Approximation of Tandem Queues with Blocking
Dug Hee Moon
1
and Yang Woo Shin
2,
1
School of Industrial Engineering and Naval Architecture, Changwon National University,
Changwon, Gyeongnam 51140, Korea
2
Department of Statistics, Changwon National University, Changwon, Gyeongnam 51140, Korea
Keywords:
Tandem Queue, Phase Type Distribution, Decomposition, Blocking.
Abstract:
In this paper, we present an approximate analysis for tandem queues with single reliable server at each service
station and a buffer of finite capacity between service stations. Blocking-After-Service (BAS) rule is adopted.
The effects of the moments of service times to the throughput are investigated numerically and the service
time is fitted with a phase type (PH) distribution by matching the first two moments. The system with phase
type service times is approximated based on the decomposition method with two-server-one-buffer subsystem.
Some numerical examples are presented for accuracy of approximation.
1 INTRODUCTION
Tandem queue sometimes called transfer line in man-
ufacturing system with finite buffers have been widely
used for performance modeling of computer sys-
tems and production systems. e.g. see the mono-
graphs Gershwin (1994), Buzzacott and Shanthiku-
mar (1993), the survey papers Dallery and Gersh-
win (1992), Papadopoulos and Heavey (1996) and the
references therein. Although the system with finite
buffer is modeled by a Markov chain, the number of
states of the Markov chain increases drastically as the
number of stages increases, which makes analytical or
numerical solutions intractable for the systems with
long line. Approximations of the queueing networks
have been developed in many directions. One is to
overcome the problem of dimension of state space
and another is to reduce the assumption of exponential
service time. The system with phase type service time
or approximate formula of G/G/m/N system have
been used for approximate analysis of the system with
non-exponential service time. One of the most com-
mon method among the approximation techniques
to solve the dimensional problem is decomposition
method developed by Gershwin (1987,1994). The
method decomposes the long line into subsystems
with two service stations and one buffer, and derives
a set of equations that determine the unknown param-
eters of each subsystem, and finally develops an it-
erative algorithm to solve these equations. There are
some approximations for the system that the service
time distributions are not exponential or geometric (in
discrete time case) based on decomposition method,
see Templemeier and B
¨
urger (2001), Bierbooms et al.
(2011) for system with general service times, Helber
(2005) for the reliable systems with Cox-2 distribu-
tion of service time, and Colledani and Tolio (2011),
Shin and Moon (2018) for discrete time system with
unreliable servers of discrete PH-distribution of geo-
metric or repair time.
In this paper, we present an approximate analysis
for tandem queues with single reliable server at each
service station and a buffer of finite capacity between
service stations under the blocking-after-service rule.
The approximation is based on the decomposition
method with two-server-one-buffer subsystem. The
system with phase type (PH) distribution of service
time is approximated, where the states of the server
include the state of the number of customers in up-
stream subsystem as well as the states of the server
(blocking, starvation, working) to reflect the depen-
dence of consecutive subsystems. In case of general
distribution of service times, approximate the distri-
bution of service times of original system with PH-
distributions and then use the system with PH-service
time as an approximation of original system.
The paper is organized as follows. The effects of
moments of service times to the throughput are nu-
merically investigated in Section 2. The approxima-
tion procedure is described in Section 3. An algo-
rithm for the parameters of subsystems is presented
in Section 4. The effectiveness of the approximation
is investigated numerically in Section 5. Finally, con-
cluding remarks are given in Section 6.
422
Moon, D. and Shin, Y.
Approximation of Tandem Queues with Blocking.
DOI: 10.5220/0007469504220428
In Proceedings of the 8th International Conference on Operations Research and Enterprise Systems (ICORES 2019), pages 422-428
ISBN: 978-989-758-352-0
Copyright
c
2019 by SCITEPRESS Science and Technology Publications, Lda. All rights reserved
2 SENSITIVITY OF
THROUGHPUT
In this section, the effects of moments of service times
to the throughput are numerically investigated. We
consider the systems with five servers where the ser-
vice times are identical with common means 1.0 and
the buffer size between servers are identical. The
buffer size c
i
between servers are chosen as c
i
=
1,5,10. We use the Erlang distribution of order k (E
k
)
for squared coefficient of variation C
2
s
=
1
k
< 1, ex-
ponential distribution (Exp) for C
2
s
= 1 and hyperex-
ponential distribution of order 2 (H
2
) with balanced
mean for C
2
s
> 1 whose probability density function
is
f (t) = p
1
λ
1
e
λ
1
t
+ p
2
λ
2
e
λ
2
t
, t 0,
with λ
1
= 2p
1
µ, λ
2
= 2p
2
µ and
p
1
=
1
2
1 +
s
C
2
s
1
C
2
s
+ 1
!
