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Basics of Queueing Theory

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Modeling, Analysis, Applications as well as

external sources

Introduction

Most (not all) simulations are of queueing systems, or networks

of queues, modeling real systems

Customers show up, wait for service, get served, maybe go

elsewhere, wait again, get served again, etc., maybe leave

Chapter 2 Basics of Queueing Theory 2

System Customers Servers

Manufacturing Parts Machines, people, transport

Urgent-care clinic Patients Doctors, nurses, other staff, rooms

Supply chain Parcels, loads, trucks Docks, warehouse space, trucks

Bank Customers Tellers, loan officers, drive-throughs

Amusement park Guests Rides, food stands, urgent-care clinic

Computer lab Students Computers, printers, help staff

Telecommunications Messages, packets Terminals, relays, switches

Traffic intersection Vehicles, pedestrians Segments of space in the intersection

A Single-Server Queueing System

Chapter 2 Basics of Queueing Theory 3

Registration

Queue

Reg. Desk

Arriving

patients

Departing

patients

Patient being

registered

Often interested in output performance measures (metrics), like

Total number of patients going from entry to exit over a fixed time period

Average time in queue (waiting time), not counting service time

Maximum time in queue

Time-average number of parts in queue (area under number-in-queue

function, divided by length of time period)

Maximum number of patients in queue over a fixed time period

Average patient time in system

Maximum patient time in system

Utilization of the server (proportion of time busy)

Could be a node in a larger queueing network

Interarrival times, service

times random (need to specify

probability distributions)

Urgent-Care Clinic

Chapter 2 Basics of Queueing Theory 4

Some questions:

How many staff of which type during which time periods?

How big should the waiting room(s) be?

What would be the effect on patient waits if doctors and nurses tended

to decrease or increase the time they spend with patients?

What if 10% more patients arrived (arrival rate increased by 10%)?

Should we serve patients in order of their acuity, or just first-in-first-out

(FIFO)?

Random arrivals (no

appointments)

Branching probabilities

(independent)

Why Study Queueing Theory with Simulation?

Chapter 2 Basics of Queueing Theory 5

Terminology, logic similar to many simulation models

In some cases, can derive exact closed-form formulas for output

performance metrics, use to verify (debug) simulation models:

Have simulation model of complex system that does not meet queueing-

theory assumptions but it would if we made some (over-)simplifying

extra assumptions like exponential distributions for inter-arrival and

service times

Modify the simulation model so that it meets these extra assumptions,

run it for a very long time queueing-theoretic results are typically

available only for steady state (a.k.a. long run, infinite horizon)

Compare simulation output with queueing-theoretic results if they

(approximately) agree, then confidence in the simulation is improved.

Restore your simulation model back the way it should be!

Entities (like customers, patients, jobs) arrive, get served either

at a single station or at several stations, may wait in queue(s),

and may leave the system (if they do, its an open system,

otherwise if they never leave its closed)

Queueing network could consist of several separate queueing

stations, each of which is a single- or multiple-server queue

If multiple server, usually assume that a single queue feeds all the

parallel servers, and that the servers are identical in service speeds:

Queue disciplines when an entity can leave the queue and

start service, which entity gets to be the next one to be served?

First-in, first-out (FIFO), a.k.a. first-come, first-served (FCFS)

Last-in, first-out (LIFO) a stack of physical or logical objects

Priority Shortest Job First (SJF); or Maximum Value First (MVF)

Queueing-System Structure and Terminology

Chapter 2 Basics of Queueing Theory 6

Queueing-System Performance Metrics

(W

q

) Time in queue (excluding service time); if in a network,

either overall (added up for all queueing waits) or at individual

stations

(W) Time in system, including time in queue plus service time

(again over the network or at a node)

(L

q

) Number of entities in queue (a.k.a. queue length), not

including any entities in service (again, over the network or at a

node)

(L) Number of entities in system, including in queue plus in

service (over network or at a node)

() Utilization of a server, or of a group of parallel identical

servers, the time-average number of individual servers in the

group who are busy

Chapter 2 Basics of Queueing Theory 7

Urgent Care Clinic

7/16/2014 Basics of Queueing Theory 8

Kelton et al., 2011, p. 21

Example Single-server Queueing System

7/16/2014 Basics of Queueing Theory 9

Registration

Queue

Reg. Desk

Arriving

patients

Departing

patients

Patient being

registered

Patient Arrival/Registration Time Data

Patient Arrival Time IAT ST

1 0 0 2

2 3 3 5

3 4 1 2

4 7 3 3

5 14 7 2

6 16 2 7

7 19 3 3

8 26 7 2

9 35 9 1

10 38 3 7

7/16/2014 Basics of Queueing Theory 10

7/16/2014 Basics of Queueing Theory 11

Queuing Systems

Common assumptions:

c servers with a single queue with FIFO ordering

A

1

, A

2

, , A

n

are IID random variables (interarrival times)

is the arrival rate

S

1

, S

2

, , S

n

are IID random variables (service times)

is the service rate

As and Ss are independent

= /c is the utilization

A/B/c/k queuing system (Kendalls notation)

