European Journal of Operational Research 177 (2007) 445457

www.elsevier.com/locate/ejor

Decision Support

Solving fuzzy queueing decision problems via

a parametric mixed integer nonlinear programming method
Shih-Pin Chen
Department of Business Administration, National Chung Cheng University, Min-Hsiung, Chia-Yi 621, Taiwan
Received 29 March 2005; accepted 13 September 2005
Available online 2 February 2006

Abstract
This paper proposes a mathematical programming method to construct the membership functions of the fuzzy
objective value of the cost-based queueing decision problem with the cost coecients and the arrival rate being fuzzy
numbers. On the basis of Zadehs extension principle, three pairs of mixed integer nonlinear programs (MINLP)
parameterized by the possibility level a are formulated to calculate the lower and upper bounds of the minimal expected
total cost per unit time at a, through which the membership function of the minimal expected total cost per unit time of
the fuzzy objective value is constructed. To provide a suitable optimal service rate for designing queueing systems, the
Yagers ranking index method is adopted. Two numerical examples are solved successfully to demonstrate the validity
of the proposed method. Since the objective value is completely expressed by a membership function rather than by a
crisp value, it conserves the fuzziness of the input information, thus more information is provided for designing queueing systems. The successful extension of queueing decision models to fuzzy environments permits queueing decision
models to have wider applications in practice.
2006 Elsevier B.V. All rights reserved.
Keywords: Queueing decision model; Fuzzy sets; Integer nonlinear programming

1. Introduction
Queueing decision problems are often encountered in many practical systems, such as exible manufacturing systems (FMS), telecommunication systems, eld service support systems, and ow-shop-type production systems (Gross and Harris, 1998; Hillier and Lieberman, 2001; Taha, 2003). Queueing decision
models play an important role in the queueing system design that typically involves making one or a combination of decisions, such as the number of servers at a service facility, the eciency of the servers, and the
E-mail address: chensp@ccu.edu.tw
0377-2217/$ - see front matter 2006 Elsevier B.V. All rights reserved.
doi:10.1016/j.ejor.2005.09.040

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S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

number of service facilities. A typical model, called the cost-based queueing decision model, is to determine
a suitable service rate such that the sum of the cost of oering the service and the cost of delay in oering
the service is minimized. The larger the service level, the higher the service cost, but the lower the cost of
waiting consisting mainly of the lost prot that is resulted from lost business. This model attempts to balance these two conicting types of costs. Many studies have been published on this topic. Recent related
studies include, for example, Papadopoulos (1996), Waller (1996), Shih et al. (1997), Larsen (1998), Arnott
et al. (1999), Kerbache and Smith (2000), Johanson and Larsen (2001), and Kuik and Tielemans
(2004).
Many methods have been developed for solving the queueing decision problem when the cost coecients
and the arrival or service patterns are known exactly. However, there are cases that these parameters may
not be presented precisely. For example, the unit cost of waiting per customer may vary in a time frame.
Taha (2003) pointed out that the main barrier in implementing cost models of this kind is that it may be
dicult to obtain a reliable estimate of the unit cost of waiting, particularly when human behavior impacts
the operation of the situation. Specically, in many practical applications, the statistical information may
be obtained subjectively; i.e., the arrival pattern and service pattern are more suitably described by linguistic terms such as fast, moderate, or slow, rather than by probability distributions. Moreover, the cost of
operating the facility and the cost of waiting may be fuzzy due to some uncontrollable factors. Clearly,
fuzzy input information of this kind will undermine the quality of decisions via conventional queueing decision models. Thus fuzzy queueing decision problems deserve further investigation.
Clearly, the fuzzy queueing decision problem is more practical than the conventional queueing decision
problems. However, few studies have been published on this topic. For example, on the basis of possibility
theory, Buckley (1990) discussed elementary multiple-server queueing systems with nite or innite capacity
and source population. Buckley et al. (2001) extended the results of Buckley (1990) to a fuzzy queueing
decision problem for determining optimal number of servers.
Obviously, when the cost coecients or the arrival rate are fuzzy, the minimal expected total cost per
unit time will be fuzzy as well (Buckley et al., 2001). Therefore, the minimal expected total cost per unit
time should be described by a membership function rather than by a crisp value; otherwise, it may lose
some useful information. In this paper, we develop a mathematical programming approach that is able to
provide the membership function of the fuzzy objective value of the fuzzy queueing decision problem.
The basic idea is to apply the concept of a-cuts (or a-level sets) and Zadehs extension principle (Zadeh,
1978; Yager, 1986; Zimmermann, 2001). Three pairs of mathematical programs are formulated to calculate the lower and upper bounds of the a-cut of the objective value. The solutions obtained from these
pairs of mathematical programs are adopted to construct the membership function of the fuzzy objective
value.
The following sections rst introduce the fuzzy queueing decision model. Then on the basis of Zadehs
extension principle, three pairs of mathematical programs are developed for calculating the a-cuts of the
fuzzy minimal expected total cost per unit time. To demonstrate the validity of the proposed solution
method, two numerical examples are solved successfully. Conclusions are drawn in the last section.