, p
2
= 1 p
1
.
The lognormal distribution (LN), gamma distribu-
tion (GAM) and Weibul distribution (WEIB) are
compared with the PH-distributions whose the first
two moments are the same as those of the distribu-
tions LN, GAM and WEIB. Simulation results of the
throughput are listed in Table 1. The deviation (D)
between PH-distribution and the non PH-distribution
(G) is calculated by
D(%) =
PH G
PH
× 100,
where PH and G are the simulation results for
throughput of PH-distribution and others, respec-
tively. The table shows that the deviation decreases
as the buffer size increases and the deviation is suf-
ficiently small in practical sense even for the system
with moderate buffer size (c
i
= 5) and high variabil-
ity of service time (C
2
s
= 5.0). We have observed the
similar phenomena for the system with 10 servers, but
the results are not listed here. Based on the observa-
tions, we approximate the system with general dis-
tribution of service time using the system with PH-
service time.
3 APPROXIMATION OF TANDEM
QUEUE WITH PH-SERVICE
TIME
3.1 Model
We consider a tandem queueing network L with N
=
N + 1 servers M
i
, i = 0,1,··· ,N and buffers B
i
of
Table 1: Throughput for tandem queues with five servers.
c
i
1 5 10
C
2
s
Serv. sim(D(%)) sim(D(%)) sim(D(%))
0.25 E
4
0.805 0.929 0.961
LN 0.803(-0.2) 0.928(-0.1) 0.960(+0.0)
WEIB 0.808(+0.4) 0.930(+0.1) 0.961(+0.0)
0.5 E
2
0.712 0.875 0.927
LN 0.713(+0.2) 0.873(-0.2) 0.926(-0.1)
WEIB 0.713(+0.2) 0.876(+0.1) 0.927(+0.0)
1.0 Exp 0.608 0.793 0.869
LN 0.618(+1.7) 0.795(+0.2) 0.869(-0.1)
2.0 H
2
0.513 0.690 0.784
LN 0.530(+3.3) 0.701(+1.6) 0.789(+0.7)
GAM 0.508(-1.0) 0.689(+0.0) 0.785(+0.1)
WEIB 0.508(-1.0) 0.689(-0.1) 0.784(+0.0)
5.0 H
2
0.416 0.553 0.646
LN 0.416(-0.0) 0.553(+0.0) 0.646(+0.0)
GAM 0.408(-1.8) 0.558(+0.9) 0.655(+1.4)
WEIB 0.402(-3.3) 0.549(-0.7) 0.645(-0.1)
capacity c
i
with 0 c
i
< between M
i1
and M
i
,
i = 1,2,··· ,N. Service time distribution of M
i
is
of phase type denoted by PH(α
α
α
i
,S
i
), where α
α
α
i
=
(α
i
(1),··· ,α
i
(h
i
)) is a probability distribution and
S
i
= (s
i
(i, j)) is a nonsingular matrix of size h
i
such
that s
i
( j, k) 0, j 6= k, s
i
( j, j) = s
i
( j) < 0, 1 j
h
i
. Let S
S
S
0
i
= S
i
e = (s
0
i
(1),··· ,s
0
i
(h
i
))
t
, where e is
the column vector of appropriate size whose compo-
nents are all 1. See Neuts (1981) for more about phase
type distribution. Transportation times of customers
through buffers and servers are assumed to be negligi-
ble comparing to service time. We assume the block-
ing after service (BAS) rule. That is, when a server
completes its service at a stage, if the buffer of next
stage is full at that time, then the server is forced to
stop its service and the customer is held at the sta-
tion where it just completed its service until the des-
tination can accommodate it. A server M
i
is said to
be starved if there are no customers to be served on
the server M
i
. We assume that the initial server M
0
is
never starved and it starts new service immediately af-
ter a service completion unless the server is blocked.
The last server M
N
is never blocked and the customer
at M
N
leaves the system immediately after completing
its service.
