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You are on page 1of 16

Amedeo R. Odoni

November 1, 2004

Lecture Outline

• Complete discussion of dynamic queues

(qualitative obsrvations)

• Congestion pricing in transportation: the

fundamental ideas

• Congestion pricing and queueing theory

• Numerical example

• A real example from LaGuardia airport

• Practical complications

Queueing Theory” (on course website)

Comparison of August Weekday Peaking

Patterns

1993 vs. 1998 (3 Hour Average)

Operations

130

120

110

1993 1998

100

90

80

70

60

50

40

30

20

10

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23

Hour

for dynamic demand profiles

1. Find the average demand per unit of time

for the time interval of interest and then

use steady-state expressions to compute

estimates of the queuing statistics.

[Problems?]

2. Subdivide the time interval of interest into

periods during which demand stays

roughly constant; apply steady-state

expressions to each period separately.

[Problems?]

Problems

with the Approximate Methods

• Problems with Approach 1:

1. For cases in which demand varies significantly (e.g.,

>10% from overall average value) the delay estimates

can be VERY poor

2. Will underestimate overall average delay, possibly by a

lot

• Problems with Approach 2:

1. May not have ρ < 1, for some intervals; then what?

2. Time to reach “steady state” is large for values of ρ

which are close to 1; therefore “steady state”

expressions may be very poor approximations when

intervals are relatively short

3. Approach does not take into consideration the

“dynamics” of the demand profile

1. Simulation:

• High level of detail

• May be only viable alternative for complex

systems

• Statistical significance of results?

2. Numerical solution of equations

describing the evolution of queueing

system over time:

• Increasingly practical

• May provide lots of information, such as Pn(t)

Dynamic Behavior of Queues

and difficult to predict

2. Expected delay changes non-linearly with

changes in the demand rate or the capacity

3. The closer the demand rate is to capacity, the

more sensitive expected delay becomes to

changes in the demand rate or the capacity

4. The time when peaks in expected delay occur

may lag behind the time when demand peaks

5. The expected delay at any given time depends on

the “history” of the queue prior to that time

6. The variance (variability) of delay also increases

when the demand rate is close to capacity

for four different levels of capacity

Demand

Delays (mins) (movements)

40 120

35 105

30 90

25 75

20 60

15 45

10 30

5 15

0

0

0

00

00

00

00

00

:0

:0

:0

:0

:0

:0

:0

1:

3:

5:

7:

9:

11

13

15

17

19

21

23

Dem R1 R2 R3 R4

Two Recent References on Numerical

Methods for Dynamic Queuing Systems

Solutions for Multi-Server Queuing Systems with

Erlangian Service Times”, with M. Escobar and E. Roth,

Computers and Operations Research, 29, pp. 1353-1374,

2002.

• Ingolfsson, A., E. Akhmetshina, S. Budge, Y. Li and X.

Wu, “A Survey and Experimental Comparison of Service

Level Approximation Methods for Non-Stationary M/M/s

Queueing Systems,” Working Paper, July 2002.

http://www.bus.ualberta.ca/aingolfsson/working_papers.htm

Congestion pricing:

The basic observation

• The congestion costs due to any specific user

have 2 components:

(1) Cost of delay to that user (internal cost)

(2) Cost of delay to all other users caused by that user

(external cost)

can be very large

users to experience this cost component (to

“internalize the external costs”)

Economic principle

achieved unless each additional (marginal)

user pays for all the additional costs that this

user imposes on all other users and on the

facility itself. A congestion toll not only

contributes to maximizing social economic

welfare, but is also necessary to reach such a

result. (Vickrey, 1967, 1969; Carlin + Park,

1970)

(1) Estimate external marginal delay costs

(extensive data analysis and/or simulation

have been typically needed – subtle issues);

and-error approach that may take long time to

converge)

with regard to the first problem) under certain

conditions.

