EUROPEAN

JOURNAL
OF OPERATIONAL
RESEARCH
ELSEVIER European Journal of Operational Research 88 (1996) 614-621

Theory and Methodology

Oueueing models with delayed state-dependent service times

Pu Patrick Wang
Department of Mathematics, The University of Alabama, Tuscaloosa, AL 35487, USA
Received July 1993; revised July 1994

Abstract

In a state-dependent queueing model, the service rate is adjusted at both epochs of customer arrivals and
departures. In certain situations, frequently changing service rates is neither economical nor practical. This paper
studies an alternative queueing model in which the server changes its service rates, or service types, only at the
beginning of service. The model is analyzed by using an embedded Markov chain technique. The probability
generating functions for the steady-state queue length are determined for both queueing models with and without
vacations. Two particular models are considered in detail. One is the delayed M / M / c queue and the other is the
delayed M / G i l l queue with c service types. The performance measures such as the mean queue length and
additional waiting time are calculated and compared with regular queues.

Keywords: Embedded Markov chain; Mean queue length; Probability generating function; Steady-state probability;
Vacation models

1. Introduction

One of the motivations of this p a p e r is from the following application. Consider an oven as the server.
Parts that require to be heated up to different temperatures are sent to the oven. Assume that the oven
can simultaneously accommodate at most c parts. As soon as a part in the oven reaches its required
temperature, the oven operator opens the door and takes out the part. At this moment, the operator
checks whether there are any parts in the waiting line. If yes, the operator loads them and closes the
oven. Then the heating process repeats. Due to different volumes, shapes, and required temperatures,
heating times of individual parts vary. Usually, the part arrives at the oven at random, but the part
heating time is known or at least can be estimated at its arrival time. Therefore, the operator does not
have to be present monitoring the system all the time.
In this paper, the above problem is generalized to the following queueing model. Customers arrive to
the system at random. Customers are served by a single server in the order of arrival. At service
completion times, the server checks the waiting line and decides a service time for the next customer to
be served, when the system is empty, the server may take a vacation. The service times are independent
r a n d o m variables and their distribution functions depend on the queue length. This type of 'delayed'
service policy to be analyzed in this p a p e r has not been addressed explicitly in queueing literature, at
least to our knowledge.

0377-2217/96/$15.00 © 1996 Elsevier Science B.V. All rights reserved

SSDI 0377-2217(94)00218-5
 P.P. Wang~EuropeanJournalof OperationalResearch88 (1996)614-621 615

Clearly, there are certain advantages of this model. One is the reduction of the number of changing
the service rate since the service rate is changed only at completion times, not at the arrival times.
Another advantage is from the management point of view. Instead of continuously monitoring the
system, the system status is only checked at completion times. The disadvantage of the model is that
customers suffer an additional delay time since they may have to wait even though servers are available
in the system. This effect will be addressed in this paper.
If both the arrival process and the service process are Markov processes, the traditional tool in
analyzing queueing models with state-dependent rates is the birth-death process. It is assumed that the
service rates are functions of the queue length, whenever the queue length changes, the service rate
changes accordingly. Since the change of the queue length occurs at customer arrival times and at
customer departure times, the service rate will change at these two types of times too. Take the M / M / c
queues for example, the implication is that the service rate is changed at both epochs of customer arrivals
and departures. Apparently, the birth-death process can not be used to deal with the delayed queueing
model mentioned above.
There is a great deal of literature concerning the state-dependent queueing models. Conolly, [1] and
Hadidi [5] considered the busy period distributions for a general birth-and-death queueing model. Gray
et al. [4] considered a single server with two different types of services. The server adjusts its service types
based on the queue length. Harris [6] modeled production systems as queues with state-dependent
service rates. Natvig [9] studied state-dependent queues with limited capacity. Means and variances of
the customer's waiting time as well as the server busy period are derived. Scott [10] analyzed a queueing
model in which customers arriving at the beginning of a busy period receive different service times. More
recently Morrison [8] studied the problem of determining the sojourn and waiting time distributions for
queues with a linear state-dependent mean rate. Sharma [11] reinvestigated the M / M / c queue with a
different method that gives the transient solution. Wang [12] analyzed an M / M / c queue with (Ri, r i)
switch-over policy. Servers are added or deleted depending on demand. Winston [13] analyzed the
optimality for state-dependent queues. Yadin and Naor [14] studied the queueing systems with a
removable server, in which the server is removed from the system when the system is empty and is
installed as the queue length reaches a constant. For vacation models, see Doshi [1].
To distinguish the difference, we call the usual M / M / c queue the regular M / M / c queue and our
model the delayed MIMIc queue. For general service times, we call it the delayed M / G J 1 queue. We
describe the system and deline the notation in Section 2. The delayed M / G J 1 queue is analyzed in
Section 3. The generating functions of the steady-state queue length are derived for models with c
different types of service distributions, which is used to determine the mean queue length. The queues
with vacations are analyzed in Section 4. The delayed M / M / c queue is considered in Sections. The
average queue length and additional waiting time are calculated and compared with regular models,
followed by a summary in Section 6.