Denote the state of the server M
i
at time t by
M
i
(t) =
j, M
i
is working and its service
phase is j
b, M
i
is blocked
s, M
i
is starved
and let B
i
(t) be the number of customers waiting in
B
i
at time t. By X
i
(t), denote the number of cus-
tomers waiting in B
i
and the customers being served
or blocked at M
i
and the customers blocked at M
i1
Approximation of Tandem Queues with Blocking
423
at time t, that is,
X
i
(t) = B
i
(t)+1(M
i1
(t) = b)+1(M
i
(t) {w
w
w(i),b}),
where 1(A) = 0 if A is true and 0, otherwise and
w
w
w(i) = {1, 2, · · · ,h
i
} the set of phases of service time
of M
i
. Then X
i
(t) takes values on {0,1,··· , K
i
},
where K
i
= c
i
+ 2.
In this paper, we propose an approximate analy-
sis of this system based on decomposition approach.
The first step is to decompose the N + 1 server sys-
tem into a set of N two-server-one-buffer subsystems
L
i
, i = 1, 2, · · · ,N. Each subsystem L
i
is consists of
upstream server M
i1
, downstream server M
i
and a
buffer B
i
between them. The subsystems are modeled
with a quasi-birth-and-death process. The transition
rates among the states of servers in L
i
are presented in
terms of the stationary distributions of adjacent sub-
systems L
i1
and L
i+1
. Unknown parameters are cal-
culated by an iterative scheme.
In what follows, we use the following conven-
tions. Denote the identity matrix by I the identity
matrix of appropriate size and denote I
n
if it is nec-
essary to designate the size n of the matrix. Similarly,
e
n
means the vector e of size n.
3.2 Subsystems
Subsystem L
i
consists of two servers M
i1
and M
i
and a buffer B
i
between them. Since M
i
is a down-
stream server in L
i
and upstream server in L
i+1
, de-
note the downstream server in L
i
by M
d
i
and the up-
stream server in L
i+1
by M
u
i
, if necessary to distin-
guish them. Denote the states of M
u
i
and M
d
i
at time t
by M
u
i
(t) and M
d
i
(t), respectively. Define the the state
M
u
i1
(t) of the upstream server M
i1
with X
i1
(t) in
L
i
as follows:
M
u
i1
(t) =
w
1
( j), if M
i1
(t) = j, X
i1
(t) = 1
w
2
( j), if M
i1
(t) = j, X
i1
(t) 2
b
1
, if M
i1
(t) = b, X
i1
(t) = 1
b
2
, if M
i1
= b, X
i1
(t) 2
s, if M
i1
(t) = s
and the state of M
d
i
(t) of the downstream server M
i
in
L
i
M
d
i
(t) =
j, if M
i
(t) = j
b, if M
i
(t) = b
s, if M
i
(t) = s.
Let w
w
w
k
(i) = {w
k
(1),··· ,w
k
(h
i
)}, k = 1, 2, b
b
b =
{b
1
,b
2
}, w
w
w
u
(i) = w
w
w
1
(i) w
w
w
2
(i). Let
{M
u
i1
(t) = j} = {M
u
i1
(t) {w
1
( j), w
2
( j)}},
{M
u
i1
(t) = b} = {M
u
i1
(t) b
b
b}.
Let Z
i
(t) = (X
i
(t),M
u
i1
(t),M
d
i
(t)). The state space
S
i
of Z
i
(t) can be easily obtained. For example, when
X
i
(t) = n, 1 n < K
i
, the set on which Z
i
(t) can attain
the values is
S
i
(n) = {(n, x, y) : x {w
w
w
u
(i 1), s}, y {w
w
w(i),b}}.
The stochastic process Z
Z
Z
i
is modeled by a Markov
chain on S
i
with generator of the form
Q
i
=
B
(0)
i
A
(0)
i
C
(1)
i
B
(1)
i
A
(1)
i
.
.
.
.
.
.
.
.
.
C
(K
i
1)
i
B
(K
i
1)
i
A
(K
i
1)
i
C
(K
i
)
i
B
(K
i
)
i
,
where B
(n)
i
is the square matrix of size m
i
(n) whose
((x,y),(x
0
,y
0
))-component [B
(n)
i
]
(x,y),(x
0
,y
0
)
is the tran-
sition rate of Z
i
(t) from the state (n,x,y) to the state
(n,x
0
,y
0
) without change of X
i
(t). Similarly, the
((x,y),(x
0
,y
0
))-component of A
(n)
i
is corresponding to
the transition rate from (n,x, y) to (n + 1, x
0
,y
0
) and
[C
(n)
i
]
(x,y),(x
0
,y
0
)
is corresponding to the the transition
rate from (n,x,y) to (n 1,x
0
,y
0
).
