A tight bound on the throughput of queueing networks with blocking

In this paper, we present a bounding methodology that allows to compute a tight lower bound on the cycle time of fork--join queueing networks with blocking and with general service time distributions. The methodology relies on two ideas. First, probability masses fitting (PMF) discretizes the service time distributions so that the evolution of the modified network can be modelled by a Markov chain. The PMF discretization is simple: the probability masses on regular intervals are computed and aggregated on a single value in the orresponding interval. Second, we take advantage of the concept of critical path, i.e. the sequence of jobs that covers a sample run. We show that the critical path can be computed with the discretized distributions and that the same sequence of jobs offers a lower bound on the original cycle time. The tightness of the bound is shown on computational experiments. Finally, we discuss the extension to split--and--merge networks and approximate estimations of the cycle time.queueing networks, blocking, throughput, bound, probability masses fitting, critical path.

On the Delay of Network Coding over Line Networks

We analyze a simple network where a source and a receiver are connected by a line of erasure channels of different reliabilities. Recent prior work has shown that random linear network coding can achieve the min-cut capacity and therefore the asymptotic rate is determined by the worst link of the line network. In this paper we investigate the delay for transmitting a batch of packets, which is a function of all the erasure probabilities and the number of packets in the batch. We show a monotonicity result on the delay function and derive simple expressions which characterize the expected delay behavior of line networks. Further, we use a martingale bounded differences argument to show that the actual delay is tightly concentrated around its expectation

Probability masses fitting in the analysis of manufacturing flow lines

A new alternative in the analysis of manufacturing systems with finite buffers is presented. We propose and study a new approach in order to build tractable phase-type distributions, which are required by state-of-the-art analytical models. Called "probability masses fitting" (PMF), the approach is quite simple: the probability masses on regular intervals are computed and aggregated on a single value in the corresponding interval, leading to a discrete distribution. PMF shows some interesting properties: it is bounding, monotonic and it conserves the shape of the distribution. After PMF, from the discrete phase-type distributions, state-of-the-art analytical models can be applied. Here, we choose the exactly model the evolution of the system by a Markov chain, and we focus on flow lines. The properties of the global modelling method can be discovered by extending the PMF properties, mainly leading to bounds on the throughput. Finally, the method is shown, by numerical experiments, to compute accurate estimations of the throughput and of various performance measures, reaching accuracy levels of a few tenths of percent.stochastic modelling, flow lines, probability masses fitting, discretization, bounds, performance measures, distributions.

Integrated performance evaluation of extended queueing network models with line

Despite the large literature on queueing theory and its applications, tool support to analyze these models ismostly focused on discrete-event simulation and mean-value analysis (MVA). This circumstance diminishesthe applicability of other types of advanced queueing analysis methods to practical engineering problems,for example analytical methods to extract probability measures useful in learning and inference. In this toolpaper, we present LINE 2.0, an integrated software package to specify and analyze extended queueingnetwork models. This new version of the tool is underpinned by an object-oriented language to declarea fairly broad class of extended queueing networks. These abstractions have been used to integrate in acoherent setting over 40 different simulation-based and analytical solution methods, facilitating their use inapplications

A Robust Aggregation Approach To Simplification Of Manufacturing Flow Line Models

One of the more difficult tasks facing a modeler in developing a simulation model of a discrete part manufacturing system is deciding at what level of abstraction to represent the resources of the system. For example, questions about plant capacity can be modeled with a simple model, whereas questions regarding the efficiency of different part scheduling rules can only be answered with a more detailed model. In developing a simulation model, most of the actual features of the system under study must be ignored and an abstraction must be developed. If done correctly, this idealization provides a useful approximation of the real system. Unfortunately, many individuals claim that the process of building a simulation model is an “intuitive art.” The objective of this research is to introduce aspects of “science” to model development by defining quantitative techniques for developing an aggregate simulation model for estimating part cycle time of a manufacturing flow line. The methodology integrates aspects of queueing theory, a recursive algorithm, and simulation to develop the specifications necessary for combining resources of a flow line into a reduced set of aggregation resources. Experimentation shows that developing a simulation model with the aggregation resources results in accurate interval estimates of the average part cycle time

