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M.Venkatasami,
Ph.D. (Processing and Food Engineering)
Department of Food Process Engineering
AEC&RI, TNAU.
QUEUING THEORY
INTRODUCTION
Queues Waiting lines
Formation
of
queue
Production/operation system
Number of customers exceeds the number of service facilities
Service facilities do not work efficiently
More time than prescribed to serve a customer
E.g.., Bus stops, petrol pumps, restaurants, ticket booths, doctors’ clinics, bank counters
6/5/2021 2
QUEUING THEORY
SITUATIONS
Not possible to
accurately predict
The arrival rate (or time)
of customers
Service rate (or time) of
service facility or facilities.
 Used to determine the level of service (either the service rate or the number of service
facilities)
 Balances the following two conflicting costs
1. Cost of offering the service
• Service facilities and their
operation
2. Cost incurred due to delay in
offering service
• Cost of customers waiting for
service
6/5/2021 3
QUEUING THEORY
THE STRUCTURE OF A QUEUING SYSTEM
The
major
components
Calling population (or input source)
Queuing process
Queue discipline
Service process (or mechanism)
6/5/2021 4
QUEUING THEORY
CALLING POPULATION CHARACTERISTICS
1. Size of calling population
Homogeneous
Finite Infinite
Subpopulations
Finite Infinite
2.
Behavior
of the
arrivals
• Patient customer
• Impatient customer
• Balking customers
• Reneging customers
• Jockeying customers
3. Pattern of arrivals at
the system
Static arrival
Dynamic arrival
 Batches
 Individually
 Scheduled time
 Unscheduled time
6/5/2021 5
QUEUING THEORY
ARRIVAL TIME DISTRIBUTION
Probability distributions
Poisson distribution Exponential distribution Erlang distribution
Poisson
distribution
• Describes the arrival rate variability
• Number of random arrivals at a service facility in a fixed period of
time.
Exponential
distribution
• Describes the average time between arrivals (inter-arrival time) when
arrival rate is Poisson
6/5/2021 6
QUEUING THEORY
6/5/2021 7
QUEUING THEORY
P(x=n)= e-t ((t)n / n!)
 No of customers arrive = n
 Time interval = 0 to t
 The expected (or average) number of arrivals per time unit = λ
 The expected number of arrivals in a given time interval 0 to t = λt
Poisson probability distribution function
PROBABILITY DISTRIBUTION FUNCTION
for n=0,1,2,…
P(x=0)= e-t((t)0/0!)= e-t
 The probability of no arrival in the given time interval 0 to t
for n=0,1,2,…
P(T ≤ t ) = 1 − P(T > t ) = 1−e-  t ; t ≥ 0
6/5/2021 8
QUEUING THEORY
Cont.
 The time between successive arrivals = T (continuous random variable)
 A customer can arrive at any time
The probability of no arrival in the
time interval 0 to t
The probability that T exceeds t.
P(T>t)=P(x=0)= e-t
The cumulative probability
The time T between two
successive arrivals is t or less
f(t)= λe−λt For λ, t ≥ 0
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
6/5/2021 9
QUEUING THEORY
Cont.
 The expression for P(T ≤ t) the cumulative probability distribution function of T.
 The distribution of the random variable T is referred to as the exponential distribution,
 whose probability density function can be written as follows:
Poisson distribution Arrival of customers at a service system, μ = σ = λ
Exponential distribution The time between successive arrivals, μ = σ = 1/λ
Finite (or limited) source queue.