2. Fuzzy queueing decision model

Consider a conventional queueing system with the crisp arrival rate x and the service rate x which we
want to determine. A cost-based queueing decision problem often encountered in practice is to determine
an optimal service rate x* such that the expected total cost per unit time is minimized. In general, the
expected total cost per unit time often includes two types of costs: the expected cost of oering the service
and the expected cost of delay in oering the service (or the expected cost of customer waiting time). Since a
larger service rate reduces the waiting time but it results in a higher cost, the cost-based queueing decision

S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

447

problem attempts to balance these two conicting costs and can be described as (Hillier and Lieberman,
2001; Taha, 2003):
min ETCx EOCx EWCx;

where ETC(x) is the expected total cost per unit time, EOC(x) is the expected cost of operating the facility
per unit time, and EWC(x) is the expected cost of waiting per unit time.
Let c1 denote the cost per unit of the service rate x per unit time and c2 denote the cost of waiting per
unit time per customer, and L(x, x) denote the expected number of customers in the system in the steady
state. One of the conventional cost-based queueing decision models considering the linear case of
EOC(x) = c1x and EWC(x) = c2L(x, x) is
Z minfc1 x c2 Lx; xg.
x

For relatively simple problems, for example, Markovian queueing models, analytical techniques can be applied to evaluate L(x, x) (Ross, 2003). As the problem gets more complicated, those analytical techniques
become inapplicable since a concise closed-form analytical result for L(x, x) is particularly dicult to nd
(Gross and Harris, 1998). Typical examples are the multiple-server general queues and non-Markovian
queueing networks. Instead, simulation has been demonstrated to be a useful tool for evaluating L(x, x)
(Law and Kelton, 2000). In this case, Model (2) becomes a simulation response optimization problem.
Clearly, in Model (2) if any of the parameters c1, c2, or x is fuzzy, the objective value Z is also fuzzy.
The conventional cost-based queueing decision model of Model (2) then turns into a fuzzy cost-based
queueing decision model.
e 1, C
e 2,
Assume that c1, c2, and x are approximately known and can be represented by the fuzzy numbers C
~
and k, respectively:
e 1 fc1 ; lC~ c1 jc1 2 C 1 g;
C
1
e
C 2 fc2 ; lC~ 2 c2 jc2 2 C 2 g;
~
k fx; l~ xjx 2 X g;
k

3
4
5

where C1, C2, and X are the crisp universal sets of c1, c2, and x, respectively; and lC~ 1 c1 , lC~ 2 c2 , and l~k x
e in its universal set Y is a convex
are their corresponding membership functions. Note that a fuzzy number A
and normal fuzzy set, that is, lA~ by 1 1  by 2 P minflA~ y 1 ; lA~ y 2 g, y1, y2 2 Y, b 2 [0, 1], and its
e supy2Y lA~ y 1 (Zimmermann, 2001; Klir and Yuan,
height (that is, the largest membership grade) h A
2002). Therefore, the fuzzy cost-based queueing decision model is of the following form:
e 1x C
e 2 L
~ ~
e minf C
k; xg;
Z
x

~ ~
where L
k; x is the fuzzy expected number of customers in the system in the steady state. Note that
e is not a crisp number but a fuzzy number. Consethe minimal expected total cost per unit time Z
quently, it cannot be obtained directly. We are interested in deriving its membership function lZ~ z. In
the next section, we will propose an MINLP approach based on Zadehs extension principle for deriving
lZ~ z.