Bounds Computation for Symmetric Nets

Monotonicity in Markov chains is the starting point for quantitative abstraction of complex probabilistic systems leading to (upper or lower) bounds for probabilities and mean values relevant to their analysis. While numerous case studies exist in the literature, there is no generic model for which monotonicity is directly derived from its structure. Here we propose such a model and formalize it as a subclass of Stochastic Symmetric (Petri) Nets (SSNs) called Stochastic Monotonic SNs (SMSNs). On this subclass the monotonicity is proven by coupling arguments that can be applied on an abstract description of the state (symbolic marking). Our class includes both process synchronizations and resource sharings and can be extended to model open or cyclic closed systems. Automatic methods for transforming a non monotonic system into a monotonic one matching the MSN pattern, or for transforming a monotonic system with large state space into one with reduced state space are presented. We illustrate the interest of the proposed method by expressing standard monotonic models and modelling a flexible manufacturing system case study

On the Delay Advantage of Coding in Packet Erasure Networks

We consider the delay of network coding compared to routing with retransmissions in packet erasure networks with probabilistic erasures. We investigate the sublinear term in the block delay required for unicasting n packets and show that there is an unbounded gap between network coding and routing. In particular, we show that delay benefit of network coding scales at least as √n. Our analysis of the delay function for the routing strategy involves a major technical challenge of computing the expectation of the maximum of two negative binomial random variables. Previous characterizations of this expectation are approximate; we derive an exact characterization and analyze its scaling behavior, which may be of independent interest. We also use a martingale bounded differences argument to show that the actual coding delay is concentrated around its expectation

