Estimation in single server queues

Moment and maximum likelihood estimates (m.l.e.'s) arc investigated for nonparametric and parametric models for a single server queue observed over a random time horizon, namely, up to the nth departure epoch. Also. m.l.e's of the mean interarrival time and mean service time in anM/M/1 queue observed over a fixed time-interval are studied Limit distributions of these estimates are obtained Without imposing steady state assumptions on the queue-size or waiting time processes.     

The effect of correlated exponential service times on single server tandem queues

An investigation via simulation of system performance of two stage queues in series (single server, first-come, first-served) under the assumption of correlated exponential service times indicates that the system's behavior is quite sensitive to departures from the traditional assumption of mutually independent service times, especially at higher utilizations. That service times at the various stages of a tandem queueing system for a given customer should be correlated is intuitively appealing and apparently not at all atypical. Since tandem queues occur frequently, e.g. production lines and the logistics therewith associated, it is incumbent on both the practitioner and the theoretician that they be aware of the marked effects that may be induced by correlated service times. For the case of infinite interstage storage, system performance is improved by positive correlation and impaired by negative correlation. This change in system performance is reversed however for zero interstage storage and depends on the value of the utilization rate for the case where interstage storage equals unity. The effect due to correlation is shown to be statistically significant using spectral analytic techniques. For correlation equal unity and infinite interstage storage, results are provided for two through twenty-five stages in series to suggest how adding stages affects system performance for ρ>0. In this extreme case of correlation, adding stages has an effect on system performance which depends markedly on the utilization rate. Recursive formulae for the waiting time per customer for the cases of zero, one, and infinite interstage storage are derived.     

Workload distribution of discrete‐time parallel queues with two servers

We study discrete‐time, parallel queues with two identical servers. Customers arrive randomly at the system and join the queue with the shortest workload that is defined as the total service time required for the server to complete all the customers in the queue. The arrivals are assumed to follow a geometric distribution and the service times are assumed to have a general distribution. It is a no‐jockeying queue. The two‐dimensional state space is truncated into a banded array. The resulting modified queue is studied using the method of probability generating function (pgf) The workload distribution in steady state is obtained in form of pgf. A special case where the service time is a deterministic constant is further investigated. Numerical examples are illustrated. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 440–454, 2000     

Dynamic server assignment policies for assembly‐type queues with flexible servers

We seek dynamic server assignment policies in finite‐capacity queueing systems with flexible and collaborative servers, which involve an assembly and/or a disassembly operation. The objective is to maximize the steady‐state throughput. We completely characterize the optimal policy for a Markovian system with two servers, two feeder stations, and instantaneous assembly and disassembly operations. This optimal policy allocates one server per station unless one of the stations is blocked, in which case both servers work at the unblocked station. For Markovian systems with three stations and instantaneous assembly and/or disassembly operations, we consider similar policies that move a server away from his/her “primary” station only when that station is blocked or starving. We determine the optimal assignment of each server whose primary station is blocked or starving in systems with three stations and zero buffers, by formulating the problem as a Markov decision process. Using this optimal assignment, we develop heuristic policies for systems with three or more stations and positive buffers, and show by means of a numerical study that these policies provide near‐optimal throughput. Furthermore, our numerical study shows that these policies developed for assembly‐type systems also work well in tandem systems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Waiting times for M/G/1 queues with service-time or delay-dependent server vacations

This article shows how to determine the stationary distribution of the virtual wait in M/G/1 queues with either one-at-a-time or exhaustive server vacations, depending on either service times or accrued workload. For the first type of dependence, each vacation time is a function of the immediately preceding service time or of whether the server finds the system empty after returning from vacation. In this way, it is possible to model situations such as long service times followed by short vacations, and vice versa. For the second type of dependence, the vacation time assigned to an arrival to follow its service is a function of the level of virtual wait reached. By this device, we can model situations in which vacations may be shortened whenever virtual delays have gotten excessive. The method of analysis employs level-crossing theory, and examples are given for various cases of service and vacation-time distributions. A closing discussion relates the new model class to standard M/G/1 queues where the service time is a sum of variables having complex dependencies. © 1992 John Wiley & Sons, Inc.     

