DECISION MODELING WITH Prentice Hall Publishers and

Slides:



Advertisements
Similar presentations
McGraw-Hill/Irwin Copyright © 2013 by The McGraw-Hill Companies, Inc. All rights reserved. A PowerPoint Presentation Package to Accompany Applied Statistics.
Advertisements

Part 3 Probabilistic Decision Models
Chapter 13 Queueing Models
Lecture 10 Queueing Theory. There are a few basic elements common to almost all queueing theory application. Customers arrive, they wait for service in.
Queueing Models and Ergodicity. 2 Purpose Simulation is often used in the analysis of queueing models. A simple but typical queueing model: Queueing models.
Nur Aini Masruroh Queuing Theory. Outlines IntroductionBirth-death processSingle server modelMulti server model.
Chapter 22 Simulation with Process Model to accompany Operations Research: Applications and Algorithms 4th edition by Wayne L. Winston Copyright (c) 2004.
Chapter 13 Queuing Theory
Queueing Theory: Part I
Data Communication and Networks Lecture 13 Performance December 9, 2004 Joseph Conron Computer Science Department New York University
Management of Waiting Lines
To accompany Quantitative Analysis for Management, 9e by Render/Stair/Hanna 14-1 © 2003 by Prentice Hall, Inc. Upper Saddle River, NJ Chapter 14.
Chapter 9: Queuing Models
Lecture 14 – Queuing Systems
WAITING LINES The study of waiting lines, called queuing theory, is one of the most widely used and oldest management science techniques. The three basic.

DECISION MODELING WITH MICROSOFT EXCEL Chapter 15 Copyright 2001 Prentice Hall Publishers and Ardith E. Baker Part 1 QUEUING.
Spreadsheet Modeling & Decision Analysis
Introduction to Management Science
Management of Waiting Lines McGraw-Hill/Irwin Copyright © 2012 by The McGraw-Hill Companies, Inc. All rights reserved.
1 1 © 2003 Thomson  /South-Western Slide Slides Prepared by JOHN S. LOUCKS St. Edward’s University.
1 1 Slide © 2001 South-Western College Publishing/Thomson Learning Anderson Sweeney Williams Anderson Sweeney Williams Slides Prepared by JOHN LOUCKS QUANTITATIVE.
Introduction to Operations Research
18 Management of Waiting Lines.
Queuing Theory Basic properties, Markovian models, Networks of queues, General service time distributions, Finite source models, Multiserver queues Chapter.
1 Queuing Models Dr. Mahmoud Alrefaei 2 Introduction Each one of us has spent a great deal of time waiting in lines. One example in the Cafeteria. Other.
Waiting Lines and Queuing Models. Queuing Theory  The study of the behavior of waiting lines Importance to business There is a tradeoff between faster.
Queuing Theory. Introduction Queuing is the study of waiting lines, or queues. The objective of queuing analysis is to design systems that enable organizations.
Chapter 16 Capacity Planning and Queuing Models
1 Queuing Systems (2). Queueing Models (Henry C. Co)2 Queuing Analysis Cost of service capacity Cost of customers waiting Cost Service capacity Total.
1 Chapters 8 Overview of Queuing Analysis. Chapter 8 Overview of Queuing Analysis 2 Projected vs. Actual Response Time.
Chapter 20 Queuing Theory to accompany Operations Research: Applications and Algorithms 4th edition by Wayne L. Winston Copyright (c) 2004 Brooks/Cole,
Copyright 2006 John Wiley & Sons, Inc. Beni Asllani University of Tennessee at Chattanooga Waiting Line Analysis for Service Improvement Operations Management.
1 1 Slide © 2011 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole.
1 1 Slide © 2009 South-Western, a part of Cengage Learning Slides by John Loucks St. Edward’s University.
Copyright ©: Nahrstedt, Angrave, Abdelzaher, Caccamo1 Queueing Systems.
1 1 Slide Chapter 12 Waiting Line Models n The Structure of a Waiting Line System n Queuing Systems n Queuing System Input Characteristics n Queuing System.
Example 14.3 Queuing | 14.2 | 14.4 | 14.5 | 14.6 | 14.7 |14.8 | Background Information n County Bank has several.
© 2015 McGraw-Hill Education. All rights reserved. Chapter 17 Queueing Theory.
Management of Waiting Lines Copyright © 2015 McGraw-Hill Education. All rights reserved. No reproduction or distribution without the prior written consent.
Queuing Models.
MODELING AND SIMULATION CS 313 Simulation Examples 1.
Abu Bashar Queuing Theory. What is queuing ?? Queues or waiting lines arise when the demand for a service facility exceeds the capacity of that facility,
Managerial Decision Making Chapter 13 Queuing Models.
McGraw-Hill/Irwin Copyright © 2009 by The McGraw-Hill Companies, Inc. All Rights Reserved. Chapter 18 Management of Waiting Lines.
DECISION MODELING WITH MICROSOFT EXCEL Chapter 15 Copyright 2001 Prentice Hall Part 1 QUEUING.
McGraw-Hill/Irwin Copyright © 2009 by The McGraw-Hill Companies, Inc. All rights reserved.
WAITING LINES AND SIMULATION
Fundamentals of Cost-Volume-Profit Analysis
Prepared by Lloyd R. Jaisingh
McGraw-Hill/Irwin ©2009 The McGraw-Hill Companies, All Rights Reserved
Management of Waiting Lines
Chapter 9: Queuing Models
Modeling and Simulation CS 313
Chapter 5 Sampling Distributions
Chapter 5 Sampling Distributions
Solutions Queueing Theory 1
CHAPTER 6 Random Variables
Chapter 5 Sampling Distributions
COMP60611 Fundamentals of Parallel and Distributed Systems
Solutions Queueing Theory 1
Lecture 13 – Queuing Systems
Solutions Queueing Theory 1
Chapter 6 Introduction to Continuous Probability Distributions
CHAPTER 6 Random Variables
Waiting Line Models Waiting takes place in virtually every productive process or service. Since the time spent by people and things waiting in line is.
Queuing Models J. Mercy Arokia Rani Assistant Professor
Model 4-2: The Enhanced Electronic Assembly and Test System
Chapter 5: Sampling Distributions
Model 4-2: The Enhanced Electronic Assembly and Test System
Presentation transcript:

