SIE 321 Probabilistic Models in OR Homework 9

Problem 1. Consider an M/M/1 queueing system in which the expected waiting time and expected number
of customers in the system are 120 minutes and 10 customers, respectively. Determine the
probability that a customer’s service time exceeds 30 minutes.

λ
L= =10 customers
μ−λ
1
W= =120 minutes ¿ 2hours
μ−λ
λ
=10
μ−λ

1
λ ( μ−λ )=10
2 λ=10
λ=5
1
=2
μ−λ
μ− λ=0.5
μ=5.5
λ 5 10
ρ= = =
μ 5.5 11
The probability that a customer’s service time exceeds 30 minutes (0.5 hours):
∞ ∞
P ( X ≥ 0.5 )=∫ μ e− x. μ dx=μ ∫ e− x .μ dx
0.5 0.5

∞
e−x .μ
P ( X ≥ 0.5 )=μ | |
−μ 0.5
=( 0+e
−(0.5 × 5.5)
)

P ( X ≥ 0.5 )=0.064
The probability that a customer’s service time exceeds 30 minutes is 0.064.

Problem 2. A gas station with only one gas pump employs the following policy: If a customer has to wait, the
price is $2.5 per gallon; if she does not have to wait, the price is $3 per gallon. Customers arrive
according to a Poisson process with a mean rate of 8 per hour. Service times at the pump have
an exponential distribution with a mean of 4 minutes. Arriving customers always wait until they
can eventually buy gasoline. Determine the expected price of gasoline per gallon.
 60
λ=8 ( customers per hour ) μ= =15( customers per hour )
4
λ 8
ρ= = =0.5333<1
μ 15
8 7
P0=( 1−ρ ) ρ0=1− ρ=1− = =0.47
15 15
If there are no customers in the system, the price is $3 per gallon

Expected price of gasoline per gallon=3 × P0 +2.5 × ( 1−P0 )

Expected price of gasoline per gallon=3 ×0.47+2.5 × ( 1−0.47 )

Expected price of gasoline per gallon=$ 2.735

The expected price of gasoline per gallon is $ 2.735 .

Problem 3. The Friendly Neighbor Grocery Store has a single check-out stand with a full-time cashier.
Customers arrive randomly at the stand at a mean rate of 20 per hour. The service-time
distribution is exponential, with a mean of 2.5 minutes. This situation has resulted in occasional
long lines and complaints from customers. Therefore, because there is no room for a second
checkout stand, the manager is considering the alternative of hiring another person to help the
cashier by bagging the groceries. This help would reduce the expected time required to process
a customer to 1.5 minutes, but the distribution still would be exponential.
The manager would like to have the percentage of time that there are more than two
customers at the checkout stand down below 25 percent. She also would like to have no more
than 5 percent of the customers needing to wait at least 5 minutes before beginning service, or
at least 7 minutes before finishing service.
Compute L, Lq, W, Wq, P0, P1, P2 for both the current mode of operation and the considered
alternative.

- The current mode of operation:

λ=20 ( customers per hour )

60
μ= =24 (customers per hour )
2.5
λ 20 5
ρ= = = =0.8333< 1
μ 24 6
5 1
P0=( 1−ρ ) ρ0=1− ρ=1− = =0.1667=0.17
6 6
2
5 5 5
( ) 1 2
P1= 1− ρ ρ =ρ−ρ = −
6 6 ()
= =0.1389=0.14
36
 5 2 5 3 25
2
P2=( 1− ρ ) ρ =ρ−ρ =
3
() ()
6
−
6
=
216
=0.1157=0.12

λ 20
L= = =5
μ−λ 24−20

λ2 202 25
Lq= = = =4.167=4.17
μ(μ−λ) 24 (24−20) 6
1 1 1
W= = = =0.25=15 min
μ−λ 24−20 4
λ 20 5
W q= = = =0.21=12.5 min
μ( μ−λ) 24(24−20) 24

The manager would like to have the percentage of time that there are more than two
customers at the checkout stand down below 25 percent:

P ( more than 2 customers at checkout ) =1−(0.1667+0.1389+0.1157 )

P ( more than2 customers at checkout ) =0.579>0.25

This criterion is not satisfied.