3.3 Transition Rates
Note that when X
i
(t) = n with 1 n K
i
2, the be-
havior of M
i1
does not depend on the state of M
i
and it depends only on the state of X
j
(t) and M
j
,
j = 0, 1, · · · ,i2. Similarly, if X
i
(t) = 0, then the state
of M
i
is changed by the service completion of M
i1
,
and if X
i
(t) = K
i
, then M
u
i1
(t) b
b
b and the state transi-
tion of M
i1
occurs by a departure from M
i
. Further-
more, if M
u
i1
(t) = b
1
, then the state transition of M
i1
occurs by an arrival from the M
i2
as well as a depar-
ture from M
i
. For the derivation of the rates, we adopt
the approximation assumption that given M
i
(t) = x,
X
i1
(t) and X
i
(t) are conditionally independent. Here,
we omit details and just describe the formulae of the
matrices A
(n)
i
, B
(n)
i
and C
(n)
i
.
Formula of A
(n)
i
. The approximate formula for
A
(n)
i
is given as follows: for 0 n K
i
1, 1 i N,
A
(n)
i
= A
u
i1
(n) A
d
i
(n),
where A B denotes the Kronecker product of the
matrices A and B. The matrices A
u
i
(n) and A
d
i
(n) are
given as follows: for 0 n K
i+1
2, A
u
0
(n) = S
S
S
0
0
α
α
α
0
,
A
u
i
(n) =
w
w
w
2
w
w
w
1
s
w
w
w
2
q
u
i
(w
w
w
2
,w
2
)α
α
α
i
q
u
i
(w
w
w
1
,w
1
)α
α
α
i
0
w
w
w
1
0 0 S
S
S
0
i
s 0 0 0
,
ICORES 2019 - 8th International Conference on Operations Research and Enterprise Systems
424
and A
u
0
(K
1
1) = S
S
S
0
0
,
A
u
i
(K
i+1
1) =
b
2
b
1
w
w
w
2
S
S
S
0
i
0
w
w
w
1
0 S
S
S
0
i
s 0 0
,
where q
u
i
(w
w
w
2
,w
1
) and q
u
i
(w
w
w
2
,w
2
) are the column vec-
tors of size h
i
whose jth-entries are as follows: for
1 j h
i
,
q
u
i
( j, w
1
) = P
X
i
(t) = 2
M
i
(t) = j,
X
i
(t) 2
s
0
i
( j),
q
u
i
( j, w
2
) = s
0
i
( j) q
u
i
( j, w
1
),
and for 1 i N 1,
A
d
i
(0) =
w
w
w
i
b
s α
α
α
i
0
, A
d
N
(0) = α
α
α
N
,
A
d
i
(n) = I
m
d
i
, 1 n K
i
1, 1 i N.
Formula of C
(n)
i
. The matrices C
(n)
i
, 1 n K
i
,
0 i N 1 are given by
C
(n)
i
= C
u
i1
(n) C
d
i
(n).
The matrices C
u
i
(n) and C
d
i
(n) are as follows:
C
u
0
(K
1
) = α
α
α
0
, C
u
i
(n) = I
m
u
i
, 1 n K
i+1
1, and
C
u
i
(K
i+1
) =
w
w
w
2
w
w
w
1
s
b
2
(1 p
u
i
(b,s))α
α
α
i
p
u
i
(b,s)α
α
α
i
0
b
1
0 0 1
,
where
p
u
i
(b,s) = P(X
i
(t) = 2|M
u
i
(t) = b, X
i
(t) 2)
and
C
d
N
(n) =
S
S
S
0
N
, n = 1,
S
S
S
0
N
α
α
α
N
, 2 n K
N
,
and for 1 i N 1,
C
d
i
(1) =
s
w
w
w δ
d
i
(w
w
w)
b δ
d
i
(b)
,
C
d
i
(n) =
w
w
w b
w
w
w δ
d
i
(w
w
w)α
α
α
i
0
b δ
d
i
(b)α
α
α
i
0
, 2 n K
i
,
where δ
d
i
(w
w
w) is the column vector of size h
i
whose jth
component (1 j h
i
) is
δ
d
i
( j) = P(X
i+1
(t) K
i+1
2|M
i
(t) = j)s
0
i
( j),
δ
d
i
(b) =
yM
d
i+1
P(M
i+1
(t) = y|M
i
(t) = b)δ
d
i+1
(y).