Infinite (or unlimited) source queue
Multiple queues - finite or infinite
6/5/2021 10
QUEUING THEORY
QUEUING PROCESS
The type of queue The layout of service mechanism
The length (or size) of a queue
Operational situations such as physical space,
legal restrictions, and attitude of the customers
 Refers to the number of queues – single, multiple or priority queues and their lengths
6/5/2021 11
QUEUING THEORY
QUEUE DISCIPLINE
 The order (or manner) in which customers from the queue are selected for service
Static Queue Disciplines
First-come, firstserved (FCFS)
Last-come, first-served (LCFS)
Dynamic Queue Disciplines
Service in random Order (SIRO)
Priority service
Pre-emptive priority (or
Emergency)
Non-pre-emptive priority
6/5/2021 12
QUEUING THEORY
SERVICE PROCESS (OR MECHANISM)
The service mechanism (or process) is concerned with the manner in which customers
are serviced and leave the service system
 The arrangement (or capacity) of service facilities
THE ARRANGEMENT (OR CAPACITY) OF SERVICE FACILITIES
 The distribution of service times
Series
arrangement
Parallel
arrangement
Mixed
arrangement
6/5/2021 13
QUEUING THEORY
ARRANGEMENT OF SERVICE FACILITIES
SERIES ARRANGEMENT
1
Single Queue, Single Serve
Single Queue, Multiple Servers
1 2
Customer
Service facility
Served customer
Customer
Service facility
Service facility
Served customer
6/5/2021 QUEUING THEORY 14
Cont.
PARALLEL ARRANGEMENT
1
2
1
2
3
Multiple Queue, Multiple Servers
Single Queue, Multiple Service
Customer
Service facility
Served customer
Customer
Service facility
Served
customer
6/5/2021 QUEUING THEORY 15
Cont.
MIXED ARRANGEMENT
1
2
3
4
Single Queue, Multiple Service
Customer
Service facility
Served customer
Service facility
6/5/2021 16
QUEUING THEORY
SERVICE TIME DISTRIBUTION
 The time taken by the server from the commencement of service to the completion of
service for a customer is known as the service time.
AVERAGE SERVICE RATE
 The service rate measures the service capacity of the facility in terms of customers
per unit of time
 μ is the average service rate
 The expected number of customers served during time interval 0 to t will be μt.
If service starts at zero time, the probability that service is not completed by time t is
given by,
P(x = 0) = 𝑒−μt
6/5/2021 17
QUEUING THEORY
Cont.
 Service time = T (random variable )
 The probability of service completion within time t is given by:
P(T ≤ t) = 1 – 𝑒−μt, t ≥ 0
AVERAGE LENGTH OF SERVICE TIME
 The fluctuating service time is described by the negative exponential
probability distribution, denoted by 1/μ
• Average number of customers waiting in the system for service
Queue size
• Average number of customers waiting in the system and being served
Queue length
6/5/2021 QUEUING THEORY 18
PERFORMANCE MEASURES OF A QUEUING SYSTEM
QUEUING
MODEL
μ
𝝀
n
Lq
Ls
Wq
Ws
ρ
Pn
 In steady state systems, the operating characteristics do not vary with time
6/5/2021 19
QUEUING THEORY
NOTATIONS
n Number of customers in the system (waiting and in service)
Pn Probability of n customers in the system
λ Average customer arrival rate or average number of arrivals per unit of time in the
queuing system
μ Average service rate or average number of customers served per unit time at the place
of service
Po Probability of no customer in the system
s Number of service channels (service facilities or servers)
N Maximum number of customers allowed in the system
6/5/2021 QUEUING THEORY 20
Ls Average number of customers in the system (waiting and in service)
Lq Average number of customers in the queue (queue length)
Ws Average waiting time in the system (waiting and in service)
Wq Average waiting time in the queue
Pw Probability that an arriving customer has to wait (system being busy), 1 – Po = (λ/μ)
Cont.
λ
μ
= ρ =
Average service completion time (1/μ)
Average interarrival time (1/λ)
ρ : Percentage of time a server is busy serving customers, i.e., the system utilization
6/5/2021 QUEUING THEORY 21
GENERAL RELATIONSHIPS
LITTLE’S FORMULA
 Valid for all queueing models
 Developed by J. Little
 lf the queue is finite, λ is replaced by λe
Ls= λ Ws Lq = λ Wq
Ws = Wq +
1
μ Ls= Lq +
λ
μ
6/5/2021 22
QUEUING THEORY
QUEUING MODEL
The performance measures Ls,Lq,Ws, and Wq
for simple queuing systems
Traditional queuing theory is concerned with obtaining closed form solutions for,
Steady state probabilities
pn=P(N=n)
or
CLASSIFICATION OF QUEUING MODELS
 QT models are classified by using special (or standard) notations
 Described initially by D.G. Kendall in the form (a/b/c)
 A.M. Lee added the symbols d and c to the Kendall’s notation.