3. The MINLP method

e (Buckley and Qu,
One approach to construct the membership function lZ~ z is to derive the a-cuts of Z
~
e
e
1990). The a-cuts of C 1 , C 2 , and k are dened as (Zimmermann, 2001; Klir and Yuan, 2002):

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S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

a

C 1 fc1 2 C 1 jlC~ 1 c1 P ag;

C 2 fc2 2 C 2 jlC~ 2 c2 P ag;

k fx 2 X jl~k x P ag.

e 1, C
e 2 , and ~k can be repreNote that aC1, aC2, and ak are crisp sets rather than fuzzy sets. Using a-cuts, C
e 1, C
e 2,
sented by dierent levels of condence intervals (Zimmermann, 2001; Klir and Yuan, 2002). Since C
~
and k are assumed to be fuzzy numbers, their a-cuts dened in (7)(9) are crisp intervals which can be expressed in another form:

 h
i
a
C 1 minfc1 2 C 1 jlC~ 1 c1 P ag; maxfc1 2 C 1 jlC~ 1 c1 P ag C 1 La ; C 1 U
10
a ;
c1

c1

h
i
C 2 minfc2 2 C 2 jlC~ 2 c2 P ag; maxfc2 2 C 2 jlC~ 2 c2 P ag C 2 La ; C 2 U
a ;

11





k minfx 2 X jl~k x P ag; maxfx 2 X jl~k x P ag kLa ; kU
a .

12

c2

c2

These intervals indicate where the constant cost coecients and arrival rate lie at a possibility level a. On
the basis of Zadehs extension principle (Zadeh, 1978; Yager, 1986; Zimmermann, 2001), the membership
function lZ~ z is dened as
lZ~ z sup min flC~ 1 c1 ; lC~ 2 c2 ; l~k xjz Zc1 ; c2 ; xg;

13

c1 ;c2 ;x

e at all a values
where Zc1 ; c2 ; x minx;x>0 fc1 x c2 Lx; xg is dened in Model (2). If the a-cuts of Z
degenerate to the same value, then the minimal expected total cost per unit time is a crisp number; otherwise, it is a fuzzy number. Although the membership function dened in (13) is theoretically correct, it is
not in the usual form for practical use and it is very dicult to imagine its shape.
Clearly, the membership function of lZ~ z dened in (13) is also parameterized by a. We can use the ae to construct its membership function. One straightforward idea is to apply the approach of Buckcuts of Z
ley and Qu (1990). Unfortunately, their approach works only for certain simple equations. The objective in
Model (2) could be more complicated such that their approach may not be applicable. In fact, to nd the
membership function lZ~ z, it suces to nd the left shape function and the right shape function of lZ~ z.
This can be achieved via the following two steps. The rst step is to nd the lower bound Z La and the upper
e
bound Z U
~ 1 c1 , lC
~ 2 c2 , and l~
k x. To
a of the a-cut of Z . According to (13), lZ~ z is the minimum of lC
e , at least one c1, c2, or
ensure that the obtained interval of the membership value is indeed the a-cut of Z
x must hit the boundary of their a-cuts to satisfy lZ~ z a as required by (13). That is, we need
lC~ 1 c1 P a; lC~ 2 c2 P a; l~k x P a, and at least one of these three inequalities should be active such that
z = Z(c1, c2,x) to satisfy lZ~ z a. Consider the following three cases:
Case 1. When lC~ 1 c1 a, lC~ 2 c2 P a, and l~k x P a
Since the requirement of lC~ 1 c1 a can be represented by c1 C 1 La or c1 C 1 U
a , we employ a binary
variable t1 to reformulate as c1 t1 C 1 La 1  t1 C 1 U
,
t
=
0
or
1.
Moreover,
according to (10)(12)
1
a
L
lC~ 2 c2 P a and l~k x P a can be rewritten as C 2 La 6 c2 6 C 2 U
and
k
6
x
6
kU
a
a , respectively. Since
a
L
U
Z a is the minimum of Z(c1, c2, x) and Z a is the maximum of Z(c1, c2, x), they can be expressed, respectively,
as
Z La 1 minfZc1 ; c2 ; xjc1 t1 C 1 La 1  t1 C 1 U
a ; t 1 0 or 1;

L
U
C 2 La 6 c2 6 C 2 U
a ; ka 6 x 6 ka g

14

S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

L
U
1
^
^
^
ZU
a maxfZc1 ; c2 ; xjc1 t 1 C 1 a 1  t 1 C 1 a ; t 1 0 or 1;

449

L
U
C 2 La 6 c2 6 C 2 U
a ; ka 6 x 6 k a g

15
which can be rewritten as the pair of two-level mathematical programs as follows:
Z La 1

1
ZU
a

min

fminc1 x c2 Lx; xg;

16

max

fminc1 x c2 Lx; xg.