Formula of B
(n)
i
. The matrices B
(n)
i
are given as
follows
B
(n)
i
=
B
u
i1
i
(0), n = 0,
B
u
i1
B
d
i
i
(n), 2 n K
i
1,
B
u
i1
(K
i
) B
d
i
i
(K
i
), n = K
i
,
where A B = A I + I B denotes the Kronecker
sum of the matrices A and B and
i
(n) is the diagonal
matrix that makes Q
i
e = 0. Denote by S
i
the square
matrix of size h
i
whose diagonal elements are all zero
and off diagonal elements are the same as those of S
i
.
The matrices B
u
i
and B
d
i
are as follows:
B
u
0
= S
0
, B
d
N
= S
N
,
and for 1 i N 1,
B
u
i
=
w
w
w
2
w
w
w
1
s
w
w
w
2
S
i
0 0
w
w
w
1
q
u
i
(w
w
w
1
,w
w
w
2
) S
i
0
s q
u
i
(s,w
1
)α
α
α
i
0
,
B
u
i
(K
i+1
) =
b
2
b
1
b
2
S
i
0
b
1
q
u
i
(b
1
,b
2
) 0
,
B
d
i
=
w
w
w b
w
w
w S
i
q
d
i
(w
w
w,b)
b 0 0
.
The q
u
i
(w
w
w
1
,w
w
w
2
) is the diagonal matrix of size h
i
whose
jth diagonal element is
[q
u
i
(w
w
w
1
,w
w
w
2
)]
j
=
h
i1
k=1
P
M
i1
(t) = k
M
i
(t) = j
X
i
(t) = 1
s
0
i1
(k)
and q
d
i
(w
w
w,b) = (q
d
i
( j, b), j = 1,··· , h
i
) is the column
vector os size h
i
with
q
u
i
(b
1
,b
1
) =
h
i1
k=1
P(M
i1
(t) = k|M
i
(t) = b
1
)s
0
i1
(k),
q
u
i
(s,w
1
) =
h
i1
k=1
P(M
i1
(t) = k|M
i
(t) = s)s
0
i1
(k),
q
d
i
( j, b) = P(X
i+1
(t) = K
i+1
1|M
i
(t) = j)s
0
i
( j).
3.4 Approximation of Parameters
Now we assume that the system is in stationary
state and let π
π
π
i
be the stationary distribution of Q
i
.
We can express the parameters q
u
i
(x,x
0
), p
u
i
(b,x) for
A
u
i
(n), B
u
i
, C
u
i
(n) of the subsystem L
i+1
and δ
d
i1
(y),
Approximation of Tandem Queues with Blocking
425
q
d
i1
(w,b) of the subsystem L
i1
in terms of π
π
π
i
by us-
ing the approximation
P(X
i
(t) = n, M
i1
(t) = j,M
i
(t) = y)
= π
i
(n,w
1
( j), y) + π
i
(n,w
2
( j), y),
P(X
i
(t) = K
i
,M
i1
(t) = b, M
i
(t) = y)
= π
i
(K
i
,b
1
,y) + π
i
(K
i
,b
2
,y).
For example,
q
u
i
( j, w
1
) =
p
d
i
(2, j)s
0
i
( j)
p
d
i
(w
2
( j))
,
q
d
i1
( j, b) =
p
u
i1
(K
i
1, j)s
0
i1
( j)
p
u
i1
( j)
,
where
p
d
i
(n,y) = P(X
i
(t) = n, M
d
i
(t) = j),
p
d
i
(w
2
( j)) =
K
i
n=2
p
d
i
(n, j),
p
u
i1
( j) = P(M
u
i1
(t) = j),
p
u
i1
(n, j) = P(X
i
(t) = n, M
u
i1
(t) = j).
