Stochastics: An International Journal of Probability and Stochastics Processes,

Vol. 78, No. 1, February 2006, 111

A bulk quorum queueing system with a random setup time

under N-policy and with Bernoulli vacation schedule
LOTFI TADJ*, GAUTAM CHOUDHURY and CHAKIB TADJ{k
Department of Statistics and Operations Research, College of Science, King Saud University, P.O.
Box 2455, Riyadh 11451, Saudi Arabia
Mathematical Sciences Division, Institute of Advanced Study in Science and Technology, Paschim
Boragoan, Guwahati 781035, Assam, India
{Ecole de Technologie Superieure, Departement de Genie Electrique, 1100 Rue Notre-Dame Ouest,
Montreal, Que., Canada H3C 1K3

(Received 18 May 2005; in final form 31 August 2005)

This paper is concerned with the optimal management of a batch arrival, bulk service queueing system
with random set-up time under Bernoulli vacation schedule and N-policy. If the number of customers in
the system at a service completion is larger than some integer r, then the server starts processing a group
of r customers. If, on the other hand, it is smaller than r, then the server idles and waits for the line to grow
up to some other integer N, (N $ r). Using the embedded Markov chain and semi-regenerative
techniques, we obtain all the system characteristics required to build a linear cost structure. Then, we
implement a simple search procedure to determine the optimal thresholds levels r and N. An illustrative
example is presented.
Keywords: Bulk queue; Quorum; Set-up; Vacation; Bernoulli schedule; N-policy; Optimal management
AMS Subject Classification: Primary 60K10; 60K25; Secondary 90B22; 90B25

1. Introduction

The goal of this paper is to design an optimal management policy for a queueing system
presenting many characteristics: batch arrival, bulk service, random setup time following an
idle period, N-policy discipline and Bernoulli vacation schedule. In this system, customers
arrive to the queueing facility in groups of random size and are served in groups of a fixed
size. The server checks the queue at every service completion instant. Given two fixed
thresholds r and N, (N $ r), if more than r customers are in line, then the server picks a group
of r customers and processes them in a single batch. If less than r customers are in line, then
the server idles and waits for the queue to reach the value N. Once the level N is reached

*Corresponding author. Email: lotftadj@ksu.edu.sa

Email: choudhuryg@yahoo.com
k
Email: chakib.tadj@etsmtl.ca

Stochastics: An International Journal of Probability and Stochastics Processes

ISSN 1744-2508 print/ISSN 1744-2516 online q 2006 Taylor & Francis
http://www.tandf.co.uk/journals
DOI: 10.1080/17442500500397574
2 L. Tadj et al.

(or exceeded, because arrivals are in batches), then a group is picked and the r customers are
served altogether. After each service completion, the server may take a vacation with
probability p or remain in the system to provide next service, if any, with probability (1 2 p).
Also, the service of the first group of units at the completion of each busy period or a vacation
period is preceded by a random setup time. Using Kendalls notation, the model considered
here is an M X/G r/VS/1(BS)/SET under N-policy.
The optimal control of a similar queueing system was started by the authors in [5] where
an M/G r/VS/1(BS)/SET under N-policy was considered. In this paper, the results of [5] are
generalized to the case where the arrival process is no longer orderly Poisson but compound
Poisson. The literature on the optimal control of queueing systems is rich and varied. For a
survey, see Tadj and Choudhury [4]. See also [5] for a survey of queueing systems with
Bernoulli vacation schedule.
We analyze the model by the method of embedded Markov chain and semi-regenerative
techniques. We derive all the key elements required to build a prescriptive model for the
queueing system: system-size steady-state probabilities of the discrete and continuous time
parameter processes, along with some important system characteristics such as mean system
size, mean busy period, mean idle period and mean busy cycle.
The prescriptive model of this system consists in designing an optimal management
policy. We seek optimal values for the threshold levels r and N, i.e. the values that minimize
the systems expected cost per unit of time.
The model is described and analyzed in Section 2. Section 3 discusses the optimal
management problem and a numerical illustration is presented in Section 4. Concluding
remarks end the paper in Section 5.