2. Notation and assumptions

It is assumed that there is one server in the system. Customers arrive at the system in accordance with
a Poisson process of rate A > 0. When a customer arrives and finds the server is idle, he is immediately
served. Otherwise the customer waits In the line. The first-come-first-served queueing discipline is
employed. When the server completes a service, it checks the waiting line. If i customers are present in
the waiting line, the next customer to be served will receive a random service time S i. The service times
are assumed to be independent. Let F i denote the distribution of Si with mean 1//x i and variance ~ri2
and let p~ = A/l~i. In order to have a steady-state probability, it is required that p~ < 1 for i >~ c for some
positive number c.
616 P.P. Wang~European Journal of Operational Research 88 (1996) 614-621

The above assumptions are general and may contain a number of different models. For example,
when the system is empty and S o = 0, the server remains idle until a customer arrives. It corresponds to a
queueing model with no vacations. If the system is empty and S o > 0, the server takes a vacation (So is
just the length of the vacation). Thus, it corresponds to a queueing model with (multiple) vacations. In
addition, if the service times are exponentially distributed, the assumption of single server can be
extended to allow the system to have multiple servers due to the memoryless property. The service time
then follows an exponential distribution with rate/~i = min(c, i)/x. It corresponds to a delayed M / M / c
model. Note that it differs from the regular M / M / c model in the epochs of changing the service rate.
Denote the probability of n arrivals during S i by an,i,

= f®(At)ne-At dF/(t),
an'i Jo---~. (1)
and the probability generating function (pgf) by A i ( z ) ,
oo

A i ( z ) = y" a . , i z " .
n=O
The following relations from Kleinrock [7, p. 185] will be used later in this paper:
Z'i(1) =Pi, (2a)
A';(1) = p2 + Az~.z. (2b)
Finally, denote by p. the steady-state probability of queue length just after service completions, and the
pgf P ( z ) by
oo

P ( z ) = E Pn zn"
n=O

3. Queueing models with no vacations

For queueing models with no vacations we simply let SO= 0. The following balance equations for the
embedded Markov chain observed just after service completions are readily derived
Po = ao,xPo + ao.lPl, (3)
Pl ffi alAPo + a l . l P l + ao,2P2, (4)

Pn = anaPo + a n , l P l + an-l,2P2 + "'" +ao,n+lPn+l" (5)

Multiplying Eqs. (3)-(5) with appropriate powers of z and summing them up yields the relation
oo

P(z) =al(z)po + E (6)

n~l
The above equation holds for any general F~. Let F i = F c for i >/c. That is, the service times have an
identical distribution F c when the queue length reaches the limit ¢. Eq. (6) now becomes
c--1

[z -A (z)lv(z) = + E :[A.(z) (7)

nffil
 P.P. Wang~EuropeanJournalof OperationalResearch88 (1996)614-621 617

For the special case of c = 1, A l ( z ) = A t ( z ) = A ( z ) and the above equation reduces to the well-known
formula for the M / G / 1 queue,
[ z - A ( z)]P( z) = ( z - 1)A( z)p o.
For c > 1, P(z) involves c unknown parameters, Pn, n = 0, 1 . . . . . c - 1. One fact is that P(1) = 1, which
implies
c--1