Computing Internal and External

Costs

Consider a queueing facility with a single type of users in

steady-state. Let

c = delay cost per unit time per user

C = total cost of delay per unit time incurred in the system

Then: C = cLq = cλWq

and the marginal delay cost, MC , imposed by an

additional (“marginal”) user is given by:

dC dW q

MC = = c W q + cλ

dλ dλ

cost cost cost

Numerical Example

_ Non-jets: λ1 = 40 per hour; c1 = $600 per hour

_ Narrow-body jets: λ2 = 40 per hour; c2 = $1,800 per hour

_ Wide-body jets: λ3 = 10 per hour; c3 = $4,200 per hour

_ Total demand is: λ = λ1 + λ2 + λ3 = 90 per hour

_ U[25 sec, 47 sec]

_ E[S] = 36 sec = 0.01 hour; µ = 100 per hour

22 2

σ S2 = = 40.33 sec 2 = 3.11213 ×10 −6 hours 2

12

• Note: We have a M/G/1 system

Numerical Example [2]

λ ⋅ [ E 2 [ S ] + σ S2 ] 90 ⋅ [(0.01) 2 + 3.11213 × 10 −6 ]

Wq = = ≈ 0.0464 hours ≈ 167 sec

2 ⋅ (1 − ρ ) 2 ⋅ (1 − 90 / 100)

λ1 λ λ

Define: c = c1 + c 2 2 + c3 3

λ λ λ

C = c ⋅ Lq = c ⋅ λ ⋅ Wq = (c1 ⋅ λ1 + c 2 ⋅ λ2 + c3 ⋅ λ3 ) ⋅ Wq = c ⋅ Wq

dWq E 2 [ S ] + σ S2 λ ⋅ [ E 2 [ S ] + σ S2 ] 1

= + ⋅ ≈ 5.1556 × 10 − 6 hours ≈ 18.6 sec

dλ 2 ⋅ (1 − ρ ) 2 ⋅ (1 − ρ ) 2 µ

dC dWq

= c1 ⋅ Wq + c ⋅ ≈ $28 + $711 = $739

dλ1 dλ

internal external cost=

cost congestion toll

dC dWq

= c 2 ⋅ Wq + c ⋅ ≈ $85 + $711 = $796

dλ2 dλ

dC dWq

= c3 ⋅ Wq + c ⋅ ≈ $198 + $711 = $909

dλ3 dλ

Generalizing to m types of users…

Si with µ i = E[Si ] ;

−1

service time

m

1 m ⎛ λi 1 ⎞⎟

λ = ∑ λi = E [S ] = ∑ ⎜⎝ λ ×

i= 1 µ i =1 µi ⎠

λ m m

λ

m

⎛ λi ⎞

ρ= = ∑ ρi = ∑ µi c=∑ ci

µ i= 1 i =1 i ⎝

i= 1 λ

⎠

Generalization (continued)

• As before: C = cLq = cλ W q

dC dW q

giving: MC( i) = = ci W q + c λ

dλ i dλ i

can also compute explicitly the total marginal

delay cost MC(i), the internal (or private) cost

and the external cost associated with each

additional user of type i

Example

λ

(1 − ρ ) E[ S i2 ] + E[ S 2 ]

dC λ ⋅ E[ S ]

2 µi

MC (i ) = = ci + cλ

d λi 2(1 − ρ ) 2(1 − ρ ) 2

and Optimal Congestion Tolls!

We now generalize further: let xi be the total cost

perceived by a user of type i for access to a congested

facility and let λi (xi ) be the demand function for type i

users.

x i = IC i + CTi + K i

ICi = internal private cost; it is a function of the demand

rates, λi (xi )

CTi = congestion toll imposed; equal to 0 in absence of

congestion tolls; can be set arbitrarily or can be set as a

function of the λi (xi ) under congestion pricing schemes

congestion

Finding Equilibrium Conditions and

Optimal Congestion Tolls! [2]

• With m types of users, the equilibrium conditions for

any set of demand functions, can be found by solving

simultaneously the m equations:

⎛ m ⎞ dWq [λˆ ( xˆ )]

ˆ ⎜

⎜

( )

xi = ci ⋅ Wq [λ ( xˆ )] + ∑ c j ⋅ λ j x j ⎟ ⋅

⎟ dλ i ( x i )

+ Ki ∀i

⎝ j =1 ⎠

where λˆ ( xˆ ) = {λ ( x ), λ ( x ),..., λ ( x )} .

1 1 2 2 m m

be roughly estimated, at best!

