Loss systems in a random environment

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service process is completely blocked: Service is interrupted and newly arriving customers are lost. We prove an if-and-only-if-condition for a product form steady state distribution of the joint queueing-environment process. A consequence is a strong insensitivity property for such systems. We discuss several applications, e.g. from inventory theory and reliability theory, and show that our result extends and generalizes several theorems found in the literature, e.g. of queueing-inventory processes. We investigate further classical loss systems, where due to finite waiting room loss of customers occurs. In connection with loss of customers due to blocking by the environment and service interruptions new phenomena arise. We further investigate the embedded Markov chains at departure epochs and show that the behaviour of the embedded Markov chain is often considerably different from that of the continuous time Markov process. This is different from the behaviour of the standard M/G/1, where the steady state of the embedded Markov chain and the continuous time process coincide. For exponential queueing systems we show that there is a product form equilibrium of the embedded Markov chain under rather general conditions. For systems with non-exponential service times more restrictive constraints are needed, which we prove by a counter example where the environment represents an inventory attached to an M/D/1 queue. Such integrated queueing-inventory systems are dealt with in the literature previously, and are revisited here in detail

Functional properties of throughput in tandem lines with unreliable servers and finite buffers

optimization;queueing theory;production

Modeling and analysis to improve the quality of healthcare services

For many healthcare services or medical procedures, patients have extensive risk of complication or face death when treatment is delayed. When a queue is formed in such a situation, it is very important to assess the suffering and risk faced by patients in queue and plan sufficient medical capabilities in advance to address the concerns. As the diversity of care settings increases, congestion in facilities causes many patients to unnecessarily spend extra days in intensive care facilities. Performance evaluation of current healthcare service systems using queueing theory gains more and more importance because of patient flows and systems complexity. Queueing models have been used in handsome number of healthcare studies, but the incorporation of blocking is still limited. In this research work, we study an efficient two-stage multi-class queueing network system with blocking and phase-type service time distribution to analyze such congestion processes. We also consider parallel servers at each station and first-come-first-serve non-preemptive service discipline are used to improve the performance of healthcare service systems

Manufacturing flow line systems: a review of models and analytical results

The most important models and results of the manufacturing flow line literature are described. These include the major classes of models (asynchronous, synchronous, and continuous); the major features (blocking, processing times, failures and repairs); the major properties (conservation of flow, flow rate-idle time, reversibility, and others); and the relationships among different models. Exact and approximate methods for obtaining quantitative measures of performance are also reviewed. The exact methods are appropriate for small systems. The approximate methods, which are the only means available for large systems, are generally based on decomposition, and make use of the exact methods for small systems. Extensions are briefly discussed. Directions for future research are suggested.National Science Foundation (U.S.) (Grant DDM-8914277

A survey of the machine interference problem

This paper surveys the research published on the machine interference problem since the 1985 review by Stecke & Aronson. After introducing the basic model, we discuss the literature along several dimensions. We then note how research has evolved since the 1985 review, including a trend towards the modelling of stochastic (rather than deterministic) systems and the corresponding use of more advanced queuing methods for analysis. We conclude with some suggestions for areas holding particular promise for future studies.Natural Sciences and Engineering Research Council (NSERC) Discovery Grant 238294-200

Approximate Analysis of Production Systems

In this paper complex production systems are studied where a single product is manufactured and where each production unit stores its output in at most one buffer and receives its input from at most one buffer. The production units and the buffers may be connected nearly arbitrarily. The buffers are supposed to be of finite capacity and the goods flow is continuous. For such netwroks it is possible to estimate the throughput by applying repeated aggregation over the production units. The approximation appears to be best when the network shows some resemblance with a flow line

An Aggregation Procedure for Simulating Manufacturing Flow Line Models

We develop a formal method for specifying an aggregate discrete-event simulation model of a production flow line manufacturing system. The methodology operates by aggregating production stations or resources of a flow line. Determining the specifications for representing the aggregated resources in a simulation model is the focus of our presentation. We test the methodology for a set of flow lines with exponentially distributed arrival and service times. Comparisons between analytical and simulation results indicate the aggregation approach is quite accurate for estimating average part cycle time

Unreliable Retrial Queues in a Random Environment

This dissertation investigates stability conditions and approximate steady-state performance measures for unreliable, single-server retrial queues operating in a randomly evolving environment. In such systems, arriving customers that find the server busy or failed join a retrial queue from which they attempt to regain access to the server at random intervals. Such models are useful for the performance evaluation of communications and computer networks which are characterized by time-varying arrival, service and failure rates. To model this time-varying behavior, we study systems whose parameters are modulated by a finite Markov process. Two distinct cases are analyzed. The first considers systems with Markov-modulated arrival, service, retrial, failure and repair rates assuming all interevent and service times are exponentially distributed. The joint process of the orbit size, environment state, and server status is shown to be a tri-layered, level-dependent quasi-birth-and-death (LDQBD) process, and we provide a necessary and sufficient condition for the positive recurrence of LDQBDs using classical techniques. Moreover, we apply efficient numerical algorithms, designed to exploit the matrix-geometric structure of the model, to compute the approximate steady-state orbit size distribution and mean congestion and delay measures. The second case assumes that customers bring generally distributed service requirements while all other processes are identical to the first case. We show that the joint process of orbit size, environment state and server status is a level-dependent, M/G/1-type stochastic process. By employing regenerative theory, and exploiting the M/G/1-type structure, we derive a necessary and sufficient condition for stability of the system. Finally, for the exponential model, we illustrate how the main results may be used to simultaneously select mean time customers spend in orbit, subject to bound and stability constraints