She also would like to have no more than 5 percent of the customers needing to wait at least 5
minutes before beginning service, or at least 7 minutes before finishing service:

P ( customer waits∈line at least 5 minutes )=e−24 (1−5/ 6) ×5 / 60

P ( customer waits∈line at least 5 minutes )=0.717 ≥0.05

This criterion is not satisfied.

P ( customer spends∈line∧at checkout at least 7 minutes )=e−24 (1−5/ 6) ×7 / 60

P ( customer spends ∈line∧at checkout at least 7 minutes )=0.627 ≥0.05

This criterion is not satisfied.

- The considered alternative:

λ=20 ( customers per hour )

60
μ= =40 (customers per hour )
1.5
λ 20 1
ρ= = = =0.50<1
μ 40 2
 1 1
P0=( 1−ρ ) ρ0=1− ρ=1− = =0.50
2 2

1 1 2 1
1 2
P1=( 1− ρ ) ρ =ρ−ρ = −
2 2
= =0.25
4 ()
1 2 1 3 1
P2=( 1− ρ ) ρ2 =ρ2−ρ3 = () ()
2
−
2
= =0.125
8

λ 20
L= = =1
μ−λ 40−20

λ2 202 1
Lq = = = =0.50
μ ( μ−λ ) 40 ( 40−20 ) 2

1 1 1
W= = = =0.05=3 min
μ−λ 40−20 20

λ 20 1
W q= = = =0.03=1.5 min
μ( μ−λ) 40(40−20) 40

The manager would like to have the percentage of time that there are more than two
customers at the checkout stand down below 25 percent:

P ( more than 2 customers at checkout ) =1−(0.50+0.25+0.125)

P ( more than2 customers at checkout ) =0.125<0.25

This criterion is satisfied.

She also would like to have no more than 5 percent of the customers needing to wait at least 5
minutes before beginning service, or at least 7 minutes before finishing service:
−40 ( 1−0.50) ×5 /60
P ( customer waits∈line at least 5 minutes )=e

P ( customer waits∈line at least 5 minutes )=0.189≥ 0.05

This criterion is not satisfied.

−40 ( 1−0.50) ×7 / 60
P ( customer spends∈line∧at checkout at least 7 minutes )=e

P ( customer spends ∈line∧at checkout at least 7 minutes )=0.097 ≥0.05

This criterion is not satisfied.

Problem 4. The Centerville International Airport has two runways, one used exclusively for takeoffs and the
other exclusively for landings. Airplanes arrive in the Centerville air space to request landing
 instructions according to a Poisson process at a mean rate of 12 per hour. The time required for
an airplane to land after receiving clearance to do so has an exponential distribution with a
mean of 3 minutes, and this process must be completed before giving clearance to do so to
another airplane. Airplanes awaiting clearance must circle the airport. The Federal Aviation
Administration has a number of criteria regarding the safe level of congestion of airplanes
waiting to land. These criteria depend on a number of factors regarding the airport involved,
such as the number of runways available for landing. For Centerville, the criteria are (1) the
average number of airplanes waiting to receive clearance to land should not exceed 1, (2) 90
percent of the time, the actual number of airplanes waiting to receive clearance to land should
not exceed 3.

(a) Evaluate how well these criteria are currently being satisfied.
60
λ=12 ( airplanes per hour ) μ= =20( airplanes per hour)
3
λ 12 3
ρ= = = =0.6<1
μ 20 5
The criterion (1) is the average number of airplanes waiting to receive clearance to land
should not exceed 1.
2 2
λ 12 9
Lq= = = =0.9 ≤1
μ(μ−λ) 20 (20−12) 10

The criterion (1) is satisfied.