DECISION MODELING WITH Prentice Hall Publishers and MICROSOFT EXCEL Chapter 15 QUEUING Part 2 Copyright 2001 Prentice Hall Publishers and Ardith E. Baker

MODEL 2: A FINITE QUEUE (WATS LINES) In this model, we attempt to select the appropriate number of _______lines for St. Luke’s. The telephone company can provide a great deal of _______in these matters, since queuing models have found extensive use in the field of _________ traffic engineering. This problem is typically attacked by using the _______model, “with blocked customers cleared.” This is a _____________queue with s servers, exponential interarrival times for the calls and a general distribution for the ______________(length of call).

“Blocked customers cleared” means that when an _______finds all of the servers __________(all of the lines busy), he or she does not get in a queue but simply________. Probability of j Busy Servers The problem of selecting the appropriate number of _____(servers) is attacked by computing the steady-state ______________that exactly j lines will be busy. This will be used to calculate the steady-state probability that all s _______are busy. Clearly, if you have s lines and they are all busy, the next _________will not be able to place a call.

The steady-state probability that there are exactly j busy ________ given that s lines (servers) are available is: Pj = (l/m)j /j! S k=0 s (l/m)k /k! where l = _______rate (the rate at which calls arrive) 1/m = mean _______time (the average length of a conversation) s = number of _________(lines) This expression is called the ____________Poisson distribution or the ________loss distribution. The value of Pj depends only on the _______of this distribution.

S Consider a system in which l = 1 (calls arrive at the rate of 1 per minute) 1/m = 10 (the average length of a conversation is 10 minutes) Here, l/m = 10. Suppose there are five lines in the system (s = 5) and we want to find the steady-state probability that exactly two are busy (j = 2). P2 = (l/m)2 /2! S k=0 5 (l/m)k /k! P2 = (10)2 /2•1 1 + 101/1 + 102/2•1 + 103/3•2•1 + 104/4•3•2•1 + 105/5•4•3•2•1 On the average, two lines would be busy 3.4% of the time. P2 = 50 1477.67 = 0.034

An ___________way of obtaining Pj that is easy to implement in a spreadsheet is as follows: Pi = Pi-1 (l/m)/i So, for example, once we know P2, we can ________ P3 as: P3 = P2(10)/3 = (0.034)(10)/3 = 0.1133 Likewise, P4 is found as: P4 = P3(10)/4 = (0.1133)(10)/4 = 0.2833 Each _________Pi-1 is multiplied by (l/m) and divided by i to achieve the new Pi.

The more interesting question is: “What is the ___________that all of the lines are busy?” since in this case, a potential caller would not be able to place a call on the _______lines. To find the answer to this question, we simply set ______(in our example s = 5) and we obtain P5 = P4(10)/5 = (0.2833)(10)/5 = 0.564 Or on the average the system is totally _________ 56.4% of the time.