Performance measures. Once the stationary distribu-
tion π
π
π
i
of Z
Z
Z
i
is obtained, the performance measures
such as the throughput (E) and mean number
¯
B
i
of
customers in B
i
can be obtained as follows:
E =
h
N
j=1
P(M
N
(t) = j)s
0
N
( j),
¯
B
i
=
K
i
1
n=1
(n 1)π
π
π
i
(n)e +(K
i
2)π
π
π
i
(K
i
)e.
4 ALGORITHM
In this section, an iterative algorithm for solving the
proposed decomposition equations is presented.
Initial Step: Initially the upstream servers are as-
sumed to be never starved and A
u
i
(n), B
u
i
(n) and
C
u
i
(n) are as follows: for 0 i N 1,
A
u
i
(n) =
S
S
S
0
i
α
α
α
i
, 0 n K
i+1
2,
S
S
S
0
i
, n = K
i+1
1,
B
u
i
= S
S
S
i
,
C
u
i
(n) =
I, 1 n K
i+1
1,
α
α
α
i
, n = K
i+1
.
Compute the stationary distribution π
π
π
N
and de-
termine the parameters for A
d
N1
(n), B
d
N1
and
C
d
N1
(n)
Iteration Step:
Step 1. Backward iteration. For i = N 1, N
2,··· ,1, compute the stationary distribution π
π
π
i
. If
i 2, then update A
d
i1
(n), B
d
i1
and C
d
i1
(n), oth-
erwise (i = 1) update A
u
i
(n), B
u
i
and C
u
i
(n).
Step 2. Forward iteration. For i = 2, 3, · · · ,N, com-
pute the stationary distribution π
π
π
i
. If i N 1,
then update A
u
i
(n), B
u
i
and C
u
i
(n), otherwise (i =
N) GO TO next step.
Step 3. Calculate throughput and check the toler-
ance. Once the stationary distribution π
π
π
N
of Z
Z
Z
N
is
obtained, compute the throughput and check the
stopping criterion
TOL = |E
(m)
E
(m1)
| < ε, (1)
where E
(m)
is the throughput obtained in the mth
iteration and ε > 0 is the tolerance predetermined.
If the stopping criterion is not satisfied, update
A
d
N1
(n), B
d
N1
and C
d
N1
(n) and GO TO Step 1
and repeat the backward and forward iteration un-
til the stopping criterion is satisfied.
The stationary distribution π
π
π
i
can be computed by
well known matrix analytic method that uses the in-
versions of matrices whose sizes are the same as those
of the block matrices B
i
(n) in Q
i
, see e.g. Latouche
and Ramaswami (1999), Shin and Moon (2017). The
complexity of the algorithm in an iteration is O(Nm
3
i
),
where m
i
is the maximal size of the matrices B
i
(n).
5 NUMERICAL RESULTS
The effectiveness of the method is investigated nu-
merically in this section. Approximations (App) are
compared with the simulations (Sim). Simulation
models for the systems in the tables are developed
with ARENA. Simulation run time is set to 550,000
unit times including 50,000 unit times of warm-up pe-
riod. Twenty replications are conducted for each case
and the maximum half width of 95% confidence in-
tervals (c.i.) is less than 0.001 and confidence inter-
vals are omitted in the following tables. Tolerance
ε = 10
5
is used for stopping criterion (1). The de-
viation (D) between approximation and simulation is
calculated by
D(%) =
App Sim
Sim
× 100,
where Sim and App are the simulation results and ap-
proximation results for throughput.
We consider the systems with 5 servers and 10
servers where the service times are identical with
common means 1.0 and the buffer size between
servers are identical. The buffer size c
i
between
ICORES 2019 - 8th International Conference on Operations Research and Enterprise Systems
426
Table 2: Throughput for tandem queues with 5 servers.