2. Model description and steady-state results

The waiting room is unlimited. The service discipline is FIFO. The arrival process is
compound Poisson with rate l. Sizes of successive arriving batches are X0, X1,. . ., where
X0 i and X1, X2,. . . are iid random variables, distributed as az Ez X 1
. The first and
second moments, a E[X1] and a2 EX 21
, respectively, are assumed to be finite. The
process Sn X 0 X 1 . . . X n is a delayed renewal process.
The service time B of the nth batch of customers has a general distribution B(t) with
Laplace Stieltjes transform (LST) B * u Ee 2uB
, and finite first and second moments,
b E[B ] and b2 E[B 2], respectively. The set-up time S of a batch of customers has a
general distribution S(t) with LST S * u Ee 2uS
, and finite first and second moments,
s E[S ] and s2 E[S 2], respectively. The vacation time V of the server has a general
distribution V(t) with LST V * u Ee 2uV
, and finite first and second moments, v E[V ]
and v2 E[V 2], respectively. Note that the time G required by a batch of customers to
complete the service cycle has distribution G(t) B V with probability p and G(t) B
with probability q 1 2 p. It has LST G * u Ee 2uG
. Also, the time F required by the
first batch following an idle period is F S G with LST F * u Ee 2uF
.
For simplicity, we will use the following notation:

bz B * l 2 laz; sz S * l 2 laz; and nz V * l 2 laz:

 A bulk quorum queueing system 3

We also have
gz G * l 2 laz q pnz
bz and fz F * l 2 laz szgz:
The process of interest is the number Q(t) of customers in the system at time t. Let Tn
denote the nth service completion instant. Then, Qn Q(Tn ) is the embedded process and
represents the number of customers in the system at a service completion epoch.

2.1 The Process {Qn}

Let Vn denote the number of arrivals during the nth required service time and Wn denote the
number of arrivals during the nth set-up time. It can easily be seen that Ez V n
gz and
Ez W n
sz. Since
(
Sn 2 r V n1 W n1 ; Qn , r;
Qn1 2:1
Qn 2 r V n1 ; Qn $ r;

then, the process {Qn} is a homogeneous Markov chain. Here,

n min{k $ 0 : Sk $ N}; 2:2
is called the index of the first excess. If ti denotes the arrival epoch of group Xi, then, the
instant tn is the first passage time after Tn of the queueing process to reach or exceed level N,
while Sn is called the level of the first excess, and, (see Abolnikov and Dshalalow [1])
8 n o
az2ax
< z N DxN2i21 z2x12ax
; i , N;
Li
N z E i Sn
z
2:3
: z i; i $ N;

and the operator Dkx is defined by

1 k
Dkx lim ; k $ 0: 2:4
x!0 k! x k

Denote by pi the probability of i units in the system at a service completion epoch in the
steady-state (when it exists).

Theorem 2.1. The Markov chain {Qn} is ergodic if and only if

lab pv
r : , 1: 2:5
r
The probability generating function (pgf) P(z) of the stationary distribution P p0 ; p1 ; . . . is
given by
P

gz i,r Li i
N zsz 2 z pi
Pz ; 2:6
z r 2 gz
where Li
N z satisfies relation (2.3).

Proof. The transition probability matrix A of the Markov chain {Qn} is a Dr-matrix, a special case
of Dm,n-matrices introduced and studied by Abolnikov and Dukhovny [2]. Using Abolnikov and
4 L. Tadj et al.

Dukhovny [2] criterion, ergodicity of the Markov chain {Qn
} is guaranteed  provided
d=dzgzjz1 , r which yields condition (2.5). Now, let Ai z E z Qn1 jQn i be the pgf of
the ith row of A. Then, from equation (2.1), we have:
8
< z 2r Li
N zszgz; i , r;
Ai z 2:7
: z gz;
i2r
i $ r:
P1
Relation (2.6) follows from the fact that Pz i0 Ai zpi . A

Theorem 2.2. The r unknown probabilities p0 ; . . .; pr21 in relation (2.6) form the unique
solution of the following system of r linear equations:
8 P k
i 
d
>
> L zsz 2 z i zzs pi 0; k 0; 1; . . .; ks 2 1; s 1; 2; . . .; S;
< i,r dz k N
P 2:8
>
> {las E i Sn
2 i}pi r 2 rr;
: i,r

where zs are the roots of z r 2 g(z) 0 in the region B0;

1\{1} with their multiplicities ks
PS
such that s1 ks r 2 1.

