Fuzzy Queueing System
Fuzzy Queueing System
The 9th International Conference on Electronic Business, Macau, November 30 - December 4, 2009
Analysis on Random Fuzzy Queueing Systems with Finite Capacity 1097
2 Fuzzy variables and random fuzzy vari- Remark 2 (Liu and Liu [12]) The credibility measure is
ables self-dual, i.e.,
Cr{A} + Cr{Ac } = 1.
In this section, we review some basic concepts and results
on fuzzy variables and random fuzzy variables, which are Example 2 Let ξ = (1, 2, 3) be a triangular fuzzy vari-
used throughout the paper. able. It is easy to obtain that Pos{ξ ≤ 2} = 1, Nec{ξ ≤
2} = 0, and Cr{ξ ≤ 2} = 0.5, while Pos{ξ > 2} = 1,
Definition 1 (Zadeh [18]) Let Θ be a nonempty set, P(Θ) Nec{ξ > 2} = 0, and Cr{ξ > 2} = 0.5.
the power set of Θ, and Pos a function from P(Θ) to the
set of real numbers. Then Pos is called a possibility mea- Proposition 1 (Liu [10]) Suppose that (Θi , P(Θi ), Posi )
sure if it satisfies the following three axioms: are possibility spaces, i = 1, 2, · · · , n. Let Θ = Θ1 ×
1) Pos{Θ} = 1; Θ2 × · · · × Θn and Pos = Pos1 ∧ Pos2 ∧ · · · ∧ Posn .
2) Pos{∅} Then the set function Pos is a possibility measure, and
S = 0;
3) Pos{ i Ai } = supi Pos{Ai }, for any set Ai in P(Θ). (Θ, P(Θ), Pos) is a possibility space. Furthermore,
Furthermore, the triplet (Θ, P(Θ), Pos) is called a possi- (Θ, P(Θ), Pos) is called the product possibility space.
bility space.
Definition 6 (Liu and Liu [12]) Let ξ be a fuzzy vari-
Definition 2 (Nahmias [14]) A fuzzy variable is defined able on the possibility space (Θ, P(Θ), Pos). Then the
as a function from the possibility space (Θ, P(Θ), Pos) to expected value E[ξ] is defined as
the set of real numbers. Z +∞ Z 0
E[ξ] = Cr{ξ ≥ r}dr − Cr{ξ ≤ r}dr (1)
Definition 3 Let ξ be a fuzzy variable on the possibility 0 −∞
space (Θ, P(Θ), Pos). Then its membership function is provided that at least one of the two integrals is finite. Es-
derived from the possibility measure by pecially, if ξ is a nonnegative fuzzy variable, then
Z +∞
µ(x) = Pos θ ∈ Θ ξ(θ) = x , x ∈ <.
E[ξ] = Cr{ξ ≥ r}dr. (2)
Example 1 Let ξ = (a, b, c) be a triangular fuzzy vari- 0
able with a < b < c. Then its membership function is Example 3 (Liu and Liu [12]) The triangular fuzzy vari-
able ξ = (a, b, c) has an expected value
x−a
, if a ≤ x ≤ b 1
b−a
E[ξ] = (a + 2b + c).
4
µ(x) = x−c
, if b < x ≤ c Definition 7 (Liu [8]) The credibility distribution Φ:
b−c
R → [0,1] of a fuzzy variable ξ is defined by
0, otherwise.
Φ(x) = Cr θ ∈ Θ ξ(θ) ≤ x .
Definition 4 (Zadeh [19]) Let (Θ, P(Θ), Pos) be a pos- That is, Φ(x) is the credibility that the fuzzy variable ξ
sibility space, and A a set in P(Θ). Then the necessity takes a value less than or equal to x.
measure of A is defined by
Definition 8 (Liu [8]) A random fuzzy variable is defined
Nec{A} = 1 − Pos{Ac }, as a function from the possibility space (Θ, P(Θ), Pos) to
the set F of random variables.
where Ac is the complementary set of A.
Example 4 In a queueing system, let ξ be the interarrival
Remark 1 (Liu and Liu [12]) It is obvious that neither
time of customer arrivals. Usually, the probability distri-
the possibility measure nor the necessity measure is self-
bution of ξ is assumed to be known completely except for
dual, i.e., the possibility (necessity) of a fuzzy event plus
the values of one or more parameters. For example, the in-
the possibility (necessity) of its opposite event is not equal
terarrival time ξ might be known as an exponentially dis-
to 1.
tributed random variable with an unknown mean λ, whose
Based on possibility measure and necessity measure, probability density function is
Liu and Liu [12] proposed the concept of credibility mea- (
λe−λx , if 0 ≤ x < +∞
sure. φ(x) =
0, otherwise.
Definition 5 (Liu and Liu [12]) Let (Θ, P(Θ), Pos) be a
possibility space, and A a set in P(Θ). Then the credibil- If λ is characterized as a fuzzy variable defined on the
ity measure of A is defined by possibility space (Θ, P(Θ), Pos), then ξ is just a random
fuzzy variable denoted by
1
Cr{A} = (Pos{A} + Nec{A}). ξ(λ(θ)) ∼ EX P(λ(θ)).