17

U
c1 t1 C 1 L
a 1t1 C 1 a ;t 1 0 or 1
C 2 L
6c
6C
U
2
2
a
a
U
kL
6x6k
a
a

U^
^
c1 ^t1 C 1 L
a 1t1 C 1 a ;t 1 0 or 1
L
C 2 a 6c2 6C 2 U
a
U
kL
a 6x6ka

Since Model (16) is to nd the minimum of all the minimum objective values, one can insert the rst level
into the second level and simplify the two-level mathematical program to the following traditional one-level
mathematical program:
Z La 1 min
x

s.t.

fc1 x c2 Lx; xg
L

c1 t1 C 1 a 1  t1 C 1 a ;
L
C 2 a 6 c2 6
kLa 6 x 6 kU
a .

t1 0 or 1;

18

U
C 2 a ;

To solve Model (17), consider the second level problem, in that c1, c2, and x could be treated as constants.
Since the unique unknown in the objective function of the second level problem is x, let f(x) =
{c1x + c2L(x, x)}. Then the second level of Model (17) becomes min f(x) which is an unconstrained minimization problem. From the knowledge of classical optimization theory (Taha, 2003), given x0, a stationary
point of f(x), if the rst (n  1) derivatives f(i)(x0) = 0, i = 1, 2, . . . , n  1, are zero, and f(n)(x0) > 0 for n is
even, then x0 is a minimum of f(x). Let X = {xjf(i)(x) = 0, for i = 1, . . . , n  1; f(n)(x) > 0, for n is even}.
Consequently, Model (17) can be reformulated as the following traditional one-level mathematical program:
1
ZU
a max

x0 2X

s.t.

fc1 x0 c2 Lx; x0 g
L
U
c1 ^t1 C 1 a 1  ^t1 C 1 a ;
L
C 2 a 6 c2 6
kLa 6 x 6 kU
a .

^t1 0 or 1;

19

U
C 2 a ;

Note that in Models (18) and (19), c1 hits the boundary of its a-cuts to satisfy lZ~ z a as required by (13).
Case 2. When lC~ 2 c2 a, lC~ 1 c1 P a, and l~k x P a
L

Similar to Case 1, the requirement of lC~ 2 c2 a can be replaced by c2 C 2 a or c2 C 2 a , thus we

L
U
L
U
could set c2 t2 C 2 a 1  t2 C 2 a , t2 = 0 or 1, C 1 a 6 c1 6 C 1 a , and kLa 6 x 6 kU
a . According to
the above discussion in Case 1, the pair of mathematical programs can be formulated as (referring to Models (18) and (19))
Z La 2 min
x

s.t.

fc1 x c2 Lx; xg
L

c2 t2 C 2 a 1  t2 C 2 a ;
L
C 1 a 6 c1 6
kLa 6 x 6 kU
a ;

U
C 1 a ;

t2 0 or 1;

20

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S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

2
ZU
a max

x0 2X

s.t.

fc1 x0 c2 Lx; x0 g
L

c2 ^t2 C 2 a 1  ^t2 C 2 a ;
L
C 1 a 6 c1 6
kLa 6 x 6 kU
a .

^t2 0 or 1;

21

U
C 1 a ;

Case 3. When l~k x a, lC~ 1 c1 P a, and lC~ 2 c2 P a

Similar to Cases 1 and 2, the requirement of l~k x a is equivalent to x kLa or x kU
a , thus we could set
L
U
L
U
x t3 kLa 1  t3 kU
,
t
=
0
or
1,
C

6
c
6
C

,
and
C

6
c
6
C

.
According
to the above dis1 a
1
1 a
2 a
2
2 a
3
a
cussion, the pair of mathematical programs can be formulated as
Z La 3 min
x

s.t.