Asymptotically optimal component assembly plans in repairable systems and server allocation in parallel multiserver queues

T identical exponential lifetime components out of which G are initially functioning (and B are not) are to be allocated to N subsystems, which are connected either in parallel or in series. Subsystem i, i = 1,…, N, functions when at least K_i of its components function and the whole system is maintained by a single repairman. Component repair times are identical independent exponentials and repaired components are as good as new. The problem of the determination of the assembly plan that will maximize the system reliability at any (arbitrary) time instant t is solved when the component failure rate is sufficiently small. For the parallel configuration, the optimal assembly plan allocates as many components as possible to the subsystem with the smallest K_i and allocates functioning components to subsystems in increasing order of the K_i's. For the series configuration, the optimal assembly plan allocates both the surplus and the functioning components equally to all subsystems whenever possible, and when not possible it favors subsystems in decreasing order of the K_i's. The solution is interpreted in the context of the optimal allocation of processors and an initial number of jobs in a problem of routing time consuming jobs to parallel multiprocessor queues. © John Wiley & Sons, Inc. Naval Research Logistics 48: 732–746, 2001     

Scheduling for parallel dedicated machines with a single server

This paper examines scheduling problems in which the setup phase of each operation needs to be attended by a single server, common for all jobs and different from the processing machines. The objective in each situation is to minimize the makespan. For the processing system consisting of two parallel dedicated machines we prove that the problem of finding an optimal schedule is N P‐hard in the strong sense even if all setup times are equal or if all processing times are equal. For the case of m parallel dedicated machines, a simple greedy algorithm is shown to create a schedule with the makespan that is at most twice the optimum value. For the two machine case, an improved heuristic guarantees a tight worst‐case ratio of 3/2. We also describe several polynomially solvable cases of the later problem. The two‐machine flow shop and the open shop problems with a single server are also shown to be N P‐hard in the strong sense. However, we reduce the two‐machine flow shop no‐wait problem with a single server to the Gilmore—Gomory traveling salesman problem and solve it in polynomial time. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 304–328, 2000     

A visual search model: The waiting time distribution of the number of fixations until detection

Visual search is an important aspect of human tasks in industrial and military applications. Physically, a visual search process consists of a sequence of eye fixations. It has been hypothesized, based on search patterns found in early studies, that it is possible for fixations to follow both random and systematic patterns. Some early research works have been done in visual search. Analysis of human visual search involves examining experimental data and fitting the search time distribution. Some investigations have found that search times are described well by exponential distribution. This article discusses a visual search performance model based on derived search time distributions. The investigation of such a model is helpful in computing the probability of detecting a target, given a specified duration of search.     

Expected waiting time rankings in extended machine-repair models

The present paper studies the relative magnitudes of expected waiting times in extended machine-repair models, when processing times are of two Erlang types. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 864–870, 1999     

Waiting time distributions for transient bulk queues with general vehicle dispatching strategies

A numerical approach is presented for determining the waiting time distribution in a transient bulk-arrival, bulk-service queue. Vehicle departures from the queue are governed by a general dispatch strategy that includes holding with a variable release function and vehicle cancellations. The waiting time distribution of a customer (in a group) arriving at a given point in time is calculated by simulating the process in discrete time and determining at each step the probability the customer has left the system. The dispatch strategies require knowing the total length of the queue as well as the position a customer holds in the queue. An exact approach is compared to an accurate approximation which is 50 to 100 times faster. Comparisons are made with other approaches in the context of steady-state systems.     

The single server queue in discrete time-numerical analysis II

This paper deals with the numerical problems arising in the computation of higher order moments of the busy period for certain classical queues of the M|G|I type, both in discrete and in continuous time The classical functional equation for the moment generating function of the busy period is used. The higher order derivatives at zero of the moment generating function are computed by repeated use of the classical differentiation formula of Fá di Bruno. Moments of order up to fifty may be computed in this manner A variety of computational aspects of Fá di Bruno's formula, which may be of use in other areas of application, are also discussed in detail.     