1 - P c = (1 + p , - p c ) P o + E (P,,-Pc)P,,. (8)
n~l

In order to determine p,,, write P,,=/5,,Po, n 1, 2 . . . . . c 1, and let t6 be the vector

[/51,/52 . . . . ,/5c_1] r. Rearranging the terms in Eqs. (3)-(5) and writing them into a matrix form lead to
- - ^

-ao,l Pl ao, 1 - 1
1 - al, 1 -ao, 2 /32 alA
• = a2,1 (9)

-ac_2,1 -ac_3,2 -a0,c_ 1 L/sc- 1 ac-2,1

The terms an, i are given in Eq. (1). For many distribution functions such as phase-type distributions, a
closed form of a,, i exists. Since the matrix on the left-hand side is a lower triangular matrix, the vector 16
can be readily determined by performing the forward substitution procedure starting from/51- Once the
v e c t o r / ; is determined, the probability of empty state P0 is obtained from Eq. (8):
1 - Pc
Po = c-1 (10)
I+Pl-Pc+ E (P,,-Pc)/5,,
n=l

In addition, the mean queue length L can be derived by differentiating both sides of Eq. (7) twice and
evaluating at z = 1:

L-
2(1 - P c )
c--1

2P1+192--I 02+A2(tr2-Org) + E [(Pn-Pc)(2n+pn+Pc)+A2(tr2-°r))]Pn

4 n=l
2(1 - P c ) Po- (11)

H e r e we have used the results of Eq. (2).

4. Q u e u e i n g m o d e l s with v a c a t i o n s

For vacation models, the stochastic balance equations are slightly different from Eqs. (3)-(5)• If Pv(z)
denotes the pgf of the queue length one can follow exactly the same method above to determine Pv(z).
Alternatively, Pv(z) can be obtained by the decomposition principle [3] which gives
P~(z) = P ( z ) ( 1 - A 0 ( z ) ) / ( p 0 ( 1 - z)) (12)
where P(z) is the pgf of the queue length with no vacation determined in Eq. (6) and the second factor is
the pgf of the number of arrivals during the forward recurrence time of a vacation [2]• Once P(z) is
known, Po(z) can be easily determined. Thus, we will focus our attention on P(z).
618 P.P. Wang/EuropeanJournalof OperationalResearch88 (1996)614-621

5. Delayed M / M / c queueing models

In this section the service time S i is assumed to follow an exponential distribution with rate i/z for
1 ~< i ~< c and with rate c/~ for i >~ c.
From Eq. (1), we obtain
an,i --- Pn/(( 1 "]- Pi )'n+ lx)"
Recall Pi = A / ( i ~ ) = p/i. The corresponding pgf is
Ai(z ) = 1/(1 +p,(1 -z)).
The probability of empty state P0 and the m e a n queue length L are respectively
1 - Pc
P0 = c-1

1+p-pc+ E
n=l

and
I c-1 ]
pZ+ cZ+(cZ l ) p + E (cZ--nc+pcZ/n2--p)P, PPo
L= n=l
c(c -p)
For small values of c, expressions of P0 can be obtained explicitly. For example, when c = 1,
P0 = 1 - p, which agrees with the regular M / M / 1 queue. When c = 2,
po = (2 - p ) / ( 2 + p + p2).
While in the regular M / M / 2 queue P0 = ( 2 - p ) / ( 2 + p ) . For larger values of c, P0 and L are
determined numerically by solving the system equations (9). In Table l, P0 and L are listed and
compared with the corresponding regular M / M / c queue for various values of c and a constant service
r a t e / x = 1.2. Both P0 and L exhibit a difference between the delayed models and the regular ones.
To illustrate the effect of the service rate, the m e a n queue lengths L of a regular M / M / 4 queue and
the corresponding delayed M / M / 4 queue are plotted in Fig. 1 with p a r a m e t e r s A = 1 and various values
of service rate /z. Both curves asymptotically approach to constants as the service rate increases. As
expected, the m e a n queue length of the delayed M / M / c queue is always larger than that of the regular
model.