 The standard format used to describe queuing models is as follows:
6/5/2021 23
QUEUING THEORY
Cont.
 a = arrivals distribution
 b = service time distribution
 c = number of servers (service channels)
 d = capacity of the system (queue plus service)
 e = queue (or service) discipline
{(a/b/c) : (d/c)}
 In place of notation a and b, other descriptive notations are used for the arrival and
service times distribution:
M = Markovian (or Exponential) interarrival time or service-time distribution
D = Deterministic (or constant) interarrival time or service time
GI = General probability distribution – normal or uniform for inter-arrival time
M/M/1
6/5/2021 24
QUEUING THEORY
Cont.
In a queuing system,
λ
μ
< 1, 𝐼𝑛𝑓𝑖𝑛𝑖𝑡𝑒 𝑞𝑢𝑒𝑢𝑒 𝑙𝑒𝑛𝑔𝑡ℎ 𝑚𝑜𝑑𝑒𝑙𝑠
λ
μ
> 1, Finite queue length models
• The number of arrivals is described by a Poisson probability distribution, λ
M
• The service time is described by an exponential distribution, μ
M
• A single server
1
Multiple server
Single Server
Finite queue length
𝐼𝑛𝑓𝑖𝑛𝑖𝑡𝑒 𝑞𝑢𝑒𝑢𝑒 𝑙𝑒𝑛𝑔𝑡ℎ
Finite queue length
𝐼𝑛𝑓𝑖𝑛𝑖𝑡𝑒 𝑞𝑢𝑒𝑢𝑒 𝑙𝑒𝑛𝑔𝑡ℎ
6/5/2021 25
QUEUING THEORY
SINGLE-SERVER QUEUING MODELS
(A) Expected number of customers in the
system
(B) Expected number of customers waiting
In the queue
(C) Expected waiting time for a customer in
the queue:
(d) Expected waiting time for a customer in
the system
Model I: {(M/M/1): (∞/FCFS)} Exponential Service – Unlimited Queue
6/5/2021 QUEUING THEORY 26
Model II: {(M/M/1) : (∞/SIRO)}
 Identical to the model I with the only difference in queue discipline
 The derivation of Pn is independent of any specific queue discipline
 Other results will also remain unchanged as long as Pn remains unchanged
Pn = (1− ρ) ρⁿ ; n= 1, 2, . .
Model III: {(M/M/1) : (N/FCFS)} Exponential Service – Finite (or Limited) Queue
(A) Expected number of
customers in the system
Cont.
6/5/2021 QUEUING THEORY 27
Model III: {(M/M/1) : (N/FCFS)} Exponential Service – Finite (or Limited) Queue
Cont.
6/5/2021 QUEUING THEORY 28
MULTI-SERVER QUEUING MODELS
Model IV: {(M/M/s) : (∞/FCFS)} Exponential Service – Unlimited Queue
The expected number of customers waiting in the queue (length of line):
6/5/2021 QUEUING THEORY 29
Cont.
6/5/2021 QUEUING THEORY 30
Cont.
Model V: {(M/M/s) : (N/FCFS)} Exponential Service – Limited (Finite) Queue
The expected number of customers in the queue
6/5/2021 QUEUING THEORY 31
Cont.