The single server queue in discrete time-numerical analysis I

This is the first of a sequence of papers dealing with the computational aspects of the transient behavior of queues in discrete time It is shown that for a substantial class of queues of practical interest, a wealth of numerical information may be obtained by relatively unsophisticated methods This approach should prove useful in the analysis of unstable queues which operate over a limited time interval, but is by no means limited to such queues Mathematically the service unit is modeled in terms of a multivariate Markov chain, whose particular structure is used in iterative computation. Many important queue features may then be derived from the n-step transition probabilities of this chain.     

The single server queue in discrete time-numerical analysis IV

The nonlinear difference equation for the distribution of the busy period for an unbounded discrete time queue of M|G| 1 type is solved numerically by a monotone iterative procedure. A starting solution is found by computing a first passage time distribution in a truncated version of the queue.     

The single server queue in discrete time-numerical analysis III

This paper deals with the stationary analysis of the finite, single server queue in discrete time. The following stntionary distributions and other quantities of practical interest are investigated: (1) the joint density of the queue length and the residual service time, (2) the queue length distribution and its mean, (3) the distribution of the residual service time and its mean, (4) the distribution and the expected value of the number of customers lost per unit of time due to saturation of the waiting capacity, (5) the distribution and the mean of the waiting time, (6) the asymptotic distribution of the queue length following departures The latter distribution is particularly noteworthy, in view of the substantial difference which exists, in general, between the distributions of the queue lengths at arbitrary points of time and those immediately following departures.     

Steady state waiting time in a multicenter job shop

This paper analyzes the waiting-time distribution of a specific job as it moves through a job-shop with multiple centers and exponential service times. The movement of the job through the shop is governed by a Markovian transition matrix and ends with the job's exit from the shop.     

A comparison of waiting time approximations in series queueing systems

The determination of steady-state characteristics in systems of tandem queues has been left to computer simulation because of the lack of exact solutions in all but the simplest newtorks. In this paper, several methods developed for approximating the average waiting time in single-server queues are extended to systems of queues in series. Three methods, due to Fraker, Page, and Marchal, are compared along with results gathered through GPSS simulation. Various queueing networks with Erlangian service distributions are investigated.     

Algorithms for computing waiting time distributions under different queue disciplines for the D-BMAP/PH/1

A queueing system characterized by the discrete batch Markovian arrival process (D-BMAP) and a probability of phase type distribution for the service time is one that arises frequently in the area of telecommunications. Under this arrival process and service time distribution we derive the waiting time distribution for three queue disciplines: first in first out (FIFO), last in first out (LIFO), and service in random order (SIRO). We also outline efficient algorithmic procedures for computing the waiting time distributions under each discipline. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 559–576, 1997     

An absolute approximation algorithm for scheduling unrelated machines

Non‐preemptive scheduling of n independent jobs on m unrelated machines so as to minimize the maximal job completion time is considered. A polynomial algorithm with the worst‐case absolute error of min{(1 ? 1/m)p_max, p} is presented, where p_max is the largest job processing time and p is the mth element from the non‐increasing list of job processing times. This is better than the earlier known best absolute error of p_max. The algorithm is based on the rounding of acyclic multiprocessor distributions. An O(nm²) algorithm for the construction of an acyclic multiprocessor distribution is also presented. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Approximations for departure processes and queues in series

Methods are developed for approximately characterizing the departure process from a single-server queue and calculating approximate congestion measures for several single-server queues in series. These methods are modifications of the previously described asymptotic method and stationary-interval method for approximating a stochastic point process. The approximations are evaluated by comparing approximate congestion measures for queues in series with previous simulation results.     

An approximation to the stationary distribution of a multiechelon repairable-item inventory system with finite sources and repair channels

We consider a multiechelon repairable-item inventory system where several bases are supported by a central depot. Unlike METRIC-based models, there are only a finite number of repairmen at each base and the depot, and the failure rates at the bases depend on the current number of items online. The principal objective of this article is to develop a quick and accurate approximation to the steady-state distribution of this system. A secondary objective is to compare the solution of this system with a comparable METRIC solution.