OR Unit 5 Notes
OR Unit 5 Notes
14.3
Steady State: A
behavio of the system when the
ISis said
said to in Steady State
probabilit that system is t0. be denote the
state there are 'n' indepenn
pendent of time. Let P,()
units in
nts i the system at time t. Then in steady
lim
I ) = 0
14.4. Kendal's Notation for
Generally Queueing Modelrepresenting Queueing models
be completely specified in
following symbol form: (a|b|c): may
(d\ e):
he
where a =
b
probability law for the arrival.
probability law according to which
customers are served.
C
Number of channels (or Service stations).
d =
capacity of the system.
e =
Queue discipline.
units in the s
ystem
t n e r e are n
P,t+Ar) a
=
P,M-AAn) + P,n-1 ) AAr d l PiI
=
of
Case 2: When n = 0 both sides
w.r.t '
ntegrating
Po(+A)= Po) (1 AAr) -
e P ) = at+B
Rewriting (1). (2) and dividing thro' out putting=0 > B =0
by At we
get
(2
PAt+Ar)-P,) . P)= 1
Ar --AP,(G)+
P(t) +AP-
AP,-1 ()
0
and Pot+ Ar)-Po() L) e for n=2eetc.,
Similarly P2) =
2!
as
At0,
Ar
-APot)
Po'(t) =-APo(t) for P() for n m
Ingeneral
=
and
n =
0 =
m!
P) =
-P,) +AP-1 3) hypothesis, the result
(3) can be written ), n>0 Wecan prove this for n = m+ 1.. By induction
as 4) value of n.
is true for general
Po') d
Po) =
Aor [ log P,() = A" which is a Poisson distribution formula.
Pot)] =
a n!
Integrating w.r.t 'r Model
log Po) =
-At
14.6. Modell: (M | M |): (»/ FCFS)- Birth and Death
+ A probability distribution of Queue
The With usual notation, show that
constant 'A' can be .5)
found out ength is given by p" (1- p) where p=<1and n 2 0.
using boundary conditions
P,0)=n=0 = 0 , n>0
IMU. BE. Apr 96]
Substituting n =
0, Po0) =
1, The probability that there
will be n units in the system
at
logPo) ne
(t+Ar) may be expressed as the sum of four Poisson
=-t (or) fundamental properties
of probability,
Putting n =
l in Po(t) =e PODabilities, by using the
(4) artival and of exponential service times
P) (a + ) At] + Pa-10) AA
=
-AP (0) +APo) e,
P (t + Ar) =
P,(t) [1
-
+ P,()
(AuNA).. (1)
or
P) +P+1)Ar
or
-AP^)++le-t
This is
P) +AP) le-u = For there are following 4 cases Time + A )
No. of units
Service
differential equation of order timet Arrival
This can be one. No. of units
solved by
multiplying thro' out by integrating
I.F = erd = eht aeictor
42
4.6
Applied Operations Re 14.7
(A +
)
Ar0
P,() + AP,-1
In the steady state P,'() 0 )+ P.
n+1 (t)
P,) P or Po =
n+1
Probability that there will no unit at time (t+ Ar) will .2 in LHS is infinite Geo. Series whose I
following independent probabilities be the and the infinite series
sum
um ofof For
(i) Prob [that there is no unitin the system at timet and and C.
Ratio
erm=
time Ar
in
Pol) (1 -AA) or Po 1- =1-
Question of any service in Ar will not arise as there
at time }}
are na .
units As P -() P
(i) Prob [that there is one unit in the
system at time t,
one unit
unit
serviced in Ar, and no arrival in Ar]
= P ( ) uAr (1 - AAr)
(Proved)
P = p" (1 -p)
adding these probabilities,
Pot+Ar) =
Po) (1 AAr) + P,() uAr (1 AA)
-
number
(expected)
Pgt + A)Fol 1. To find the average
of Expected
value
as Ar>00 Ar --JPolt) + uP () for n Solution: By definition
In steady state 0 =
-APo + uP nP
Use n 1 in
P Po -
(2)
then P2
--9)E-
P
Po for n 20
-(D Using Bionomial
seres
Since
n = 0
14.8 Applied Operations Research for U E V E N gT h e o r y
14.9
Man. robability [Waiting tiine in the Queue 2
Management = J p(u-A)eu-Awdw
where p = < 1 0 . T r a f f i cI n t e n s i t y = 4
2. To find the
average length of Queue, ample 1In a railway Marshalling yard, goods train arrive at
Example
L
adeof 30 Trains per day. Assuming that inter arrival
a rate. time follows
an expor
nonential distribution and the service time
distribution is also
xnonential, with an average of 36 minutes. Calculate the
following:
1-p t h e mean Queue size (line length)
3.