2
The 9th International Conference on Electronic Business, Macau, November 30 - December 4, 2009
1098 Yufu Ning, Ruiqing Zhao
Remark 3 (Liu [8]) Roughly speaking, if Θ consists of denote them. Such a case is very similar to the case of
one single element only, then the random fuzzy variable using a deterministic value instead of a random variable
degenerates to a random variable. If F is a collection in stochastic environments. Therefore, it is much more re-
of real numbers (rather than random variables), then the alistic that the arrival rate and service rate are charac-
random fuzzy variable degenerates to a fuzzy variable. terized as fuzzy variables when they can not be obtained
exactly.
3 Random fuzzy queueing systems with fi-
nite capacity 4 Analysis on random fuzzy queueing sys-
tems with finite capacity
Consider a stochastic queueing system with finite capac-
ity M/M/1/F CF S/K/∞, in which there is one server. There are many indices to measure the queueing system
Customers arrive at the single server as a Poisson pro- performance, such as system length, queue length, wait-
cess with an arrival rate λ, and all service times are in- ing time, etc. Without loss of generality, we take system
dependent and identically distributed exponential random length as the performance measure of queueing systems.
variables with service rate v. The queue discipline is first In stochastic environments, the expected value of system
come, first served (F CF S). There is a limit K placed on length of the queueing system M/M/1/F CF S/K/∞ is
the number allowed in the system at any time, and the size
λ KλK+1 − v(K + 1)λK + v K+1
of source population is infinite. L(λ, v) = , (3)
In statistics, the values of λ and v are estimated by the (λ − v)(λK+1 − v K+1 )
interval estimate or point estimate method. However, in where λ < v (see [5]).
many practical queueing systems, the data needed in these In the random fuzzy queueing system
methods can not be obtained. Therefore, it is very diffi- RF/RF/1/F CF S/K/∞, λ and v are character-
cult or impossible to obtain the exact values of λ and v. In ized as fuzzy variables on the possibility spaces
such a case, it is reasonable that λ and v are characterized (Θ1 , P(Θ1 ), Pos1 ) and (Θ2 , P(Θ2 ), Pos2 ), respec-
as fuzzy variables according to experts’ experiences. By tively. Therefore, L(λ, v) is a fuzzy variable defined
Definition 8, the interarrival times and service times are all on the product possibility space (Θ, P(Θ), Pos), where
random fuzzy variables. Such queueing systems are called Θ = Θ1 × Θ2 and Pos = Pos1 ∧ Pos2 . Apparently,
random fuzzy queueing systems with finite capacity, which L(λ, v) is a nonnegative fuzzy variable. By Definition 6,
is denoted by RF/RF/1/F CF S/K/∞, where RF de- the expected value of L(λ, v) can be written as
notes that interarrival times and service times are random
fuzzy variables. The following example explains the con- Z +∞
cept of random fuzzy queueing systems with finite capac- E[L(λ, v)] = Cr{L(λ, v) ≥ r}dr. (4)
ity. 0
1) Set k = 1.
Remark 5 If we ignore the fuzziness of the arrival rate
and service rate when they can not be obtained exactly, 2) Let xk = kKM , and µk = 0, where M is a sufficiently
it is reasonable for us to employ their expected values to large integer.
The 9th International Conference on Electronic Business, Macau, November 30 - December 4, 2009
Analysis on Random Fuzzy Queueing Systems with Finite Capacity 1099
Solve Eq. (5) by the dichotomy method, and calcu- 4) Uniformly generate r from [a, b]. Set e = e +
late the membership degree of the solution according Cr{L(λ, v) ≥ r}, where
to the membership function of v, written as v2 .
5) Set temp = v1 ∧ v2 . v) ≥ r}
Cr{L(λ,
1
= max pk L(λ(θk1 ), v(θk2 )) ≥ r
6) If µk < temp, then set µk = temp. 2 1≤k≤N
The 9th International Conference on Electronic Business, Macau, November 30 - December 4, 2009
1100 Yufu Ning, Ruiqing Zhao
The 9th International Conference on Electronic Business, Macau, November 30 - December 4, 2009
Analysis on Random Fuzzy Queueing Systems with Finite Capacity 1101
Figure 6: Variations of the Estimates of E[L(λ, v)] in Ex- that the system length was less than or equal to a prede-
ample 9 termined level. Finally, an example was given to illustrate
the effectiveness of the proposed techniques. The methods
After 5000 cycles, the estimate of Cr{L(λ, v) ≤ 50} can be easily employed to analyze the other performance
is 0.5001. The variations of the estimate with differ- measures such as waiting time, queue length, and so on.
ent numbers of cycles are shown in Figure 7, where the Similarly, the proposed methods can be employed to ana-
straight line represents the real value of the credibility lyze the other random fuzzy queueing systems.
measure Cr{L(λ, v) ≤ 50}, and the curve represents the
variations of the estimates obtained by the fuzzy simula- Acknowledgments
tion technique. It is easy to see that the estimates ap-
proach the real value when the number of cycles is larger This work was supported by the National Natural Science
than 2000. Foundation of China Grant No. 70571056 and China Post-
By using fuzzy simulation technique to estimate doctoral Science Foundation No. 20060400704.
Cr{L(λ, v) ≤ x}, where x ∈ (0, 100), the rough figure
of the credibility distribution function Φ(x) of the system
length L(λ, v) can be seen, which is depicted in Figure 8 References
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