The criterion (2) is 90 percent of the time, the actual number of airplanes waiting to receive
clearance to land should not exceed 3.
0 3 2
P0=( 1−ρ ) ρ =1− ρ=1− = =0.40
5 5

3 3 2 6
P1=( 1− ρ ) ρ1 =ρ−ρ2 = −
5 5 ()
= =0.24
25

3 2 3 3 18
2 2
P2=( 1− ρ ) ρ =ρ −ρ =
3
() ()
5
−
5
=
125
=0.144

3 3 3 4 54
P3=( 1− ρ ) ρ 3=ρ3− ρ4= () ()
5
−
5
=
625
=0.0864

3 4 3 5 162
4 4
P4 =( 1−ρ ) ρ =ρ −ρ =
5
() ()
5
−
5
=
3125
=0.05184

P ( N ≤ 4 )=0.40+ 0.24+0.144 +0.0864+ 0.05184

P ( N ≤ 4 )=0.92224 ≥ 0.90
 The criterion (2) is satisfied.

(b) To attract additional business, airport management is considering adding a second runway
for landings. It is estimated that this eventually would increase the mean arrival rate to 25
airplanes per hour. Evaluate how well the above criteria would be satisfied if this happens.

60
λ=25 ( airplanes per hour ) μ= =20( airplanes per hour)
3

λ 25 5
ρ= = = =0.625<1
sμ 2× 20 8

1 1
P 0= 2 s−1 r
= 2 1
λ 1 1 λ 1 25 1 1 25 r 1
()
μ
× × +∑
s ! 1− ρ r=0 μ
×
r! () ( )
20
× × +∑
2 ! 1−0.625 r=0 20
× ( )
r!

P0=0.231

The criterion (1) is the average number of airplanes waiting to receive clearance to land
should not exceed 1.

λ s 25 2
L q=
P0 ()
μ
ρ
=
0.231×
20 ( )
×0.625
=
77
=0.8021≤ 1
2 2
s !(1−ρ) 2! (1−0.625) 96

The criterion (1) is satisfied.

The criterion (2) is 90 percent of the time, the actual number of airplanes waiting to
receive clearance to land should not exceed 3.
P0=0.231
1
25
P 1=
20( )
× 0.231=0.289
1!
2
25
P 2=
20( )
× 0.231=0.181
2!
3
25
P 3=
( )
20
×0.231=0.113
1
2! × 2
 25 4
P4 =
( )
20
× 0.231=0.070
2
2 ! ×2
5
25
P 5=
( ) ×0.231=0.044
20
3
2! × 2

P ( N ≤ 5 )=0.231+ 0.289+ 0.181+0.113+ 0.070+ 0.044

P ( N ≤ 5 )=0.927≥ 0.90
The criterion (2) is satisfied.

Problem 5. The Security & Trust Bank employs 4 tellers to serve its customers. Customers arrive according to
a Poisson process at a mean rate of 4 per minute. However, business is growing and
management projects that the mean arrival rate will be 6 per minute a year from now. The
transaction time between the teller and customer has an exponential distribution with a mean
of 0.5 minute. Management has established the following guidelines for a satisfactory level of
service to customers: The average number of customers waiting in line to begin service should
not exceed 1; at least 95 percent of the time, the number of customers waiting in line should
not exceed 6.

(a) Determine how well these guidelines are currently being satisfied.
λ=4 μ=2
s=4
λ 4 1
ρ= = = =0.50< 1
sμ 4 × 2 2
1 1
P0= 2 s−1 r
= 2 3
4 r 1
( μλ ) × s1! × 1−1 ρ +∑ ( μλ ) × r1! ( )
r=0
4
2
1
× ×
1
+∑
4 ! 1−0.50 r=0 2
× ()
r!