3
ZU
a max

x0 2X

s.t.

fc1 x c2 Lx; xg
x t3 kLa 1  t3 kU
a ;
L
C 1 a

6 c1 6

L
C 2 a

6 c2 6 C 2 a ;

t3 0 or 1;

22

^t3 0 or 1;

23

U
C 1 a ;
U

fc1 x0 c2 Lx; x0 g
x ^t3 kLa 1  ^t3 kU
a ;
L
C 1 a

U
C 1 a ;

6 c1 6

L
C 2 a

6 c2 6 C 2 a .

Note that in Models (20)(23), c2 and x hit the boundary of their a-cuts, respectively, to satisfy lZ~ z a as
required by (13). Generally, since L(x, x) is nonlinear, Models (18)(23) are linearly constrained mixed integer nonlinear programs with 01 variables that can be solved by using effective and efcient integer nonlinear programming methods (Taha, 1975). Consequently, considering the above three cases
U1
simultaneously, we set the lower bound Z La minfZ La 1 ; Z La 2 ; Z La 3 g and the upper bound Z U
a minfZ a ;
U2
U3
e.
Z a ; Z a g of the a-cuts of Z
Note that all a-cuts of c1, c2, and x form nested structures with respect to a (Kaufmann, 1975); that is, for
L
U
L
U
two possibility levels a1 and a2 such that 0 < a2 < a1 6 1, we have C 1 a1 ; C 1 a1   C 1 a2 ; C 1 a2 ;
L
U
L
U
L
U
C 2 a1 ; C 2 a1   C 2 a2 ; C 2 a2 , and kLa1 ; kU
a1   ka2 ; ka2 . Therefore, the feasible regions dened by a2 in
U
Models (18)(23) are larger than those dened by a1. Thus Z La1 P Z La2 and Z U
a1 6 Z a2 ; in other words, the left
shape function is nondecreasing and the right shape function is nonincreasing. This assures the convexity of
e . Consequently, the membership function of Z
e can be constructed.
Z
The second step is to nd the analytical form of the membership function whenever possible, or the
approximate membership function via enumerating dierent a values. Dene an increasing function
L
U
Z L : a ! Z La and a decreasing function Z U : a ! Z U
a . If both Z a and Z a are invertible with respect to a, then
1
L 1
a left shape function LS z Z a and a right shape function RS z Z U
can be obtained, from which
a
the membership function lZ~ z is constructed:
8
L
L
>
< LS z; Z a0 6 z 6 Z a1 ;
L
24
lZ~ z 1;
Z a1 6 z 6 Z U
a1 ;
>
:
U
U
RS z; Z a1 6 z 6 Z a0 .

S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

451

Otherwise, the shape of lZ~ z can be estimated from the set of intervals fZ La ; Z U
a ja 2 0; 1g, although the
exact function is not known explicitly.
Note that the minimal expected total cost per unit time derived by using the proposed approach is
expressed by a membership function rather than by a crisp value; i.e., it is a fuzzy performance measure.
The benet and signicance of such a fuzzy performance measure include maintaining the fuzziness of input
information completely, thus it can represent the fuzzy cost-based system more accurately. This indicates
that the proposed approach can obtain more realistic performance measures when some parameters of
queueing decision models are fuzzy.
L
U
Another thing that is worthwhile to be noted is that, the optimal service rates x a and x a , derived
from the proposed approach, are also fuzzy and conserve the uncertainty of the input information. The aL
U
cut of the obtained optimal service rate x a ; x a  represents the possibility ranges that the optimal
repair rate will appear. Specically, the a = 1 shows the optimal service rate that is most likely to be
and the a = 0 shows the range that the optimal service rate could appear. However, from a practical point
of view, this may not be a good thing for designing queueing systems. To tackle this problem, one way is to
transform the fuzzy number to crisp one. In this paper a simple fuzzy number ranking method is adopted to
defuzzify the fuzzy optimal service rate into a crisp one. Many fuzzy ranking methods have been proposed,
such as Yager (1981), Chen (1985), Choobineh and Li (1993), Fortemps and Roubens (1996), Chen and
Klein (1997). As commented by Chen and Klein (1997), since most of the existing methods are based on
comparing partial order among fuzzy utilities, they fail to exhibit the consistency of human intuition. Fortemps and Roubens (1996) pointed that area compensation is a robust ranking technique which yields
results consistent with human intuition when comparing to other ranking methods. Since the Yagers ranking index method possesses the property of area compensation, we adopt this method for transforming the
fuzzy optimal service rate into a crisp one to provide a suitable optimal service rate for designing queueing
systems. The recommended optimal service rate is calculated by
Z 1 h
i