Proof. Rewrite expression (2.6) as

P P
i i

Pz 2 i,r pi z i i,r LN zsz 2 z pi
:
zr z r 2 gz
The left side of this expression is analytic in the open disc B(0,1) and continuous on its
boundary B(0,1) and therefore so is the right side. Since the denominator of the right side
has exactly r 2 1 roots (counting their multiplicities) that belong to the closed unit ball
B0; 1n{1} (see Abolnikov and Dukhovny [2]), therefore the numerator of the right-hand
side must have exactly r 2 1 zeros in B0; 1n{1}. This yields a system of r 2 1 equations in
r unknowns. One more equation is derived from the identity P(1) 1. A
Some equilibrium system characteristics can be derived now. Let bi ET n1 2 T n jQn i

be the expected length of the service cycle, i.e. the interval of time between two consecutive
service completions, given that the initial queue length is i and let b b0 ; b1 ; . . .. Also, let
I laPb. The values Pb and I are, respectively, known as the mean service cycle and the
intensity of the system.

Corollary 2.1. The mean service cycle, the system intensity and the expected number of
customers in the system at a service completion epoch Ld are given by
XE i Sn
2 i 
Pb s pi b pv; 2:9
i,r
al

I r; 2:10

N 00 1 2 D00 1
Ld ; 2:11
2D 0 1
 A bulk quorum queueing system 5

where

N 00 1 2rrr 2 rr
X 
la2 2 as l 2 a 2 s2 2las 2 1E i Sn
E i S2n
2 ii 2 1 pi ;
i,r
00
 
D 1 rr 2 1 2 la2 2 ab pv l 2 a 2 b2 2pbv pv2 ;
D0 1 r 2 rr:

Note the conservation law that the intensity of the system I equals the server capacity r.
Note also that in case the input process is orderly instead of compound Poisson, then
Li N
N z z and formula (2.6) is consistent with formula (3.5) of Tadj et al. [5].

2.2 The Process {Qt}

The process {Q(t)} is a semi-regenerative process with state space N relative to the sequence
{Tn} of stopping times. The corresponding embedded Markov renewal process {Qn,Tn} is
irreducible, aperiodic and recurrent positive if r , 1. Denote the steady-state probability
(when it exists) of state i by

pi lim P{Qt i}: 2:12

t!1

P1 i
Theorem 2.3. The pgf pz i0 pi z is given by

a 1 2 zr
pz Pz: 2:13
r 1 2 az

Proof. We first compute the entries of the semi-regenerative kernel Kt K ij t; i; j [ N

of {Qn,Tn}, where K ij t P i {Qt j; T 1 . t}; i; j [ N. We find
8
> dj2i t; i , r; j , N;
>
>
>
> P j2i t
< sr2i 0 Fi s i; t 2 udj2i2s u1 2 Fu
du; i , r; j $ N;
K ij t 2:14
>
> dj2i t1 2 Gt
; r # i # j;
>
>
>
: 0; otherwise;

where dn(u) is the probability that n customers arrive during the interval [0,u], and
Fi m; t P i {Sn m; tn , t}. We then evaluate the elements of the semi-integrated kernel
1
H hij ; i; j [ N 0 Kt dt and the vector hz hi z; i [ N where hi(z) is the
generating function of the ith row of matrix H and is found to satisfy
8 h i i i
> z 2LN zfz
< l1 12az ; i , r;
hi z 2:15
> i
: zl 12 gz
i $ r:
12az ;
6 L. Tadj et al.

Applying the main convergence theorem for semi-regenerative processes in the form
pz Phz=Pb, we have:
X X
lPb1 2 az
pz hi zpi hi zpi
i,r i$r
X

gz z i
2 Li
N zsz pi 1 2 gz
Pz:
i,r

Finally, using equation (2.10) and equation (2.6)

r
1 2 az
pz gz 2 z r
Pz 1 2 gz
Pz 1 2 z r Pz
a
which yields relation (2.13). A
We derive now some equilibrium system characteristics.

Corollary 2.2. The mean idle period I, the mean busy period B, the mean busy cycle C and
the mean number of customers in the system at an arbitrary instant of time Lc are given by
1 r 2 rr
I P ; 2:16
la i,r pi
P
1 2 i,r pi
B P I; 2:17
i,r pi

C I B; 2:18
Ld ra 2 a2
Lc : 2:19
a 2a 2

Remark 2.1. The result obtained in this section is quite general and covers many situations.
For example, if there is no setup time in the system, then s(z) z and formula (2.6) yields
P

gz i,r Li i
N z 2 z pi
Pz ; 2:20
z r 2 gz
which is the pgf of the steady-state system size distribution at a service completion epoch of
an M X/G r/VS/1(BS) under N-policy. Note that for p 0 (i.e. there is no Bernoulli schedule
in the system) our formula (2.20) is consistent with formula (6) of Tadj and Ke [6]. Also, in
case the input process is orderly instead of compound Poisson, then a(z) z and formula
(2.13) is consistent with formula (4.5) of Tadj et al. [5].