P0=0.130

2 2
λ 4
Lq=
P0
μ ()
ρ 0.13 ×
=
2
×0.50 ()
=0.173
s !(1−ρ)2 4 ! (1−0.50)2
 The average number of customers waiting in line to begin service should not exceed 1 (
Lq ≤1 )
Lq=0.173≤ 1

This guideline 1 is satisfied.

At least 95 percent of the time, the number of customers waiting in line should not exceed 6.
P0=0.130
1
4
P 1=
2 ()
× 0.130=0.26
1!

( 2 )2
P 2= ×0.130=0.26
2!

( 2 )3
P 3= ×0.130=0.173
3!

( 2) 4
P4 = ×0.130=0.087
4!

( 2 )5
P 5= ×0.130=0.043
4 ! × 41

( 2 )6
P 6= ×0.130=0.022
4 ! × 42

( 2 )7
P 7= × 0.130=0.011
4 ! × 43

( 2 )8
P 8= ×0.130=0.0054
4 ! × 44

( 2) 9
P 9= × 0.130=0.00271
4 ! × 45

( 2 )10
P10= ×0.130=0.00135
4 ! × 46

P ( N ≤ 10 )=0.130+ 0.26+0.26+ 0.173+ 0.087+0.043+ 0.022+ 0.011+0.0054+ 0.00271+ 0.0013

P ( N ≤ 10 )=0.995 ≥ 0.95
This guideline 2 is satisfied.
 (b) Evaluate how well the guidelines will be satisfied a year from now if no change is made in
the number of tellers.

λ=6 μ=2
s=4
λ 6 3
ρ= = = =0.75< 1
sμ 4 × 2 4
1 1
P 0= 2 s−1 r
= 2 3
6 r 1
( μλ ) × s1! × 1−1 ρ +∑ ( μλ ) × r1! ( )
r=0
6
2
1
× ×
1
+∑
4 ! 1−0.75 r =0 2
×
r! ()
P0=0.038

λ 2 6 2
Lq=
P0
μ ()
ρ 0.038 ×
=
2 ()
× 0.75
=1.539
s !(1−ρ)2 4 !(1−0.75)2

The average number of customers waiting in line to begin service should not exceed 1 (
Lq ≤1 )
Lq=1.539 ≥ 1

This guideline will not be satisfied a year from now if no change is made in the number of
tellers.

At least 95 percent of the time, the number of customers waiting in line should not exceed 6.

P0=0.038
1
6
P 1=
2 ()
× 0.75=0.114
1!

( 3 )2
P 2= ×0.75=0.171
2!

( 3 )3
P 3= × 0.75=0.171
3!

( 3 )4
P4 = × 0.75=0.128
4!
 (3)5
P 5= ×0.75=0.096
4 ! × 41

( 3 )6
P 6= ×0.75=0.072
4 ! × 42

( 3 )7
P 7= × 0.75=0.054
4 ! × 43

(3 ) 8
P 8= ×0.75=0.041
4 ! × 44

( 3 )9
P 9= × 0.75=0.030
4 ! × 45

( 3 )10
P10= ×0.75=0.023
4 ! × 46

P ( N ≤ 10 )=0.038+ 0.114+ 0.171+0.171+0.128+0.096+ 0.072+ 0.054+0.041+0.03+ 0.023

P ( N ≤ 10 )=0.938 ≤ 0.95

This guideline will not be satisfied a year from now if no change is made in the number of
tellers.

Problem 6. Janet is planning to open a small two-bay car-wash operation, and she must decide how much
space to provide for waiting cars. Janet estimates that customers would arrive randomly (i.e., a
Poisson input process) with a mean rate of 1 every 4 minutes, unless the waiting area is full, in
which case the arriving customers would take their cars elsewhere. The time that can be
attributed to washing one car has an exponential distribution with a mean of 3 minutes.
Compare the expected fraction of potential customers that will be lost because of inadequate
waiting space if (a) 2 spaces, and (b) 4 spaces were provided.