~
~  La x
~  U
Ix
0:5 x
25
a da.
0

4. Numerical examples
To illustrate the validity of the proposed method, two examples inspired by those studied by Suri and
Leung (1989), LEcuyer et al. (1994), Andradottir (1995, 1996), and Taha (2003) are investigated.
Example 1. CCUBA car wash facility operates with only one bay. Cars arrive according to a Poisson
distribution with a fuzzy arrival rate ~
k per hour and may wait in the facilitys parking lot if the bay is busy.
The time for washing and cleaning a car is exponential. Cars that cannot park in the lot can wait in the
street bordering the wash facility; that is, it is assumed that there is no limit on the capacity of the system.
The arrival rate ~
k and the cost per unit of the service rate ~c1 are approximately known and can be described
as trapezoidal fuzzy numbers ~
k 4; 5; 6; 7 and ~c1 1; 2; 3; 4, respectively. The cost of waiting per unit
time per customer is $3. The manager of the facility wants to determine the optimal service rate such that
the fuzzy total expected cost per unit time is minimized. The problem has the following form:
~ xg.
e minf1; 2; 3; 4x 3  L
~ k;
Z
x

From the knowledge of traditional queueing theory (Gross and Harris, 1998), we have the expected queue
length L = x/(x  x), where x and x are crisp arrival rate and service rate. According to (13), the meme is dened as
bership function lZ~ z of Z
lZ~ z sup min flC~ 1 c1 ; l~k xjz Zc1 ; xg;
c1 ;x

452

S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

e , let g(x) =
where Zc1 ; x min0<x<x fc1 x 3x=x  xg. To nd the upper bound of the a-cut of Z
c1x + 3x/(x  x). It is easy to nd a minimum point for x0 such that g(1)(x0) = 0 and g(2)(x0) > 0, that
is, c1(x0  x)2 = 3x and 6x/(x0  x)3 > 0. The latter is always satised since x0  x > 0 and x > 0. Cone at a possibility
sequently, according to Models (18), (19), (22) and (23), the lower and upper bounds of Z
U1
U2
level a can be set as Z La minfZ La 1 ; Z La 2 g and Z U

maxfZ
;
Z
g,
where
a
a
a
Z La 1 min
s.t.

fc1 x 3x=x  xg
c1 t1 1 a 1  t1 4  a;

t1 0 or 1;

26

4 a 6 x 6 7  a;
x  x P e > 0;
1
ZU
a max

s.t.

fc1 x 3x=x  xg
c1 x  x2 3x
c1 ^t1 1 a 1  ^t1 4  a;

27
^t1 0 or 1;

4 a 6 x 6 7  a;
x  x P e > 0;
Z La 2 min
s.t.

fc1 x 3x=x  xg
x t2 4 a 1  t2 7  a;

t2 0 or 1;

28

1 a 6 c1 6 4  a;
xxPe>0
and
2
ZU
a max

s.t.

fc1 x 3x=x  xg
2

c1 x  x 3x
x ^t2 4 a 1  ^t2 7  a;

29
^t2 0 or 1;

1 a 6 c1 6 4  a;
x  x P e > 0;
where e is a very small positive number. It is easy to nd the objective values of Models (26)(29) by using
an MINLP solver. Consequently, the lower bound of the minimal expected total cost per unit time Z La occurs when x is at its lower bound (4 + a); therefore,
p
Z La a2 5a 4 2 3a2 5a 4;
q
34a
; and

which occurs at x U
a
1a
p

2
ZU
3a2  11a 28;
a a  11a 28 2
q
L
. The inverse functions of Z La and Z U
occurring at x a 7  a 37a
a exist, which give the member4a
ship function lZ~ z as:

S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

lZ~ z

8 q
p
>
>
4z 33  8 3z 3  5
>
>
>
;
>
>
2
>
<

p
p
4 4 3 6 z 6 10 2 30;
p
p
10 2 30 6 z 6 18 6 6;

1;
>
>
q
>
p
>
>
>
11

4z

33

8
3z 3
p
p
>
>
:
; 18 6 6 6 z 6 28 4 21.
2

453

30

Fig. 1 shows the shape of lZ~ z.

