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

Author:

Liu Yang1

Affiliation:

1. Yunnan University

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.

Publisher

Trans Tech Publications, Ltd.

Reference10 articles.

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

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

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).

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).

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