Expected waiting time in the () the probability that Queue size exceeds 10
system (i) If the input of the Train increases to an
Ws what will be the
average 33 per day,
changes in (i), (ii) ? [MU. BE. 1990]
Little's formula] [MBA. Nov '97 MKU]
-
4. 30
Waiting time in the Solution: 1
Queue, 60x24 48 6 trains per
minute
p = =0.75.
48
= -
5. H(H-A) (i) L = 0.75
-0.75 3 trains
Expected waiting time of a
customer who has to (ii) P(210) = (0.75)10 =0.056
wait
(W|W>0) (n when the input increases to 33 trains per day,
6. Expected length of the
non - empty 33 480 and = 6
we have = 60x24 trains per minute.
Queue, (L|L>0)
H-
Probability of Queue size 2 N Now, where p- :p 0825
is p
Probability [Waiting time in . s 0825 = 5 trains (app)
-0.825
the
= J - 2 ) u AWdw
system2 Also P(2 10). = pl0 = (0.825)
= 0.1460
Ans
14.10 Applied Operations 14.11
Research for q y e v e i n gh e o r y
exponetial
Solution: We know that p, denotes the average following
probability of n units in the purchases
2.5 minutes,
is
length exceeds6?
system and that the Queue the system?
a customerin
the probability
Nov 95)
time spent by [MU. MBA
is the expected
--
What
Pn
arrival rate
mean
Here the
() The Solution:
probability that an
arriving customet can drive directly to the per minute
Po 1- = 0.8333
>>n)
= p"
Queue
size
(0.8333)° = 0.3348 [Ans
of
PotP1+ P2 =
(1- (i)
) (The
probability
When
n
= 6
Here 10
per hr
- 2499
60 W,A
=
12 per hr . =
10
12
(ii) 0.833
-0.833
3 0 .167
Ans]
= 0.42.
14.12
Applied Operations 14.13
arrivals arertManrononysrethet
a
Clinic to
Clini treated, how much in this averagage time would cost Rs incTeased from Rs. 100 to Rs.I25.
decrease the would have
ave to be
patient? average size of the budgeted byDy the time spent on his job
Queue
ueue from
115 patien Example 6 A T.V repairman finds that the
patients to 30 minutes. If he repairs
Solution: Here IMU. BE. Mech. Apr 95 a n exponential distribution with
in and if the arrival
of sets is
mean
= 0.5 car
For 8 hr day, Repairman's busy time 8 5 L 1 -p
=
x =
5 hrs 1
-2
. Idle time of repairman 8-5 hrs =
3 hrs
=
that an
(6) What is the probability is free?
Solution: before the phone
than 10 minutes formed from
time to
P
(i) Mean service rate.
- 0.33
Average no of cars in the system,
to wait
not have
arrival will
a fresh
that
Prabability
i - p (a) = 1 - = l-0.33
0.67
2
= = I car
1-2
14.16 Applied Operations Research for Man- 14.17
(b) Probability that an arrival will have to wait for
atle
tleast Managemert
10 min (ueveing
1heory
inutes
10
-3)eu-¥ dt Solution:
a =O
10
0.10 = =
0.33 person per minute
la)P ( W > 0 ) = 1 - P o
Example 9 Arrivals at
Ans Onsimplification ' =0.16.
Poisson with
a
Telephone booth are considered to be the
an
average time of 10 minutes Arrival rate should become 0.16 person per minute to justify
next. The between One arrival and
duration of the second booth.
distributed with mean 3 phone call is assumed to be exponentauy arrivals per
minutes. Increase in the arrival rate is 0.16 -0.10 0.06
(a) What is the
have to wait probability that a person minute.
BRU. BE. Mech. Novarriving
at the will
? boou 9| (c) Average number of units in the system is given t
()The telephone '96, MKU. BE. Apr
Department
convinced that an arrival will Install a second hen
would
boothtleast 3 Ls 1-p
minutes for phone. By how much expect waiting i as
inerease in order to should the flow of ar 0.43 = 0.43customers.