Moreover, applying the Yagers ranking index method, the recommended optimal service rate is
calculated by (25):
r#
r
Z 1
Z 1 "
34 a
37  a
 L
 U
da  8:1981.
0:5x a x a  da
0:5 4 a
7  a
1a
4a
0
0
Example 2. Consider Example 1. Suppose the cost of waiting per unit time per customer is also a trapezoidal fuzzy number; that is, ~c2 2; 3; 4; 5. The queueing decision problem becomes:
e minf1; 2; 3; 4x 2; 3; 4; 5L
~ ~
Z
k; xg;
x

e is dened as
where ~
k 4; 5; 6; 7. The membership function of Z
lZ~ z sup min flC~ 1 c1 ; lC~ 2 c2 ; l~k xjz Zc1 ; c2 ; xg;
c1 ;c2 ;x

where Zc1 ; c2 ; x min0<x<x fc1 x c2 x=x  xg. Similar to the discussion in Example 1, the lower and
e can be derived by solving the following three pairs of MINLP models folupper bounds of the a-cut of Z
U1
U2
U3
lowed by setting Z La minfZ La 1 ; Z La 2 ; Z La 3 g and Z U
a maxfZ a ; Z a ; Z a g:
Z La 1 min
s.t.

fc1 x c2 x=x  xg
c1 t1 1 a 1  t1 4  a;

t1 0 or 1;

2 a 6 c2 6 5  a;
4 a 6 x 6 7  a;
x  x P e > 0;

e in Example 1.
Fig. 1. The membership function of the Z

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S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

1
ZU
a max

s.t.

fc1 x c2 x=x  xg
2

c1 x  x 3x;
c1 ^t1 1 a 1  ^t1 4  a;

^t1 0 or 1;

2 a 6 c2 6 5  a;
4 a 6 x 6 7  a;
x  x P e > 0;
Z La 2 min
s.t.

fc1 x c2 x=x  xg
c2 t2 2 a 1  t2 5  a;

t2 0 or 1;

1 a 6 c1 6 4  a;
4 a 6 x 6 7  a;
x  x P e > 0;
2
ZU
a max

s.t.

fc1 x c2 x=x  xg
2

c1 x  x 3x;
c2 ^t2 2 a 1  ^t2 5  a;

^t2 0 or 1;

1 a 6 c1 6 4  a;
4 a 6 x 6 7  a;
x  x P e > 0;
Z La 3 min
s.t.

fc1 x c2 x=x  xg
x t3 4 a 1  t3 7  a;
1 a 6 c1 6 4  a;

t3 0 or 1;

2 a 6 c2 6 5  a;
xxPe>0
and
3
ZU
a max

s.t.

fc1 x c2 x=x  xg
2

c1 x  x 3x;
x ^t3 4 a 1  ^t3 7  a;

^t3 0 or 1;

1 a 6 c1 6 4  a;
2 a 6 c2 6 5  a;
x  x P e > 0;
where e is a very small positive number. Consequently, it is not difcult to nd that
p
Z La a2 5a 4 2 a3 7a2 14a 8
and
2
ZU
a a  11a 28 2

p
a3 16a2  83a 140.

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455

Table 1
The a-cuts of the expected total cost per unit time at eleven a values in Example 2
a

Z La

ZU
a

0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0

9.657
10.665
11.700
12.761
13.850
14.966
16.109
17.279
18.477
19.702
20.955

51.664
49.876
48.114
46.378
44.669
42.986
41.330
39.700
38.097
36.520
34.971

Possibility

0.8
0.6
0.4
0.2
0

10

20

30

40

50

60

Z
e of Example 2.
Fig. 2. The approximate membership function of the Z

Both Z La and Z U
a could be invertible; however, it is a challenging task to express their inverse functions in
closed forms explicitly. Table 1 lists the bounds of the expected total cost per unit time at eleven a-cuts. The
approximate membership function lZ~ is shown in Fig. 2. The recommended optimal service rate approximated by using the Yagers ranking index method is 29.3118.