Using the spreadsheet, the probability that a customer _______with 5 servers is easily calculated. We can then build a data table to determine this probability for different _________of s.

Enter the values for s, ranging from 0 to 10. Specify the formula (= F13) for the quantity that we want to track (the prob. that a customer balks). Highlight the cell range B22:C33 and click Data – Table. Specify $E$4 as the Column Input and click OK.

Column D calculates the __________improvement in this probability as servers are added. It is clear that the marginal effect of adding more servers__________.

Average Number of Busy Servers This quantity is called the__________ Average Number of Busy Servers This quantity is called the__________. If we define N as the average number of busy servers, then N = (l/m)(1 – Prob. that a customer will balk) Assume for this model, l = 1 and 1/m = 10. Thus, if 10 lines are_________, the probability that all 10 are busy is 0.215 (from previous table). It follows then that N = (10)(1 – 0.215) = 7.85 After finding N, the server ____________can be calculated by dividing N by s (the number of servers). Thus, 7.85/10 = 78.5%. Each server is busy 78.5% of the time and ______21.5% of the time.

MODEL 3: THE REPAIRPERSON MODEL Now we must decide how many repairpersons to hire to _________20 pieces of electronic equipment. Machines are _________on a first-come, first-served basis and a _______repairperson treats each broken machine. The failed machines form a ________in front of the multiple servers (repairpersons). This is an ______model, but it differs from the blood-testing model in that there is a _______number of items (20) that can join the queue.

Queuing models in which only a ________number of “people” are eligible to join the queue is said to have a finite_______________________. Models with an ______________number of possible participants are said to have an __________calling population. Consider the model with 20 machines and 2 repair-persons. Assume that when a machine is running, the time between ______________has an exponential distribution with parameter l = 0.25 per hour. Thus, the average ____between breakdowns is 1/l = 4 hours.

The time it takes to ______a machine has an exponential distribution and the _______repair time (1/m) is 0.50 hour. This model is an M/M/2 model with a ____________of 18 items in the ______and a finite calling population. In this case, the general equations for the steady-state probability that there are _______in the system is a function of l, m, s, and N (the number of _____________). Pn = N! n!(N – n)! (l/m)n P0 for 0 < n < s for s < n < N Pn = N! (N – n)!s!sn-s (l/m)n P0

S n=0 N Pn = 1 We also know that We thus have N + 1 ________equations in the N + 1 variables of interest (P0, P1, …, Pn). Although_____________, this makes it possible to calculate values of Pn for any particular model. There are, however, no simple ____________for the expected number of jobs (broken machines) in the system or for___________. If the values for Pn are computed, then it is a simple task to find a _____________value for the expected number in the system. You must just calculate: S n=0 N nPn expected number in system = L =

A spreadsheet can be used to compute values of Pn. NOTE: when you enter the value for the arrival rate (l) in the “MMs” worksheet, you need to enter N*l (the entire population’s arrival rate).

TRANSIENT vs STEADY-STATE RESULTS: ORDER PROMISING In this section, we will consider a situation in which we are interested in the _________(not steady-state) behavior of the system. _____________processes can be viewed as complex queuing systems. In fact, queuing systems __________is probably the most frequently used management science tool in manufacturing. SONOROLA company is concerned about when to ________a new customer order. The order is for 20 units of an item that requires __________processing at 2 work stations.

(10 units x 4 hrs/unit + 4 hrs + 4 hrs)  8 hrs/day = 10.5 days The average _______to process a unit at each work station is 4 hours. Each work station is ________for 8 hours every working day. By considering when the last of the 20 units will be ___________, it is estimated that it will take 10.5 days to process the order. The last unit must wait at Work Station 1 for the first 19 units to be completed, then it must be _________at Work Station 1, then at Work Station 2. Assuming that it does not have to wait when it gets to Work station 2, we can calculate the following: (10 units x 4 hrs/unit + 4 hrs + 4 hrs)  8 hrs/day = 10.5 days However, this analysis is somewhat___________. It ignores the ___________of the processing times and the possibility of queuing at Work Station 2.

The 4-hour _____________time at each work station was arrived at by __________many processing times that were less than 4 hours with a few processing times that were significantly ________than 4 hours (due to equipment failures at a work station while processing a unit). Next, check to see whether the _____________of the basic queuing model are met. The output from Work Station 1 are the _________to Work Station 2, and the time between arrivals is _____________because the processing time at Work Station 1 is exponential. The service time at Work Station 2 is ___________ because it is the same as the ______________time.