(c) Find the justify the second booth ?
(d) Estimate average number of units in the that the phone will be busy = traffic Intensity
the fraction of system a) The fraction of a day
the day that the
the phone
phone will
w be i
uSe.
boo Managemen
a
Theatre ticket
arrival hour. Service booth in Poisson
distributed rate of 25 customers arrive according too
per barber shop,
2 minutes. Calculate tim
time is consta 1.
At a - man
one
(i) Length of the Queue of customers who have to wait prior to getting
(c) The percentage [MU. BE. '91]
into the barber's chair.
Lg 1-p 16.7 %]
[Ans: (a) 4.8, 4 (app) (b) 83.3%, (c)
0.833)2 centre is 3 per hour. The
2. The mean arrival rate to a service
1-0.833 mean service time is found to be
10 minutes per service. Assuming
0.693889 Poisson arrival and exponential service time,
find
0.167
(i) Utilisation factor for this service facility
= 4 (app)
(ii) Probability of 2 units in the system
(ii) Mean waiting time = (i) Expected number of units in the Queue
customer has to spend
in the
(E) Expected time in minutes that a
9.6 minutes
(iüi) system. Ans: (i). (ii) z. (i) 1. (iv) l
Utilisation factor p
= 0.833. [BRU. BE. '85]
according to Poisson
Cars arrive at a toll gate on a frequency
3,
EXERCISE time for passing thro' the
aistribution with m e a n 90/hr. Average time.
1. 1. is 38 seconds. Drivers complain of long waiting
Explain the terms ates decrease the passing
time through the gate
willing to
queue discipline
pline and system Authorities are
automatic devices.
These can be
syste: capacity.
2.
Describe the capacuy490) to 30 seconds
Justified only if under the old system,
by introducing
the number of
new
waiting car
queueing models M/M/1 and(M.U., M.B.A., Apr exceeds 5. In addition, the
percentage of the gate's
idle time under the
3.
M/M.1/lc. new system should not
exceed 10%. Can new
device be justified.
a
rate of 15 per hour.
The length of service by the clerk has au (M M S: (co/FCFS)
exponential distribution. Dtain the systenm of steady state equations and hence tind the
(a)How many
planes would be flying over the 1eld ,
on an 43
average, in good weather and in bad weae
14.22 Applied Operations
The steady state difference
Research for Manano QyeveingTheeory
14.23
equations are S+2
Pa(t +A) Pof |1 = -
+P+1)uAr for n =
s, s +1, s +L,..
2,..
P P s +(n-s) P Po forn 2s
for n =
1, 2, 3, s
P+ P, = I
P,) =
-(à+
sp)) P,)+A P,-)+ su Pa+i () -1 n=0 n=s
.(3)
for n =
s, s +1, s+2,. or
Considering the case of steady state (i.e.) when t n=0
(independent of 1) and hence P, , P,) P
0
()>0 for all n, above
equations become
-Po+ uP for n =0 or 1
-( +
np)) P, +\ Pn-1 + (n +1)
n=s
p Pn+l
Or
0 for n= 1 <n Ss-1
= -
(à+ su)) P + à
Here P-1 + SH Pn+1 for n 2 s n s
P 3uP2 =3 123
Po
Thus steady state distribution of arrivals (n) is
In general
s-1
P,
P Po ifn 0,1.
= . . .
Po for P
P P = . o if n = s,s +1.
P
Ps P +1
Po
14.24 Applied Operations
Research for 14.25
Measures of Model II
Management
veueing Theory
5. The mean
number of ps
given by (L|L>0) waiting individuals, who
actually wait is
sp_ 7-
Po +
1-p Ln=0 n s!(1-P
6. The mean
waiting ime in the Queue for
is given by (wjw>0) those who actually wait
21(1518)
su-
7.
Prob (w>0) 13
8.
=1-p
Probability that there will be
some one
waiting (a) Prob (w > 0) s!(-p o
9.
1-p
Average number of Idle
servers
S-(average number of customers served)
10. Efticiency of
M/ M/S model - 0.48 A
Average number of
Total customers
number of served
customers served
14.26
Applie 14.27
Operations Research for Q e v e i n gT h e o r y
-I
(b) Managetet 4
9
= P(sp)2
as!(1 p)2 Po
1 (b) The
fraction of the time,
the service is busy
3.2 minutes.