5. Discussion
When the arrival rate, the cost per unit of the service rate, and the cost of waiting per unit time per cuse is also fuzzy. The a-cut of Z
e represents the
tomer are fuzzy, the minimal expected total cost per unit time Z
possibility that the minimal expected total cost per unit time will appear in the associated range. Specically, the cut of a = 1 shows the minimal expected total cost per unit time that is most likely to be and
the cut of a = 0 shows the range that the minimal expected total cost per unit time could appear. In Example 1, referring to (29) p
and
expected total cost per unit time is fuzzy, but it is most likely
Fig. 1, the minimal
p
to fall between 10 2 30 and p
18 6 6 (or approximately between 20.955 and p
32.697),
and its value is

impossible to fall below 4 4 3 (or approximately 10.928) or exceed 28 4 21 (or approximately

e
46.330). The optimal
service rate x* also has been
p
p found. At the cut of a = 0 of Z , the lower bound of
L
 L
Z a0 4 4 3 occurs at x a0 4 2 3 (or approximately 7.464), and the upper bound
p
p
21
 U
of Z  U
at the other extreme end of
a0 28 4 21 occurs at x a0 7 2 (or approximately 9.291);
p
p

L

30
 L
a = 1, the lower bound of Z a1 10p
2 30 occurs at x a1 p
5 2 (or approximately 7.739),
U
U
and the upper bound of Z  a1 18 6 6 occurs at x a1 6 6 (or approximately 8.450).

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S.-P. Chen / European Journal of Operational Research 177 (2007) 445457

1
Example 2

Possibility

0.8

Example 2

0.6
0.4
Example 1

0.2
0
0

10

20

30

40

50

60

Z
e in Example 1 and that in Example 2.
Fig. 3. The relationship between the membership function of Z

For Example 2, referring to Table 1 and Fig. 2, the minimal expected total cost per unit time denitely
possible lie between
20.955 and 34.971, and their corresponding
optimal service rates occurs at
p
p
L
U
x a1 5 230 (or approximately 7.739) and x a1 6 2 2 (or approximately 8.828), respectively.
On the other hand, its value is impossiblepto
p the corresponding
fall outside the range of 9.657Uand 51.664;
L
optimal service rates are x a0 4 2 2 (or approximately 6.828) x a0 7 235 (or approximately
9.958), respectively.
Note that the membership function of the minimal expected total cost per unit time in Example 2 is
related to that in Example 1. Since the cost of waiting per unit time per customer c2 in Example 1 is a crisp
value that can be represented by a degenerated membership function obtained from Example 2, the membership function of the minimal expected total cost per unit time of Example 1 is contained in that of Example 2, as shown in Fig. 3.

6. Conclusion
In practical situations, the parameters in the queueing decision model may not be known in a precise
manner due to uncontrollable factors; consequently, the minimal expected total cost per unit time becomes
fuzzy. This paper proposes a mathematical programming approach to nd the membership function of the
fuzzy minimal expected total cost per unit time when the cost coecients and the arrival rate are fuzzy numbers. The idea is based on Zadehs extension principle. Pairs of mixed integer nonlinear programs parameterized by a are formulated to calculate the lower and upper bounds of the a -cuts of the fuzzy minimal
expected total cost per unit time, via which the membership function of the objective value of the fuzzy
queueing decision problem is constructed.
Clearly, if the obtained results are crisp values, then it may lose some useful information. In this paper,
since the fuzzy minimal expected total cost per unit time is expressed by a membership function, it completely conserves the fuzziness of input information when some parameters of the queueing decision model
are fuzzy. The proposed method can obtain reasonable solutions suitable for all cases ranging from the pessimistic case to the optimistic case, thus more information is provided for designing queueing systems.

Acknowledgements
This research is supported by the National Science Council of Taiwan. The author is grateful to the assistance of Miss Yi-Ju Hsueh (a graduate student at Department of Speech Communication, Shih Hsin University, Taipei, Taiwan) in collecting data.

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457

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Shih-Pin Chen is an associate professor at the Department of Business Administration, National Chung Cheng University. He received
his B.S. and M.S. from National Cheng Kung University, Taiwan, and Ph.D. from National Tsing Hua University, Taiwan. He has
published articles in European Journal of Operational Research, Journal of the Operational Research Society, Fuzzy Sets and Systems,
International Journal of Production Research, Computers & Operations Research, Engineering Optimization, Computers and Mathematics with Applications, International Transactions in Operational Research, and others.