c
i
1 5 10
Sim Sim Sim
C
2
s
App(D(%)) App(D(%)) App(D(%))
0.25 0.805 0.929 0.961
0.790(-1.8) 0.927(-0.2) 0.961(-0.0)
0.5 0.712 0.875 0.927
0.696(-2.3) 0.871(-0.5) 0.926(-0.1)
1.0 0.608 0.793 0.869
0.594(-2.3) 0.786(-0.9) 0.867(-0.2)
2.0 0.513 0.690 0.784
0.512(-0.2) 0.687(-0.4) 0.785(+0.2)
5.0 0.416 0.553 0.646
0.419(+0.7) 0.552(-0.2) 0.650(+0.7)
servers are chosen as c
i
= 1,5,10. We use the Er-
lang distribution of order k (E
k
) for C
2
s
=
1
k
< 1, ex-
ponential distribution (Exp) for C
2
s
= 1 and hyperex-
ponential distribution of order 2 (H
2
) with balanced
mean for C
2
s
> 1. The throughput for the system with
5 servers and 10 servers are presented in Tables 2 and
3. The deviations of approximations from simulation
in Tables 2 and 3 are less than 1% for short length sys-
tem (N
= 5) and are less than 5% even for moderate
size of system with small buffer size (N
= 10,c
i
= 1)
which may be acceptable in practicable situation. Fur-
thermore, the accuracy of approximations increases as
buffer size increases and the deviations are less than
1% for c
i
= 10. The throughput for the systems with
10 identical servers of Lognormal (LN) service times
(Sim) and PH-service times (App) is listed in Table
4, where the deviation (D) is the relative deviation
between LN service system and PH service system
with respect to LN service system. Table 4 shows that
the deviation increases as the variation (C
2
s
) of service
time increases or the buffer size (c
i
) decreases which
can be expected from Section 2. It can be seen from
Table 4 that the approximation performs well for the
system in which the coefficient of variation of service
time is not large and buffer size is not so small.
The current algorithm was run on a laptop
computer at 2.70 GHz with 16.0 GB RAM using
Mathematica
r
11. The maximum CPU time for the
results in Table 3 is 1.25 seconds with 15 iterations
for E
4
service time and others are less than 0.6 sec-
onds.
6 CONCLUSIONS
In this paper, an approximate analysis for tandem
queues with finite buffer has been presented. The ser-
vice time is fitted with a phase type (PH) distribution
by matching the first two moments of service times
and the system with PH-service times is approximated
Table 3: Throughput for tandem queues with 10 servers.
c
i
1 5 10
Sim Sim Sim
C
2
s
App(D(%)) App(D(%)) App(D(%))
0.25 0.776 0.917 0.954
0.755(-2.8) 0.917(-0.1) 0.955(+0.2)
0.5 0.673 0.855 0.915
0.649(-3.7) 0.851(-0.5) 0.916(+0.1)
1.0 0.560 0.763 0.849
0.537(-4.1) 0.752(-1.4) 0.848(-0.1)
2.0 0.449 0.643 0.749
0.445(-0.9) 0.634(-1.4) 0.750(+0.1)
5.0 0.334 0.487 0.591
0.338(+1.2) 0.474(-2.7) 0.589(-0.4)
Table 4: Throughput for the systems with 10 servers of Log-
normal (LN) service times and PH-service times.
c
i
1 5 10
LN LN LN
C
2
s
PH (D(%)) PH(D(%)) PH(D(%))
0.25 0.770 0.916 0.953
0.755(-2.0) 0.917(+0.1) 0.955(+0.2)
0.5 0.666 0.851 0.912
0.649(-2.8) 0.851(+0.0) 0.916(+0.4)
1.0 0.558 0.757 0.844
0.537(-3.9) 0.753(-0.6) 0.848(+0.4)
2.0 0.459 0.646 0.748
0.445(-3.1) 0.634(-1.9) 0.750(+0.2)
5.0 0.355 0.507 0.604
0.338(-5.1) 0.474(-6.9) 0.589(-2.6)
based on the decomposition method. To reflect the
dependence between consecutive stages, the states of
the servers in subsystems are indicated by the state
of the number of customers in upstream subsystem
as well as the states of the server (blocking, starva-
tion, working), and the transitions among the states
are considered. Numerical experiments indicated that
the method works reasonably.
We have used the Erlang distribution and hyperex-
ponential distribution for fitting the first two moments
of service time. There are several ways to use PH dis-
tribution matching the first two or three moments of a
nonnegative random variable, see e.g. Bobbio et al.
(2005), Osogami and Harchol-Balter (2006), Tijms
(2003) and references therein. However, it is not easy
to choose the best one among the candidates of PH
distributions. The choice may depend on the model
and it requires preliminary experiment.
ACKNOWLEDGEMENTS
The first author and the second author
were sup-
ported by Basic Research Program through the
Corresponding author
Approximation of Tandem Queues with Blocking
427
National Research Foundation of Korea (NRF)
funded by the Ministry of Education, Grant
Numbers NRF-2016R1D1A1A09917954 and NRF-
2018R1D1A1A09083352, respectively.
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