Model VI: {(M/M/1) : (M/GD)} Single Server – Finite Population (Source) of Arrivals
Model VII: {(M/M/s) : (M/GD)} Multiserver – Finite Population (Source) of Arrivals
6/5/2021 QUEUING THEORY 32
MULTI-PHASE SERVICE QUEUING MODEL
 Model VIII: {(M/Ek / 1) : (∞ / FCFS)} Erlang Service Time Distribution with k-Phases
 Model IX: Single Server, Non-Exponential Service Times Distribution – Unlimited Queue
 Model X: Single Server, Constant Service Times – Unlimited Queue
FINITE CALLING POPULATION QUEUING MODELS
SPECIAL PURPOSE QUEUING MODELS
6/5/2021 QUEUING THEORY 33
THANK YOU

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Queuing theory

  • 1. M.Venkatasami, Ph.D. (Processing and Food Engineering) Department of Food Process Engineering AEC&RI, TNAU. QUEUING THEORY
  • 2. INTRODUCTION Queues Waiting lines Formation of queue Production/operation system Number of customers exceeds the number of service facilities Service facilities do not work efficiently More time than prescribed to serve a customer E.g.., Bus stops, petrol pumps, restaurants, ticket booths, doctors’ clinics, bank counters 6/5/2021 2 QUEUING THEORY
  • 3. SITUATIONS Not possible to accurately predict The arrival rate (or time) of customers Service rate (or time) of service facility or facilities.  Used to determine the level of service (either the service rate or the number of service facilities)  Balances the following two conflicting costs 1. Cost of offering the service • Service facilities and their operation 2. Cost incurred due to delay in offering service • Cost of customers waiting for service 6/5/2021 3 QUEUING THEORY
  • 4. THE STRUCTURE OF A QUEUING SYSTEM The major components Calling population (or input source) Queuing process Queue discipline Service process (or mechanism) 6/5/2021 4 QUEUING THEORY
  • 5. CALLING POPULATION CHARACTERISTICS 1. Size of calling population Homogeneous Finite Infinite Subpopulations Finite Infinite 2. Behavior of the arrivals • Patient customer • Impatient customer • Balking customers • Reneging customers • Jockeying customers 3. Pattern of arrivals at the system Static arrival Dynamic arrival  Batches  Individually  Scheduled time  Unscheduled time 6/5/2021 5 QUEUING THEORY
  • 6. ARRIVAL TIME DISTRIBUTION Probability distributions Poisson distribution Exponential distribution Erlang distribution Poisson distribution • Describes the arrival rate variability • Number of random arrivals at a service facility in a fixed period of time. Exponential distribution • Describes the average time between arrivals (inter-arrival time) when arrival rate is Poisson 6/5/2021 6 QUEUING THEORY
  • 7. 6/5/2021 7 QUEUING THEORY P(x=n)= e-t ((t)n / n!)  No of customers arrive = n  Time interval = 0 to t  The expected (or average) number of arrivals per time unit = λ  The expected number of arrivals in a given time interval 0 to t = λt Poisson probability distribution function PROBABILITY DISTRIBUTION FUNCTION for n=0,1,2,… P(x=0)= e-t((t)0/0!)= e-t  The probability of no arrival in the given time interval 0 to t for n=0,1,2,…
  • 8. P(T ≤ t ) = 1 − P(T > t ) = 1−e-  t ; t ≥ 0 6/5/2021 8 QUEUING THEORY Cont.  The time between successive arrivals = T (continuous random variable)  A customer can arrive at any time The probability of no arrival in the time interval 0 to t The probability that T exceeds t. P(T>t)=P(x=0)= e-t The cumulative probability The time T between two successive arrivals is t or less
  • 9. f(t)= λe−λt For λ, t ≥ 0 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 6/5/2021 9 QUEUING THEORY Cont.  The expression for P(T ≤ t) the cumulative probability distribution function of T.  The distribution of the random variable T is referred to as the exponential distribution,  whose probability density function can be written as follows: Poisson distribution Arrival of customers at a service system, μ = σ = λ Exponential distribution The time between successive arrivals, μ = σ = 1/λ
  • 10. Finite (or limited) source queue. Infinite (or unlimited) source queue Multiple queues - finite or infinite 6/5/2021 10 QUEUING THEORY QUEUING PROCESS The type of queue The layout of service mechanism The length (or size) of a queue Operational situations such as physical space, legal restrictions, and attitude of the customers  Refers to the number of queues – single, multiple or priority queues and their lengths
