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**Centers with Queues using Loss Models
**

Ph. Chevalier, J-Chr. Van den Schrieck

Université catholique de Louvain

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 2

Observation

•High correlation between performance of

configurations in loss system and in systems with

queues

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 3

Loss models are easier than

queueing models

• Smaller state space.

• Easier approximation methods for loss

systems than for queueing systems.

(e.g. Hayward, Equivalent Random Method)

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 4

Main assumptions

• Multi skill service centers (multiple

independant demands)

• Poisson arrivals

• Exponential service times

• One infinite queue / type of demand

• Processing times identical for all type

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 5

Building a loss approximation

• Queue with

infinite length

• Incoming

inputs with

infinite

patience

Rejected inputs

• No queues

• Rejected if

nothing

available

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 6

Building a loss approximation

• Server configuration

– Use identical configuration in loss system

• Routing of arriving calls

– Can be applied to loss systems

• Scheduling of waiting calls

– No equivalence in loss systems

– Difficult to approximate systems with other

rules than FCFS

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 7

• multiple skill example

Lost calls

Type Z-Calls

Z

Type X-Calls Type Y-Calls

X Y

X-Y

X-Y-Z

Building a loss approximation

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 8

• performance measures of Queueing

Systems:

– Probability of Waiting:

Erlang C formula (M/M/s system):

With

• « a » = λ / μ, the incoming load (in Erlangs).

• « s » the number of servers.

Building a loss approximation

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 9

• performance measures of Queueing

Systems:

– Average Waiting Time (Wq) :

Building a loss approximation

Finding C(s,a) is the key element

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 10

Erlang formulas

• Link between Erlang B and Erlang C:

Where B(s,a) is the Erlang B formula with parameters « s » and « a » :

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 11

Approximations

• We try to extend the Erlang formulas to

multi-skill settings

– Incoming load « a »: easily determined

– B(s,a) : Hayward approximation

– Number of operators « s » : allocation

based on loss system

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 12

Approximations

• Hayward Loss:

Where:

• ν is the overflow rate

• z is the peakedness of the incoming flow,

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 13

Approximations

• Idea: virtually allocate operators to the different

flows i.o. to make separated systems.

Sx Sy

Sxy

Sx Sy

Sxy Sxy’ Sxy’’

+ +

Sx Sy

Operators: allocated according to

their utilization by the different

flows.

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 14

Simulation experiments

• Description

– Comparison of systems with loss and of

systems with queues. Both types receive

identical incoming data.

– Comparison with analytically obtained

information.

• analysis of results

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 15

Simulation experiments

5 Erlangs 5 Erlangs

X = 3 Y = n

X-Y = 7

n from 1 to 10

Experiments with 2 types of

demands

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 16

Simulation experiments

Proportion of Operators for each Type of Demand

2

3

4

5

6

7

8

9

10

11

12

2 4 6 8 10 12

Queueing System (simulated)

L

o

s

s

S

y

s

t

e

m

(

s

i

m

u

l

a

t

e

d

)

Operators to X-flow

Operators to Y-flow

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 17

Simulation experiments

Waiting Probabilities (W.P.) using simulation data

0

0,1

0,2

0,3

0,4

0,5

0,6

0,7

0,8

0,9

0 0,1 0,2 0,3 0,4 0,5 0,6 0,7 0,8 0,9

Simulated W.P.

C

o

m

p

u

t

e

d

W

.

P

.

W.P. X

W.P. Y

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 18

Simulation experiments

Waiting Probabilities (W.P.) using computed data

0

0,1

0,2

0,3

0,4

0,5

0,6

0,7

0,8

0,9

0 0,1 0,2 0,3 0,4 0,5 0,6 0,7 0,8 0,9

Simulated W.P.

C

o

m

p

u

t

e

d

W

.

P

.

W.P. X

W.P. Y.

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 19

Simulation experiments

Accuracy of the Approximation compared with the

Simulations

0

0,005

0,01

0,015

0,02

0,025

W

a

i

t

i

n

g

P

r

o

b

a

b

i

l

i

t

y

Waiting Probability X

Waiting Probability Y

General Waiting

Probability

N = Sim

B = Sim

N = Sim

B = Comp

N = Comp

B = Comp

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 20

Average Waiting Time

• The interaction between the different types of demand is a little harder to

analyze for the average waiting time.

– Once in queue the FCFS rule will tend to equalize waiting times

– Each type can have very different capacity dedicated

=> One virtual queue, identical waiting times for all types

=> Independent queues for each type, different waiting times

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 21

Average Waiting Time

• We derivate two bounds on the waiting time:

1. A lower bound: consider one queue ; all operators are available for all calls from

queue.

2. An upper bound: consider two queues ; operators answer only one type of call

from queue.

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 22

Simulation experiments

Bounds for Average Waiting Time

0

0,5

1

1,5

2

2,5

0 0,5 1 1,5 2 2,5

Simulated Waiting Time

C

o

m

p

u

t

e

d

W

a

i

t

i

n

g

T

i

m

e

Inf Bound for X

Inf Bound for Y

Sup Bound for X

Sub Bound for Y

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 23

Simulation experiments

0

0,05

0,1

0,15

0,2

0 0,0

1

0,0

2

0,0

3

0,0

4

0,0

5

0,0

6

0,0

7

0,0

8

0,0

9

0,1 0,1

1

0,1

2

0,1

3

0,1

4

0,1

5

0,1

6

0,1

7

0,1

8

0,1

9

0,2

Simul Values

C

o

m

p

V

a

l

u

e

s

Inf X

Inf Y

Sup X

Sup Y

May 11, 2006 Ph. Chevalier, J-C Van den Schrieck, UCL 24

Limits and further research

• Service time distribution : extend

simulations to systems with service time

distributions different from exponential

• Approximate other performance

measures

• Extention to systems with impatient

customers / limited size queue

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