3. Optimal policy

The aim of this section is to design an optimal management policy for this queueing system.
We want to determine the best values that the decision maker would implement in order to
minimize the total expected cost per unit of time. Let

. ch: holding cost per unit time for each customer present in the system;
. co: cost per unit time for keeping the server on and in operation;
 A bulk quorum queueing system 7

. cs: setup cost per busy cycle;

. ca: startup cost per unit time for the preparatory work of the server before starting the
service.

Then, the expected cost per unit of time is given by

B 1 I
TCr; N ch Lc co cs ca : 3:21
C C C
Let
N * r min{N $ 1jTCr; N 1 2 TCr; N . 0}; 3:22
then, the following procedure (see [5]) can be used to determine the optimal values (r ,N *):*

Algorithm 3.1.

Step 1. Set r 1. Determine N *(r) using equation (3.22) and compute TC(r,N *(r)) using
equation (3.21).
Step 2. Compute N *(r 1) using equation (3.22) and TC(r 1, N *(r 1)) using
equation (3.21).
Step 3. If TCr 1; N * r 1 . TCr; N * r, STOP. The optimal values are
r * ; N * r; N * r. Otherwise, set r r 1, GOTO Step 2.

4. Numerical results

We now illustrate the above solution procedure. Assume the arrival batch size has a geometric
distribution with parameter a. Then az az=1 2 1 2 az. Also, a 1=a,
a2 2 2 a=a 2 , and for i , r, it can be shown that Li N
N z az =1 2 1 2 az. Assume
that set-up, service and vacation times all follow the exponential distribution. In this case,
b2 2b 2 ; v2 2v 2 ; and s2 2s 2 :
Also,
1 2 qz 1 2 qz 1 2 qz
sz ; bz ; nz ;
1 2 qz ls1 2 z 1 2 qz lb1 2 z 1 2 qz lv1 2 z
so that
1 2 bz lvq1 2 z
1 2 bz
gz :
1 2 bz lv1 2 z
1 2 bz lb1 2 z

It is well known, see for example Chaudhry and Templeton [3], that the characteristic
equation z r 2 gz 0 has r 2 1 simple roots zs ; s 1; . . .; r 2 1 that belong to the unit ball
B0; 1 in C. The system of equations (2.8) becomes:
8 Ph i
> az N i
> 2 z pi 0; s 1; . . .; r 2 1;
< i,r 12bzls12z zzs
P 
> b
: i,r las N a 2 i pi r 2 rr:
>
8 L. Tadj et al.

From equation (2.13), the unknown probabilities p0 ; . . .; pr21 can be computed as follows:

" #
1 X
i21
pi a pj pi ; i 0; . . .; r 2 1;
ar j0

P
with 21 j0 pj 0. Algorithm 3.1 can now be implemented. We took the following system
parameters: l 1, b 0.35, v 0.1, s 0.1, p 0.5 and a 0.5. The cost parameters were
set at ch 5, co 100, cs 1000, ca 100. The expected cost TC(r,N) is shown in figure 1.
The minimum cost per unit time is 133.2675 and it is achieved at r * 2 and N * 16.
A numerical illustration on the sensitivity analysis on the optimum joint thresholds r * and
N and on the minimum total expected cost per unit of time TC(r *,N *) based on changes in
*

specific values of the system parameters is conducted as follows:

1. First, keeping the same base values chosen earlier for the parameters, the arrival rate is
decreased, see table 1. Also, the optimal r, N and TC(r,N) values in the case where the
arrival process is orderly instead of being bulk are recorded for comparison. We note the
decrease in the optimal threshold values and in the total expected cost.
2. Next, we changed the value of the probability that the server goes on vacation at a service
completion, see table 2. We note that p has almost no effect on the optimal expected cost.
3. Next, we increased the parameter of the geometric distribution, which is equivalent to
decreasing the mean size of arriving batches, see table 3. Again the resulting effect is
negligent on the minimum expected cost even though the optimal N value is greatly
affected.
4. Finally, we investigated the effect of the unit costs on the optimal policy, see tables 4 7.
Also, a comparison is made with the case of single arrivals. We note the increase in the
total cost as any of the unit costs increases. Also, N * increases as cs increases or ch
decreases.

Figure 1. Total expected cost per unit of time.

 A bulk quorum queueing system 9

Table 1. Sensitivity to arrival rate l.