Table 1
Comparison of delayed and regular M/M/c queues
c P0 L
Delayed Regular Delayed Regular
1 0.1666 0.1666 5.0000 5.0000
2 0.3307 0.4117 1.5082 1.0084
3 0.3450 0.4221 1.4340 0.8555
4 0.3476 0.4343 1.4325 0.8362
5 0.3452 0.4345 1.4266 0.8336
6 0.3484 0.4345 1.4162 0.8333
7 0.3484 0.4345 1.4051 0.8333
8 0.3485 0.4345 1.3953 0.8333
9 0.3485 0.4345 1.3869 0.8333
10 0.3485 0.4345 1.3800 0.8333
 P.P. Wang/European Journal of Operational Research 88 (1996) 614-621 619

Queue l e n g t h

s~ruice ]L'a~

Fig. 1. Mean queue length L versus service rate/z. Top: delayed M / M / 4 , bottom: regular M / M / 4 .

In a regular M / M / o o model, customers do not wait at all. The waiting time is always zero. In the
delayed M / M / o o model, however, customers may have an additional waiting time because they have to
wait until a customer is completed. The additional waiting time can be analyzed as follows. A customer,
on entering the system and finding n customers m service, has to wait for an exponential time with mean
1/(nlz). Thus, the distribution of the additional waiting time W for the delayed M/M/oo model is given
by
Pr{ W = 01 = P0, (13)
and
oo

Pr{W>t} = ~ p , e -"~t, t>0. (14)

n=l
Using the definition of P ( z ) leads to
Pr{W> t} =P(e-~') -Po. (15)
The distribution of W thus has a discrete probability at the origin and has a continuous density function
in the range 0 < x < ~.
For smaller values of p, Pn can be approximated by that of the corresponding regular M / M / o o queue.
From Kleinrock [7, p. 408], the number of customers in the system of an M / M / ~ queue in steady-state
follows a Poisson distribution with mean p, i.e.,
pn - ( p " l n ! ) e -p.
Substituting p~ into Eq. (15) yields
oo p n
Pr{W> t} - ~ = l n .le -p e - ~ " t = e-P(e pe-~"- 1)

The mean waiting time is

EW= ~ ~ . l e -°
¢1)
n=l \ n/i,
620 P.P. Wang~European Journal of Operational Research 88 (1996) 614-621

k~It Ing tlne

.b

.45

.3

•15

seruice Pete

Fig. 2. A p p r o x i m a t e d (bottom) and exact (top) me a n waiting time of delayed M / M / o o queue.

In Fig. 2, the approximated and exact values of EW are plotted. It shows that the approximation curve is
always below the exact curve and approaches the exact value of EW when the service rate increases. The
exact values of EW in a delayed M / M / o o are calculated by
C
EW = ~ Pn
n=l n/z
where C is a sufficiently large number and pn are obtained by solving Eq. (9).

6. Summary

In many queueing systems, the server adjusts its service rates, or its service time distributions, only at
service completion times, not at the customer arriving times. This paper analyzed such delayed
state-dependent queueing systems. The underlying process is no longer a birth-death process. By using
the embedded Markov chain, the probability generating function of the steady-state queue length is
derived. Determination of the generating function requires solving a system of linear equations. Two
particular queueing models, M/Gi/1 queues and M/M/c queues, are discussed in detail. Numerical
examples are used to illustrate the difference between delayed models and regular ones.

Acknowledgement

The author is grateful to the anonymous reviewers for their valuable suggestions.

References

[1] Conolly, B., "The generalized state-dependent Erlangian queue: The busy period Erlangian", Journal of Applied Probability 11
(1974) 618-623•
[2] Doshi, B., "Queueing systems with vacations - A survey", QUESTA 1 (1986) 29-66.
 P.P. Wang/European Journal of Operational Research 88 (1996) 614-621 621

[3] Fuhrmann, S.W., Cooper, R.B., "Stochastic decompositions in the M / G / 1 queue with generalized vacations", Operations
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[4] Gray, W., Wang, P., and Scott, M., "An M / G / I - t y p e queueing model with service times depending on queue length", Applied
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[6] Harris, C., "Queues with state-dependent stochastic service rates". Operations Research 15 (1967) 117-130.
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