  • 11. 6/5/2021 11 QUEUING THEORY QUEUE DISCIPLINE  The order (or manner) in which customers from the queue are selected for service Static Queue Disciplines First-come, firstserved (FCFS) Last-come, first-served (LCFS) Dynamic Queue Disciplines Service in random Order (SIRO) Priority service Pre-emptive priority (or Emergency) Non-pre-emptive priority
  • 12. 6/5/2021 12 QUEUING THEORY SERVICE PROCESS (OR MECHANISM) The service mechanism (or process) is concerned with the manner in which customers are serviced and leave the service system  The arrangement (or capacity) of service facilities THE ARRANGEMENT (OR CAPACITY) OF SERVICE FACILITIES  The distribution of service times Series arrangement Parallel arrangement Mixed arrangement
  • 13. 6/5/2021 13 QUEUING THEORY ARRANGEMENT OF SERVICE FACILITIES SERIES ARRANGEMENT 1 Single Queue, Single Serve Single Queue, Multiple Servers 1 2 Customer Service facility Served customer Customer Service facility Service facility Served customer
  • 14. 6/5/2021 QUEUING THEORY 14 Cont. PARALLEL ARRANGEMENT 1 2 1 2 3 Multiple Queue, Multiple Servers Single Queue, Multiple Service Customer Service facility Served customer Customer Service facility Served customer
  • 15. 6/5/2021 QUEUING THEORY 15 Cont. MIXED ARRANGEMENT 1 2 3 4 Single Queue, Multiple Service Customer Service facility Served customer Service facility
  • 16. 6/5/2021 16 QUEUING THEORY SERVICE TIME DISTRIBUTION  The time taken by the server from the commencement of service to the completion of service for a customer is known as the service time. AVERAGE SERVICE RATE  The service rate measures the service capacity of the facility in terms of customers per unit of time  μ is the average service rate  The expected number of customers served during time interval 0 to t will be μt. If service starts at zero time, the probability that service is not completed by time t is given by, P(x = 0) = 𝑒−μt
  • 17. 6/5/2021 17 QUEUING THEORY Cont.  Service time = T (random variable )  The probability of service completion within time t is given by: P(T ≤ t) = 1 – 𝑒−μt, t ≥ 0 AVERAGE LENGTH OF SERVICE TIME  The fluctuating service time is described by the negative exponential probability distribution, denoted by 1/μ • Average number of customers waiting in the system for service Queue size • Average number of customers waiting in the system and being served Queue length
  • 18. 6/5/2021 QUEUING THEORY 18 PERFORMANCE MEASURES OF A QUEUING SYSTEM QUEUING MODEL μ 𝝀 n Lq Ls Wq Ws ρ Pn  In steady state systems, the operating characteristics do not vary with time
  • 19. 6/5/2021 19 QUEUING THEORY NOTATIONS n Number of customers in the system (waiting and in service) Pn Probability of n customers in the system λ Average customer arrival rate or average number of arrivals per unit of time in the queuing system μ Average service rate or average number of customers served per unit time at the place of service Po Probability of no customer in the system s Number of service channels (service facilities or servers) N Maximum number of customers allowed in the system
  • 20. 6/5/2021 QUEUING THEORY 20 Ls Average number of customers in the system (waiting and in service) Lq Average number of customers in the queue (queue length) Ws Average waiting time in the system (waiting and in service) Wq Average waiting time in the queue Pw Probability that an arriving customer has to wait (system being busy), 1 – Po = (λ/μ) Cont. λ μ = ρ = Average service completion time (1/μ) Average interarrival time (1/λ) ρ : Percentage of time a server is busy serving customers, i.e., the system utilization
  • 21. 6/5/2021 QUEUING THEORY 21 GENERAL RELATIONSHIPS LITTLE’S FORMULA  Valid for all queueing models  Developed by J. Little  lf the queue is finite, λ is replaced by λe Ls= λ Ws Lq = λ Wq Ws = Wq + 1 μ Ls= Lq + λ μ
  • 22. 6/5/2021 22 QUEUING THEORY QUEUING MODEL The performance measures Ls,Lq,Ws, and Wq for simple queuing systems Traditional queuing theory is concerned with obtaining closed form solutions for, Steady state probabilities pn=P(N=n) or CLASSIFICATION OF QUEUING MODELS  QT models are classified by using special (or standard) notations  Described initially by D.G. Kendall in the form (a/b/c)  A.M. Lee added the symbols d and c to the Kendall’s notation.