Example12 A supermarket has two girls SH
counters. If the service time for ringing up sales at tho time service remains
mean 4 each customer is . The fraction of the
minutes, and if the people arrive exponential with
rate of 10 per hour. in a Poisson 67% (nearly) [Ans
=I-
=
s! (1 p)
s! (1 --
Po -
sp) sp)2 7-
n! the pumps remain busy
Ln=0 s!(1 -p) (ii) The proportion of time,
(2./3)" n +
(2./)2 7-
1
2!(1 / 3 ) The proportion of time, the pump
remains idle =
-
% of idle period = 67% (app)
14.28 Applied Operations 14.29
Research
arch forfor Management Q v e u e i n gT h e o r y
week
Ln=0 2!(1 p) How many hours a can an adjuster expect to spend
(a)
with claimants ?
s (ps)2- b) How
much time, on the average, does claimant spend in the
n!
branch office?
arrivals per hour
Solution: Here = =
S 3
Prob where L, = L,
(W> 0) = 9
P P where P su
and Lg (1-p
= 0.167 (app)
[Ans
where Ps Po
14.30 Applied Operations
Research for
Managerment
Q v e v e r n gT h e o r y
n=0
n! s' (l -p) (0.0908) 9 0.0908x0.555
2
G-7 (
n=0
n
81x 0.0908 x 0.555
16
4.0801914
16
Ps Po s!
Solution: In the first case
5
x0.1962
P 0.1962
6
5 15
0.545 = 0.0908
12minutes.
Ls PP
(1 -p2
14.32
Ifu
=
(d)
i)
W2
H(-) 30 then P 8
7 minutes.
(c) Now Po n!
combining the two cases
Since this =
1
n=0
2:1-
becomes the case of but
4+ 167
p =
two
service stations, 60 4
s=2
SH
_p(sp)
Wa s!(1 -p) Po
. Po se
n!+ (sp)s ]-1
Ln=0
s!(1 -P)]
=2 15
=
21-
n=0 n! 30 = 11.4 minutes.
counter 2
2 Solution: Here s
= 4,
The effect is
that Po
average waiting time is
n=0
14.35
Management
S
(1 p)2 Po
n
n=0
21-
= 0.047
L= Lt
Example 17 TAns]
Given an
average arrival rate of 20 PsP and P, =Po
better for a
customer to get service at
per hour, is it
where
Lg(1 -p)
service rate of 22 customer or
single
channel with mean
at one of the 1.478
with mean service channels in parallel, two
rate of 11
Assume that both customer for each
Queues are M /M/S types. of the two channels W
Solution: For a single channel = 0.43 hours
On comparison we see that it is better for a customer to wait for 2
=
20 arrivals
per hour channels since W, = 0.43 hours as against 0.45 hours in case of a single
and = 22 customers
channel. Ans
Po 1-p
.
Probability of no customer is 0.09.
=
channels in parallel
Bven that number of l0/hour. Compare
H(-2.) service rate in each channel =
4/hour and mean for the following 2
is in the system
a customer
h e average time that
When
II 0.45
there are 2 parallel channels, systems: service rate of 10/hour.
we have . =
20, u in parallel with mean
=
11,s= 2.
(i) 5 channels
service rate of 30/hour.
Po sp) sp)- (ii) I channel
with mean
BTech. 1983
Ln=0 n! minutes (i) l0 minutes) (AU.
s!(1 p) = 0.019, ( ) 0
S LAus: P,
1436 Applied Operations
3 Arailway goods trafi+C section for Research Ms.
14.37
Customers with claims against the has 4
Railways are oheclaims Managemet
ssistants
peveing Theory
in tax adviser
servicing the arrivals persons
spends an irregular Ve at the
yard every 20 minutes but the service time continues to
44
(b) lied
average Queue
size
4
Operations Research
for
=
Po 2n p MananBm veueingT h e o r y
14.39
n 0 barbers s e r v i c e time is
negative exponential with an
0.04 (p he average of
=p p= 0.75
(a) The
probability that the Queue size is =
(0.1926) x n=0, 1,2, 10 [Ans
zero is
given by
Po Example 21| A car park contains 5 cars. The arrival of cars is
pN+11 where N =9 Poisson at a mean rate of 10 per hour. The length of time each car
spends in the car park is negative exponential distribution with mean
Po = 1-0.75 0.25 of 2 hours. How many cars are in the car park on average ?
