Techniques in Operations Research

QUEUING THEORY

INTRODUCTION

Queues are a part of everydays life. We all wait in queues to buy a movie
ticket, to make a bank deposit, pay for groceries, mail a package, obtain a food in a
cafeteria, to have ride in an amusement park and have become adjusted to wait but still
get annoyed by unusually long waits. Queuing theory is the study of waiting in all these
various activities. It uses queuing models to represent the various types of queuing
systems that arise in practice. Formulas for each model indicate how the corresponding
queuing system proceed, perform, including the average amount of waiting that will
occur under a variety of circumstances. The queuing models are very helpful for
determining Operations Research how to operate a queuing system in the most effective
way if too much service capacity to operate the system involves excessive costs. The
models enable finding an appropriate balance between the cost of service and the amount
of waiting. The flows of materials through manufacturing operations through a sequence
of processing stages represent other forms of queues. In this chapter we learn how to
construct and solve equations that describe queuing behaviour for a wide variety of
situations. We cannot exhaust even the elementary models, because the number of
possible variations is enormous. In the terminology of queuing theory, the first proposal
involves changing the parameter values of the models but does not involve structural
changes.

Queuing theory is the mathematical study of waiting lines which are the most
frequently encountered problems in everyday life. For example, queue at a cafeteria,
library, bank, etc. Waiting lines cannot be eliminated completely, but suitable techniques
can be used to reduce the waiting time of an object in the system. A long waiting line
may result in loss of customers to an organization.
 Based on mathematical theories and deals with the problems arising due to
flow of customers towards the service facility. The waiting line models help the
management in balancing between the cost associated with waiting and the cost of
providing service. It can be applied in such situations where decisions have to be taken to
minimize the waiting time with minimum investment cost.

Queuing Model is a suitable model used to represent a service oriented

problem, where customers arrive randomly to receive some service, the service time
being also a random variable.

OBJECTIVES
1. To be familiar with the different techniques in operations research.
2. To define and understand queuing theory.
3. To know the methods in queuing theory.

CONTENT

History

The current mathematical formulas that we use for modeling a queue would
not be possible without earlier work in discovering the properties of probability
distributions that could be applied to solve real-life problems. The French mathematician
Poisson developed a probability distribution that was very useful for later work on
queuing theory.
The impetus for the development of queuing theory was the burgeoning telephone
industry in the early 1900s.
 The first developers of queuing theory as applicable to the telephone industry
were Tore Olaus Engset and Agner Krarup Erlang. The most famous is Erlang who
published his first paper on queuing theory in 1909.

First used by traffic engineers to develop better systems. Engsets main work
was not in queuing theory and traffic engineering and his contributions are not as well
known (Stordahl, pg 138).

He developed models that accounted for callers that dropped due to frustration
from waiting for an operator and for those that were patient enough to wait for their call
to be connected.

Importance of Queuing Theory

Queuing and waiting time analysis is particularly important in service system.

Large costs of waiting and of lost sales due to waiting.

Examples of Real World Queuing Systems

1. Commercial queuing systems. For commercial organization serving external

customers.

2. Transportations queuing system. Vehicles are customers or servers.

 3. Business-service internal system. Customers receiving service are internal to
the organization providing the service.

4. Social service systems. Example: Judicial processes, hospital waiting list etc.

Typical examples might be:

banks/supermarkets - waiting for service

computers - waiting for a response
failure situations - waiting for a failure to occur e.g. in a piece of machinery
public transport - waiting for a train or a bus

METHODS

Basic Structure of Queuing Model

Input Customers Service Served

Queue
Source Mechanism (Customers)

Queue Discipline

The models enable finding an appropriate balance between the cost of service and
the amount of waiting. The flows of materials through manufacturing operations through
a sequence of processing stages represent other forms of queues. In this chapter we learn
how to construct and solve equations that describe queueing behaviour for a wide variety
of situations. We cannot exhaust even the elementary models, because the number of
possible variations is enormous. The models enable finding an appropriate balance
between the cost of service and the amount of waiting.

Input source

One characteristic of input source is its size. The size of number of total
customers. They may be infinite or infite.
 When will each arrive? It associated with the distribution usually Poisson's
distribution (number of any customer generated at any specific time.) or
Exponential distribution.

Queue

Where customers wait before being serve.

It was characterized by maximum permissible number of customers that it can

contain.

Queue Discipline

Order in which member of the queue are selected for service.

First-come-first serve is normally used.

Service mechanism

Consists of one or more facilities, each of which contains one or more parallel
service channels called servers.

The customers enter one of the parallel service channel and served by the servers.

Service time is usually defined by a probability distribution.