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

Bloody fast blood collection

This thesis consists of four parts: The first part contains an introduction, the second presents approaches for the evaluation of waiting times at blood collection sites, the third uses these to present approaches that improve waiting times at blood collection sites. The final part shows the application of two of the approaches to data from real blood collection sites, followed by the conclusions that can be drawn from this thesis. Part I: Introduction, contains two chapters. Chapter 1 introduces the context for this thesis: blood banks in general, the Dutch blood bank Sanquin and blood collection sites. The chapter sketches some of the challenges faced with respect to blood collection sites. As blood donors are voluntary and non-remunerated, delays and waiting times within blood collection sites should be kept at acceptable levels. However, waiting times are currently not incorporated in staff planning or in other decisions with respect to blood collection sites. These blood collection sites will be the primary focus of this thesis. This thesis provides methods that do take waiting times into account, aiming to decrease waiting times at blood collection sites and leveling work pressure for staff members, without the need for additional staff. Chapter 2 then presents a technical methods that will be used most of the chapters in this thesis: uniformization. Uniformization can be used to transform Continuous Time Markov Chains (CTMCs) — that are very hard to analyze — into Discrete Time Markov Chains (DTMCs) — that are much easier to analyze. The chapter shows how the method works, provides an extensive overview of the literature related to the method, the (technical) intuition behind the method as well as several extensions and applications. Although not all of the extensions and applications are necessary for this thesis, it does provide an overview of one of the most valuable methods for this thesis. Part II: Evaluation, contains two chapters that propose and adapt several methods to compute waiting times and queues at blood collection sites. A blood collection site is best modeled as a time-dependent queueing network, requiring non-standard approaches. Chapter 3 considers a stationary, i.e. not time-dependent model of blood collection sites as a first step. A blood collection site consists of three main stations: Registration, Interview and Donation. All three of the stations can have their own queue. This means that even the stationary model is non-trivial for some computations. However, for the stationary model, an analytic so-called product form expression is derived. Based on this product form, two more results are shown. The first result is that the standard waiting time distributions from M|M|s queues are applicable, as if the queue is in isolation. It is then concluded that no closed form expression exist for the total waiting or delay time distribution, as the distributions of the three stations in tandem are not independent. Therefore a numerical approach is presented to compute the total delay time distribution of a collection site. All of the results are supported by numerical examples based on a Dutch blood collection site. The approach for the computation of the total delay time distribution can also be combined with the approach from Chapter 4 for an extension to a time-dependent setting. Chapter 4 shows an approach to deal with these time-dependent aspects in queueing systems, as often experienced by blood collection sites and other service systems, typically due to time-dependent arrivals and capacities. Easy and quick to use queueing expressions generally do not apply to time-dependent situations. A large number of computational papers has been written about queue length distributions for time-dependent queues, but these are mostly theoretical and based on single queues. This chapter aims to combine computational methods with more realistic time-dependent queueing networks, with an approach based on uniformization. Although uniformization is generally perceived to be too computationally prohibitive, we show that our method is very effective for practical instances, as shown with an example of a Dutch blood collection site. The objective of the results is twofold: to show that a time-dependent queueing network approach can be beneficial and to evaluate possible improvements for Dutch blood collection sites that can only be properly assessed with a time-dependent queueing method. Part III: Optimization, contains four chapters that aim to improve service levels at Sanquin. The first three chapters focus on three different methods to decrease queues at blood collection sites. Chapters 5 and 6 focus on improving the service by optimizing staff allocation to shifts and stations. Chapter 7 focuses on improving the arrival process with the same goal. Chapter 8 is focused at improving inventory management of red blood cells. Donors do not arrive to blood collection sites uniformly throughout the day, but show clear preferences for certain times of the day. However, the arrival patterns that are shown by historical data, are not used for scheduling staff members at blood collection sites. As a first significant step to shorten waiting times we can align staff capacity and shifts with walk-in arrivals. Chapter 5 aims to optimize shift scheduling for blood collection sites. The chapter proposes a two-step procedure. First, the arrival patterns and methods from queueing theory are used to determine the required number of staff members for every half hour. Second, an integer linear program is used to compute optimal shift lengths and starting times, based on the required number of staff members. The chapter is concluded with numerical experiments that show, depending on the scenario, a reduction of waiting times, a reduction of staff members or a combination of both. At a blood collection site three stations (Registration, Interview and Donation) can roughly be distinguished. Staff members at Dutch blood collection sites are often trained to work at any of these stations, but are usually allocated to one of the stations for large fractions of a shift. If staff members change their allocation this is based on an ad hoc decision. Chapter 6 aims to take advantage of this mostly unused allocation flexibility to reduce queues at blood collection sites. As a collection site is a highly stochastic process, both in arrivals and services, an optimal allocation of staff members to the three stations is unknown, constantly changing and a challenge to determine. Chapter 6 provides and applies a so-called Markov Decision Process (MDP) to compute optimal staff assignments. Extensive numerical and simulation experiments show the potential reductions of queues when the reallocation algorithm would be implemented. Based on Dutch blood collection sites, reductions of 40 to 80% on the number of waiting donors seem attainable, depending on the scenario. Chapter 7 also aims to align the arrival of donors with scheduled staff, similarly to Chapter 5. Chapter 7 tries to achieve this by changing the arrivals of donors. By introducing appointments for an additional part of donors, arrivals can be redirected from the busiest times of the day to quiet times. An extended numerical queueing model with priorities is introduced for blood collection sites, as Sanquin wants to incentive donors to make appointments by prioritizing donors with appointments over donors without appointments. Appointment slots are added if the average queue drops below certain limits. The correct values for these limits, i.e. the values that plan the correct number of appointments, are then determined by binary search. Numerical results show that the method succeeds in decreasing excessive queues. However, the proposed priorities might result in unacceptably high waiting times for donors without appointments, and caution is therefore required before implementation. Although this thesis mainly focuses on blood collection sites, many more logistical challenges are present at a blood bank. One of these challenges arises from the expectation that Sanquin can supply hospitals with extensively typed red blood cell units directly from stock. Chapter 8 deals with this challenge. Currently, all units are issued according to the first-in-first-out principle, irrespective of their specific typing. These kind of issuing policies lead to shortages for rare blood units. Shortages for rare units could be avoided by keeping them in stock for longer, but this could also lead to unnecessary wastage. Therefore, to avoid both wastage and shortages, a trade-off between the age and rarity of a specific unit in stock should be made. For this purpose, we modeled the allocation of the inventory as a circulation flow problem, in which decisions about which units to issue are based on both the age and rarity of the units in stock. We evaluated the model for several settings of the input parameters. It turns out that, especially if only a few donors are typed for some combinations of antigens, shortages can be avoided by saving rare blood products. Moreover, the average issuing age remains unchanged. Part IV: Practice and Outlook concludes this thesis. The first of two chapters in this part shows the combined application of two approaches from this thesis to data from three collection sites in the Netherlands. The final chapter of this thesis presents the conclusions that can be drawn from this thesis and discusses an outlook for further research. Chapter 9 shows the combined application of the methods in Chapters 5 and 6 to three real collection sites in Dutch cities: Nijmegen, Leiden and Almelo. The collection sites in Nijmegen and Leiden are both large fixed collection sites. The collection site in Almelo is a mobile collection site. The application of each one of the methods individually reduce waiting times significantly, and the combined application of the methods reduces waiting times even further. Simultaneously, small reductions in the number of staff hours are attainable. The results from Chapter 9 summarize the main message of this thesis: waiting time for blood donors at blood collection sites can be reduced without the need for more staff members when the working times of staff members are used more effectively and efficiently, and controlling the arrival process of donors. The approaches presented in this thesis can be used for this purpose. This is not only beneficial for blood donors, but will also result in more balanced workload for staff members, as fluctuations in this workload are reduced significantly