The units are processed on a_________, first-served basis at Work Station 2 and there is sufficient _____ capacity between the work stations so that the queue size is_________. However, the __________of an infinite time horizon is not met. We are only interested in the ________of the system until “________” 20 ends its processing. Let’s apply the basic model anyway and use it as an _________________. The time it takes to process 20 units is approximated as follows: 1. The last unit in the batch of 20 is estimated to leave Work Station 1 after 20 x 4 = 80 hours.

2. This unit will then wait in the _______in front of Work Station 2. 3. Finally, it will ________processing at Work Station 2, at which time all 20 units will have been completed. The total time that the last unit spends at Work Station 2 is W. Thus, our __________is 20 x 4 x W. Remember, for the basic model, W = 1/(m – l), for m > l. The problem is that m and l are ______(1 unit per 4 hours).

A spreadsheet can be used to simulate the ______of the 20 units through the 2 work stations. Assume that raw material is always ____________at Work Station 1 so that the next unit at Work station 1 can start as soon as the ___________unit is finished. This means that for Work Station 1, the start time of a unit is the __________of the previous unit. The start time of a unit at Work station 2 is either the stop time of ________on Work Station 1 or the stop time of the previous unit on Work Station 2, whichever is________. The stop time of a unit is just the ____________plus the _____________time. The finish time in days is calculated by dividing the stop time at Work Station 2 of the last unit by the number of___________.

The finish time is calculated to be 10 The finish time is calculated to be 10.5 days if every unit takes exactly 4 hours at every work station.

To analyze the impact of __________time variability, replace the _________processing time of 4 at Work Station 1 in the spreadsheet with the appropriate ________distribution (exponential with a mean of 4). In @RISK, enter =RiskExpon($B$1) to make the _______time a random variable. We would like to know the 99th ___________of this random variable so that we could then promise the order in that number of days and be _____sure that it would actually be _____________on time.

The following @RISK output shows the 99th percentile for cell F2 (the finish time in days) based on 1000 sets of 40 random processing times.

To be 99% sure of having the order completed by the _________date, set the due date to be 18.28 days after the material becomes ____________at Work Station 1. The ____________that takes place at Work Station 2 has increased the _________(time from the start of the order to its completion) by nearly 8 days (18.28 – 10.5) over what it would be if there were no __________in the processing times.

Here is a histogram of the finish time Here is a histogram of the finish time. Note that the time can vary from 6.5 days up to 21 days.

THE ROLE OF THE EXPONENTIAL DISTRIBUTION The role of the ___________distribution in ________ queuing models is useful in understanding the use of queuing models. Most analytic results for queuing situations involve the exponential distribution either as the distribution of ___________times or service times or both. The following three properties help to identify the set of _______________in which it is reasonable to assume that an exponential distribution will______.

1. _______________: In an arrival process, this property implies that the ____________that an ________will occur in the next few minutes is not influenced by when the last arrival occurred. This situation arises when (a) there are many ___________who could potentially arrive at the system (b) each person decides to arrive _____________of the other individuals (c) each individual selects his or her time of arrival completely at_________

2. ___________________: With an exponential distribution, small values of the ________time are common (as shown below). Prob S<t 1.0 0.632 10 20 30 40 t This graph shows the _____________that the service time S is less than or equal to t if the ________service time is 10.

The graph showed that more than 63% of the service times were _________than the average service time (10). Compare this to the ___________distribution where only 50% of the service times are ___________than the average. The practical implication is that an exponential distribution can best be used to model the distribution of _______________in a system in which a large proportion of “jobs” take a very ___________and only a few “jobs” run for a long time.

3. Relation to the __________________: While introducing the_____________, a relationship between the exponential and Poisson distributions was noted. In particular, if the time between arrivals has an ___________distribution with parameter l, then in a specified period of time (say, T) the number of arrivals will have a ___________ distribution with parameter lT. Then, if X is the number of arrivals during the time T, the probability that X equals a specific number (say, n) is given by the equation Prob [X = n] = e-lT(lT)n n! For any _____________integer value of n.

The _____________between the exponential and the Poisson distributions plays an important role in the theoretical ______________of queuing theory. It also has an important practical________________. By comparing the number of _______that arrive for service during a specific period of time with the number that the Poisson distribution_____________, the manager is able to see if his or her choices of a model and ____________values for the arrival process are reasonable.

QUEUE DISCIPLINE In addition to the _________distribution, service distribution and number of servers, the queue __________must also be specified to define a queuing system. So far, we have always assumed that arrivals were served on a first-come, first-serve basis (often called __________, for “first-in, first-out”). However, this may not always be the case. For example, in an elevator, the last person in is often the first out (___________). Adding the possibility of selecting a ________queue discipline makes the queuing models more ____________. These models are referred to as __________models.