M/M/1

M/M/c

M/G/c

GI/G/c

7/16/2014 Basics of Queueing Theory 12

Queuing Systems

Define the following performance measures:

W

qi

is the delay in the queue for the i

th

customer

W

i

= W

qi

+ S

i

is the waiting time in the system for the i

th

customer

L

q

(t) is the number of customers in the queue at time t

L(t) is the number of customers in the system at time t (L

q

(t) plus the

number being served at time t)

1

lim

=

=

n

qi

i

q

n

W

W

n

1

lim

=

=

n

i

i

n

W

W

n

Steady state average

delay in the queue

Steady state average

waiting time in the system

7/16/2014 Basics of Queueing Theory 14

M/M/c Queuing Formulae

( )

( )

( )

( )

( )

( )

( )

( )

( )

1

1

1

1

0

1

1

1

0

1

1

1 0

1

2

2

2

1

1

0

+

q

c

q

q

c

q

c

n

n c

w W

c c

p c

W

L L

c

p c

L

n

c

c

c

p

c M M M M

!

) (

!

) (

! !

) (

/ / / /

Askin, R. G. and C. R. Standridge,

Modeling and Analysis of

Manufacturing Systems, John Wiley &

Sons, New York, NY, 1993.

Queueing Networks

Consist of nodes, each of which is a G/G/c station, connected by

arcs representing possible entity travel between nodes

Can also have entity arrivals from outside the network, and entities can

exit from any node to outside the system

When an entity leaves a node, it can go out on any of the arcs

emanating from that node, with arc probabilities summing to 1

Assume:

All arrival processes from outside have

exponential interarrival times (a.k.a.

Poisson processes), and are independent

of each other

All service times are independent

exponential (so each node is an M/M/c)

All queue capacities are infinite

Utilization (a.k.a. traffic intensity)

locally at each node is < 1

Chapter 2 Basics of Queueing Theory 16

Called a Jackson network

with these assumptions;

much is known about it

Queueing Networks

7/16/2014 Basics of Queueing Theory 17

Kelton et al., 2011, p. 21

Queueing Networks (cont.)

Use all of this to analyze each node in a Jackson network as a

stand-alone M/M/c queue, using formulae given earlier

Just have to compute Poisson arrival input/output rates using

decomposition, superposition of Poisson processes

Let

SignIn

be the (Poisson) arrival rate into the Sign In station, assume

exponential service times throughout:

Chapter 2 Basics of Queueing Theory 18

Analyze each node independently as:

Sign In: M/M/2, arrival rate

SignIn

Registration: M/M/1, arrival rate 0.9

SignIn

Trauma Rooms: M/M/2, arrival rate 0.1

SignIn

Exam Rooms: M/M/4, arrival rate 0.9

SignIn

Treatment Rooms: M/M/2, arrival rate

(0.9)(0.6)

SignIn

+ 0.1

SignIn

= 0.64

SignIn

Queueing Network Example

7/16/2014 Basics of Queueing Theory 19

B

= 20/hr

ST

A

~ expo(1.875) min

A

C

ST

B

~ expo(4.0) min

ST

C

~ expo(6.667) min

60%

40%

Queueing Theory vs. Simulation

Queueing-theoretic results have the advantage of being exact,

i.e., no statistical uncertainty/variation

Simulation results have statistical uncertainty/variation, which needs to

be acknowledged and appropriately addressed

But queueing theory has its own shortcomings:

Strong assumptions that may be unrealistic, like exponential service

times (mode = 0?), making model validity questionable

Nearly always only for steady-state long-run behavior, so dont address

what happens in the short run

Not available for all inter-arrival/service distributions, or (more

importantly) for complex systems (Jackson network is simple, restrictive)

Despite output uncertainty, simulation has major advantages:

No restrictions on input distributions, model form, or complexity so

model validity is facilitated

Can address short-term time frames in fact, steady-state is harder for

simulation (long runs, initialization bias) than for queueing theory

Just have to be mindful of proper statistical design/analysis

Chapter 2 Basics of Queueing Theory 20

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