aNT n=0
np Po p N T
=20
Ls 1-0.75 9
1 n
(0.75)10 n=0 (0.75)" 19 2.962 x 10-7
=
-6399
=
0.28
Example 20 A
x
9.58 3 trains. [Ans N
customers.
comes to
He can barbershop has Space
service space only to accommodate
10
= Po
n=0
p"
his
shop and only
mer
+(2.9692 x
10-3 ement 0.1666 0.1666
+2 x
(2.9692 10-3)2x
1-0.0001 1
+3 x
+4 x (2.9692 10-3)3x =0.1666
(2.9692 10-3y4x
+5
=
(2.9384x 10-3)
x
(2.9692 10-3)Sx =Ws
[O+(2.9692 10-3
x
x
+2 5
+3x
(2.9692 x 10-3)
x
+5
=
5
(app). [Ans]
x
(2.9692 10-34 x
=0.166 x
n=0
Example 22 At a
one-man barber
= 0.166 [p +2p2+3p +4pt +5p1
following Poisson process at an shop, the customers arrive
are served average rate of 5
service rate according
of 10 exponential to
distribution
per hour and
they
for minutes. Assuming that with an
average =0.166 [0.833+ (2x 0.694)
waiting customers, find only 5 seats are
average time a customer average time the available
a
customers, +(3 x 0.5782) +(4 x 0.4816) + 5(0.4012)
spends in the system. find the
O.166 [0.8331.388 1.7346 +1.9264 +2.006]
[MU. MBA Apr 95 April 97) W
Solution: W
np n=0
0.166x7.88
5
Here 5 per hr
= 1.3094 5
w h o she performs
1. A stenographer has 5 persons for service time is
A stenos Arrival rate is
Poissou and
graphic work. 4 hour with an average
P 1- ponential. Average
arrival rate
is per
I-p6 Find
1-i rvice tinme of 10 minutes.
( the average
waiting time
of au
of waiting
line
arrival
length
(1) the a v e r a g e spends in the
system
1-1 6 arrival
time au
average one (i)
22.4 minutes)
T- (üi) the (ü) O.79
1.07 x 104 Ans: (i)
12.4 minutes,
14.42
2.
Applied Operations Research for 14.43
Consider a
single
server queu
N e U e n gn e o r y
exponential service times. ueueing system with Manaae sp P,[1-pN-s+l -(1 -p)(N-s+ Dp-]x Po
units per hour, the
Suppose the mean arrival Poisson input La s!(1 -p)
maximum permissible expected service time is 0.25 rate is 3
calling (s-n)(sp)
expected number in the system.units in the system is two.honrS d n
the L=L + S-Po n=0 n!
3. At Calculate the
Calcul:
a
railway station, only Ans: 081)
railway yard sufficient only for train is handled at a
is
one
where =a (1-PE)
given signal to two trains to
wait
time Th
leave the station.
average rate of 6 per hour and Trains arrive at while the other i
the
average 12 per hour. railway station can handlestation at an W W-
them on an
service distribution, findAssuming Poisson arrivals and
the steady state exponential for
number of trains in the two barbers and three chairs
-
SIS =
no.
of channels). Therefore system limited to N, where N >
is oLution: Here S 2 , N=3,
5 perminute
n :0 nzN
0snSN
-
and
Pn
= nuOsnss
cus Sn SN Po
n= 0
Po 0Sn ss
PR
Po s S n<N
Po [Ans]
= 0.28
n=c 901
14.44 Applied Operations Research for
Managem
x0.28, 0sn <2
P
026 2n-2 2!
x
0.28, 2 n
s3
(1.25" x 0.28, 0sn< 2
n
c-n)
Ls = La+s-Po2 n!
n=0
=
(n-2) Pn + 2- Po 2-1-25
2 n
n=2 n=0
= P3 +2-3.2P0
EXERCISE
situation with three
Let there be an inspection
automobile
when a
that wait in such a way that
inspection stalls. Assume
c a r s
to it. 1ne
the head of the line pulls up
stall becomes vacant, the c a r at statio) a
accommodate waiting (seven in
at most 4 cars
station can car every
Poisson with a mean of one
one time. The arrival pattern is with mea"
The service time is exponential
hours.
minute during peak tem
the syste
the average number of customers in
6 minutes. Find
the average waiting time and the average numo
during peak hours,
enter h e station because of full capacity.
ner
that cannot
hour