Analysis of queuing situations the types of questions in which we are interested are
typically concerned with measures of system performance and might include:

How long does a customer expect to wait in the queue before they are served, and
how long will they have to wait before the service is complete?
What is the probability of a customer having to wait longer than a given time
interval before they are served?
What is the average length of the queue?
What is the probability that the queue will exceed a certain length?
What is the expected utilisation of the server and the expected time period during
which he will be fully occupied (remember servers cost us money so we need to
keep them busy). In fact if we can assign costs to factors such as customer
 waiting time and server idle time then we can investigate how to design a system
at minimum total cost.

These are questions that need to be answered so that management can evaluate
alternatives in an attempt to control/improve the situation. Some of the problems that are
often investigated in practice are:

Is it worthwhile to invest effort in reducing the service time?

How many servers should be employed?
Should priorities for certain types of customers be introduced?
Is the waiting area for customers adequate?

In order to get answers to the above questions there are two basic approaches:

analytic methods or queuing theory (formula based); and

simulation (computer based).

The simple queueing systems that can be tackled via queueing theory essentially:

consist of just a single queue; linked systems where customers pass from one
queue to another cannot be tackled via queueing theory
have distributions for the arrival and service processes that are well defined (e.g.
standard statistical distributions such as Poisson or Normal); systems where these
distributions are derived from observed data, or are time dependent, are difficult
to analyse via queueing theory.

Notation

: mean rate of arrival. It is equal to 1/E[Inter-arrival-Time] where E[.] denotes the

expectation operator.
: mean service rate. It is equal to 1/E[Service-Time].
= / for single server queues: utilization of the server; also the probability that
the server is busy or the probability that someone is being served.
c: number of servers.
 Pn: probability that there are n customers in the system.
L: Mean number of customers in the system.
Lq: mean number of customers in the queue.
W: mean wait in the system.
Wq: mean wait in the queue.
C2: Coefficient of variation of a random variable; C2 =Variance/(Mean)2 .
C2s: Coefficient of variation of service time.
C2a: Coefficient of variation of inter-arrival time.
2s: variance of service time.
K: capacity of queue.

Basic Queueing Formulas

Single-Server Queues

M stands for Markov and is commonly used for the exponential distribution. M/M/1
queue is one in which there is one server (and one channel) and both the interarrival
time and service time are exponentially distributed.
An M/G/1 queue is one with one server in which the inter-arrival time is
exponentially distributed and the service time is generally distributed. A G/G/1
queue is one with one server in which both service and the inter-arrival time have
any given distribution.

For the M/M/1 queue, we can prove that

For the M/G/1 queue, we can prove that

Example: (M/M/1 system)

Consider the following scenario: the inter-arrival time is exponentially distributed with a
mean of 10 minutes and the service time is also exponentially distributed with a mean of
8 means, find:

(i) mean wait in the queue,

(ii) mean number in the queue,
(iii) the mean wait in the system,
(iv) mean number in the system and
(v) proportion of time the server is idle.

M/M/1 system
Given:
= 1/10
= 1/8
= 8/10

Number in the Queue = Lq =

Wait in the Queue = Wq = Lq/ = 32 mins.

Wait in the System = W = Wq + 1/ = 40 mins.

Number in the System = L = W = 4.

Proportion of time the server is idle = 1 = 0.2.

Example: (M/G/1 queue)

Consider the following scenario: the inter-arrival time is exponentially distributed with a
mean of 10 minutes and the service time has the uniform distribution with a maximum of
9 minutes and a minimum of 7 minutes, find:

(i) mean wait in the queue

(ii) mean number in the queue
(iii) the mean wait in the system
(iv) mean number in the system
(v) proportion of time the server is idle

M/G/1 system
Given:
= 1/10
= 1/8
2s= (9 7)2/12 = 1/3.
= 8/10

Number in the Queue = Lq =

Wait in the Queue = Wq = Lq/ = 16.08 mins.

Wait in the System = W = Wq + 1/ = 24.08 mins.

Number in the System = L = W = 2.408.

Proportion of time server is idle = 1 = 0.2

 Summary/Conclusion

Techniques in Operations Research: Linear Programming,Transportation Problem,

Assignment Problem, Game Theory, Network Analysis, Inventory Control Models,
Goal Programming, Simulation, Nonlinear Programming, Integer Programming,
Dynamic Programming, Sequencing Theory, Replacement Models and Queuing
Theory.

Queuing theory is the mathematical study of waiting lines which are the most
frequently encountered problems in everyday life.

Queuing Model is a suitable model used to represent a service oriented problem,

where customers arrive randomly to receive some service, the service time being
also a random variable.

The first developers of queuing theory as applicable to the telephone industry were
Tore Olaus Engset and Agner Krarup Erlang.

Basic Queueing Formulas:

References:

Techniques in Operations Research. Universal Teachers Publication

HISTORY OF THE QUEUE. April 26, 2012 by jfried09

The History Behind the Probability Theory and the Queuing Theory Queuing
Theory-Encyclopedia of Business Telephone Operator Image Erlang Image

OR-Notes J E Beasley

Queuing Formulas