  • 23.  The standard format used to describe queuing models is as follows: 6/5/2021 23 QUEUING THEORY Cont.  a = arrivals distribution  b = service time distribution  c = number of servers (service channels)  d = capacity of the system (queue plus service)  e = queue (or service) discipline {(a/b/c) : (d/c)}  In place of notation a and b, other descriptive notations are used for the arrival and service times distribution: M = Markovian (or Exponential) interarrival time or service-time distribution D = Deterministic (or constant) interarrival time or service time GI = General probability distribution – normal or uniform for inter-arrival time
  • 24. M/M/1 6/5/2021 24 QUEUING THEORY Cont. In a queuing system, λ μ < 1, 𝐼𝑛𝑓𝑖𝑛𝑖𝑡𝑒 𝑞𝑢𝑒𝑢𝑒 𝑙𝑒𝑛𝑔𝑡ℎ 𝑚𝑜𝑑𝑒𝑙𝑠 λ μ > 1, Finite queue length models • The number of arrivals is described by a Poisson probability distribution, λ M • The service time is described by an exponential distribution, μ M • A single server 1 Multiple server Single Server Finite queue length 𝐼𝑛𝑓𝑖𝑛𝑖𝑡𝑒 𝑞𝑢𝑒𝑢𝑒 𝑙𝑒𝑛𝑔𝑡ℎ Finite queue length 𝐼𝑛𝑓𝑖𝑛𝑖𝑡𝑒 𝑞𝑢𝑒𝑢𝑒 𝑙𝑒𝑛𝑔𝑡ℎ
  • 25. 6/5/2021 25 QUEUING THEORY SINGLE-SERVER QUEUING MODELS (A) Expected number of customers in the system (B) Expected number of customers waiting In the queue (C) Expected waiting time for a customer in the queue: (d) Expected waiting time for a customer in the system Model I: {(M/M/1): (∞/FCFS)} Exponential Service – Unlimited Queue
  • 26. 6/5/2021 QUEUING THEORY 26 Model II: {(M/M/1) : (∞/SIRO)}  Identical to the model I with the only difference in queue discipline  The derivation of Pn is independent of any specific queue discipline  Other results will also remain unchanged as long as Pn remains unchanged Pn = (1− ρ) ρⁿ ; n= 1, 2, . . Model III: {(M/M/1) : (N/FCFS)} Exponential Service – Finite (or Limited) Queue (A) Expected number of customers in the system Cont.
  • 27. 6/5/2021 QUEUING THEORY 27 Model III: {(M/M/1) : (N/FCFS)} Exponential Service – Finite (or Limited) Queue Cont.
  • 28. 6/5/2021 QUEUING THEORY 28 MULTI-SERVER QUEUING MODELS Model IV: {(M/M/s) : (∞/FCFS)} Exponential Service – Unlimited Queue The expected number of customers waiting in the queue (length of line):
  • 30. 6/5/2021 QUEUING THEORY 30 Cont. Model V: {(M/M/s) : (N/FCFS)} Exponential Service – Limited (Finite) Queue The expected number of customers in the queue
  • 32. Model VI: {(M/M/1) : (M/GD)} Single Server – Finite Population (Source) of Arrivals Model VII: {(M/M/s) : (M/GD)} Multiserver – Finite Population (Source) of Arrivals 6/5/2021 QUEUING THEORY 32 MULTI-PHASE SERVICE QUEUING MODEL  Model VIII: {(M/Ek / 1) : (∞ / FCFS)} Erlang Service Time Distribution with k-Phases  Model IX: Single Server, Non-Exponential Service Times Distribution – Unlimited Queue  Model X: Single Server, Constant Service Times – Unlimited Queue FINITE CALLING POPULATION QUEUING MODELS SPECIAL PURPOSE QUEUING MODELS
  • 33. 6/5/2021 QUEUING THEORY 33 THANK YOU