(Big) (Medium) (Small)

Service rate 80 90 100

(movements per hour)

Standard deviation of 10 10 10

service time (seconds)

Cost of delay time $2,500 $1,000 $400

($ per hour)

Hypothetical Demand Functions

40 50 60

0,001 0,003 0,01

Demand Functions for three types of users

0,00001 0,00002 0,00008

x lambda 1 lambda 2 lambda 3

0 40 50 60

Arrival rate (Users/unit time)

200 39,4 48,6 54,8

60 300 38,8 47,3 49,8

400 38 45,6 43,2

50 500 37 43,5 35

600 35,8 41 25,2

700 34,4 38,1 13,8 Type 1

40 800 32,8 34,8 0,8

900 31 31,1 -13,8

Type 2

30 1000 29 27 -30 Type 3

1100 26,8 22,5 -47,8

20 1200 24,4 17,6 -67,2

1300 21,8 12,3 -88,2

10 1400 19 6,6 -110,8

1500 16 0,5 -135

0 1600 12,8 -6 -160,8

1700 9,4 -12,9 -188,2

00

00

00

00

00

00

0

20

40

60

80

10

12

14

16

18

20

2000 -36 -280

Total cost ($)

Case 1: No Congestion Fee

No Congestion Fee

(1) Delay cost (IC) per aircraft $1,802 $721 $288

(2) Congestion fee $0 $0 $0

(3) Total cost of access $1802 $721 $288

[=(1)+(2)]

(4) Demand (no. of movements 5.7 37.4 50.5

per hour)

(5) Total demand (no. of 93.6

movements per hour)

(6) Expected delay per aircraft 43 minutes 15 seconds

(7) Utilization of the airport 99.2%

(% of time busy)

Optimal Congestion Fee

(8) Delay cost (IC) per aircraft $135 $54 $22

(9) Congestion fee (CF) $853 $750 $670

(10) Total cost of access $988 $804 $692

[=(1)+(2)]

(11) Demand (no. of 29.2 34.6 14.9

movements per hour)

(12) Total demand (no. of 78.7

movements per hour)

(13) Expected delay per 3 minutes 15 seconds

aircraft

(14) Utilization of the airport 89.9%

(% of time busy)

Demand Functions for three types of users

Arrival rate (Users/unit time)

70

60

50

o

Type 1

40

o+ Type 2

30

20

+ Type 3

10

+ o No Fee

0

o + With Fee

0

0

00

00

00

00

00

00

0

20

40

60

80

10

12

14

16

18

20

Total cost ($)

Important to note…

absence of congestion pricing, give only

an upper bound on the magnitude of the

congestion-based fees that might be

charged

• These are not “equilibrium prices”

• Equilibrium prices may turn out to be

considerably less than these upper bounds

• Equilibrium prices are hard to estimate,

absent knowledge of demand functions

Case of LaGuardia (LGA)

_ DCA, JFK, LGA, ORD; “buy-and-sell” since 1985

• Early 2000: About 1050 operations per weekday at LGA

• April 2000: Air-21 (Wendell-Ford Aviation Act for 21st Century)

_ Immediate exemption from HDR for aircraft seating 70 or fewer pax

on service between small communities and LGA

• By November 2000 airlines had added over 300 movements per

day; more planned: virtual gridlock at LGA

• December 2000: FAA and PANYNJ implemented slot lottery and

announced intent to develop longer-term policy for access to LGA

• Lottery reduced LGA movements by about 10%; dramatic reduction

in LGA delays

• June 2001: Notice for Public Comment posted with regards to

longer-term policy that would use “market-based” mechanisms

• Process stopped after September 11, 2001; re-opened recently

before and after slot lottery

120

Scheduled

100

movements Nov, 00

Aug, 01

per hour 80 81 flights/hour

60

40

20

0

5 7 9 11 13 15 17 19 21 23 1 3

Estimated average delay at LGA

before and after slot lottery in 2001

100

Nov, 00

Average

Aug, 01

delay 80

(mins

60

per

movt) 40

20

0

5 7 9 11 13 15 17 19 21 23 1 3

Time of day

additional operation by time of day

16

Nov, 00

Marginal 14 Aug, 01

delay 12

(Aircraft- 10

hours) 8

0

5 7 9 11 13 15 17 19 21 23 1 3

(e.g., 5 = 0500-0559)

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