Single arrivals Geometric arrivals

l r* N* Total cost r* N* Total cost

1 1 8 130.1372 2 16 133.2675
0.5 1 7 124.4181 1 11 123.0806
0.1 1 4 113.7090 1 7 112.7506

Table 2. Sensitivity to vacation probability p.

Geometric arrivals

P r* N* Total cost
1 2 16 133.1370
0.5 2 16 133.2675
0.1 1 11 132.0596

Table 3. Sensitivity to geometric parameter a.

Geometric arrivals

a r* N* Total cost
0.4 2 18 132.3583
0.5 2 16 133.2675
0.6 1 10 130.4761
0.7 1 9 129.6280
0.8 1 9 129.5614
0.9 1 8 129.8196

Table 4. Sensitivity to holding cost ch.

Single arrivals Geometric arrivals

ch r* N* Total cost r* N* Total cost

1 1 13 110.1922 1 17 110.1014
5 1 8 130.1372 2 16 133.2675
10 1 6 148.1315 2 13 153.6530
100 1 3 333.3758 2 6 374.1909
1000 1 1 1337.5344 3 3 1683.5154

Table 5. Sensitivity to operating cost co.

Single arrivals Geometric arrivals

co r* N* Total cost r* N* Total cost

1 1 9 38.2615 1 11 40.6413
50 1 8 130.1372 2 17 87.4762
100 1 8 130.1372 2 16 133.2675
200 1 7 221.9488 2 14 223.8429
400 3 6 1337.5344 7 14 359.9420
10 L. Tadj et al.

Table 6. Sensitivity to busy cycle setup cost cs.

Single arrivals Geometric arrivals

ca r* N* Total cost r* N* Total cost

1 1 7 122.0333 2 14 123.9434
50 1 7 126.1741 2 15 128.7225
100 1 8 130.1372 2 16 133.2675
200 1 9 137.3275 1 11 139.6741
400 1 11 149.5691 1 13 145.9006

Table 7. Sensitivity to server startup cost ca.

Single arrivals Geometric arrivals

cs r* N* Total cost r* N* Total cost

1 1 1 104.2042 1 1 106.2957
100 1 4 114.5947 2 7 116.6682
1000 1 8 130.1372 2 14 133.2675
3000 1 11 143.0923 1 15 145.0987
5000 1 13 150.9608 1 17 150.5072
10000 1 17 163.9935 1 22 159.5055

5. Concluding remarks

In this paper, we have studied an M X/G r/VS/1(BS)/SET queue under N-policy. Our
investigations include the steady-state behavior of both discrete time parameter and continuous
time parameter processes, along with some system characteristics. This covers many situations,
see Remark 2.1. Moreover, an attempt has been made to develop a simple procedure to determine
the joint optimal values of (r,N) under a suitable linear cost structure. To obtain these optimal
values, one has to verify the convexity or unimodality of the expected cost function underlying
the cost structure, which is difficult to prove theoretically. Although, the convexity or
unimodality of the expected cost function is not proved theoretically in this study, however, we
present a finite and quick search for the optimal joint thresholds. We also performed a sensitivity
analysis of the optimal values (r *,N *) to specific values of system parameters and cost elements.
A practical generalization of the above system would also be possible by introducing the
notion of a grand vacation process along with its prescriptive use of hysteretic control policy.
Various scenarios have been discussed in [4] only for bulk arrival queueing systems but
without using batch service rule. A clever solution to these types of problems could lead to a
significant enhancement over the proposed models.

References

[1] Abolnikov, L. and Dshalalow, J.H., 1991, A first passage problem and its applications to the analysis of a class of
stochastic models, Journal of Applied Mathematics and Stochastic Analysis, 5, 8398.
[2] Abolnikov, L. and Dukhovny, A., 1991, Markov chains with transition delta-matrix: ergodicity conditions,
invariant probability measures and applications, Journal of Applied Mathematics and Stochastic Analysis, 4(4),
335355.
 A bulk quorum queueing system 11

[3] Chaudhry, M.L. and Templeton, J.G.C., 1983, A First Course in Bulk Queues (New York: Wiley).
[4] Tadj, L. and Choudhury, G., Optimal design and control of queues, TOP (to appear).
[5] Tadj, L., Choudhury, G. and Tadj, C., A quorum queueing system with a random setup time under N-policy and
with Bernoulli vacation schedule, Quality Technology and Quantitative Management (to appear).
[6] Tadj, L. and Ke, J.-C., 2005, Control policy of a hysteretic bulk queueing system. Mathematical and Computer
Modelling, 41, 571 579.