FIFO)
 Existe sólo un servidor en el sistema

57
Sistema de Cola

POBLACIÓN LINEA DE ESPERA SERVIDOR

58