M/M/1 Queue Model with Uncertain Parameters by Monte Carlo Simulation

Article Preview

Abstract:

M/M/1 model was the most important and basic of all queue models. The paper combined Monte Carlo simulation with traditional M/M/1 model. The paper set an example of traditional M/M/1 system and calculates its indicators of performance firstly. Secondly, define the parameters with combination of the observation data and Delphi results. Thirdly, do Monte Carlo simulation with computer and software. In the end, compare the results by two methods. The results showed that the performance could be acceptable and did not need to make any improvements in case of traditional calculation. But, lots of things had been changed when the parameters had become uncertain. All indicators showed a big risk after the Monte Carlo simulation. Compare the results of traditional M/M/1 model and Monte Carlo simulation; it was found that it was necessary to treat this kind of problem as an uncertain problem in order to improve the accuracy of decision making.

You might also be interested in these eBooks

Info:

Periodical:

Pages:

3541-3544

Citation:

Online since:

May 2014

Authors:

Export:

Price:

Permissions CCC:

Permissions PLS:

Сopyright:

© 2014 Trans Tech Publications Ltd. All Rights Reserved

Share:

Citation:

* - Corresponding Author

[1] DEUTLER, T. Time Response of Waiting Line System M/M/1 with Infinitely Many Waiting Places In Stochastic Initial State. ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK. 52 (4). P236, (2012).

Google Scholar

[2] Peter Purdue. The M/M/1 Queue in a Markovian Environment. Operations Research. 22(3). P562-569, (1974).

Google Scholar

[3] Barry I. Marks. State Probabilities of M/M/1 Priority Queues. Operations Research. 21(4). P974-987, (1973).

Google Scholar

[4] B. M. RaoM, J. M. Posner. On the output process of an M/M/1 queue with randomly varying system parameters. Operations Research Letters. 3 (4). P191-197, (1984).

DOI: 10.1016/0167-6377(84)90025-7

Google Scholar

[5] G. L. Arsenishvili. Diffusion approximation of virtual waiting time in M/M/1 system (martingale approach). Cybernetics and Systems Analysis. 27 (1). P120-126, (1991).

DOI: 10.1007/bf01068655

Google Scholar

[6] Hiroshi Toyoizumi. Evaluating mean sojourn time estimates for the M/M/1 queue. Computers and Mathematics with Applications. 24(1-2). P7-15, (1992).

DOI: 10.1016/0898-1221(92)90222-4

Google Scholar

[7] V. Srinivas, S. Subba Rao and B. K. Kale. Estimation of Measures in M/M/1 Queue. Communications in Statistics - Theory and Methods. 40(18). P3327-3336, (2011).

DOI: 10.1080/03610926.2010.498653

Google Scholar

[8] James D. Cordeiro, Jeffrey P. Kharoufeh. The Unreliable M/M/1 Retrial Queue in a Random Environment. Stochastic Models. 28(1). P29-48, (2012).

DOI: 10.1080/15326349.2011.614478

Google Scholar

[9] Writing Group of Operations Research. Operation Research (Revised Edition). Tsinghua University Press. Beijing. P315-322, (1990).

Google Scholar

[10] Frederick S. Hillier, Gerald J. Lieberman. Introduction to Operations Research (Ninth Edition). McGraw-Hill. Singapore. P765-773, (2010).

Google Scholar