1. Introduction
Traditional queueing models, such as the and systems, assume that servers alternate between active and idle states based on customer arrivals. However, in many contemporary applications—particularly those involving real-time processing, automated systems, or high-demand services—servers must operate continuously without interruption. For instance, in cloud computing environments, virtual machines are required to handle both real-time user requests (offline customers) and background tasks (online customers) without downtime. Similarly, in organ transplant networks, the availability of donors (offline arrivals) must be matched with an ever-present waiting list (online queue) to ensure efficient allocation. To address such scenarios, we examine a continuous-service, single-server Markovian queue that incorporates two distinct types of customers. Thay are
Offline Customers: Arrive according to a Poisson process and join a queue.
Online Customers: Represent an infinite preexisting queue, ensuring the server always has tasks to process.
A key feature of this model is that the server never idles. Offline arrivals do not interrupt ongoing service but are given priority after each service completion. If offline customers are present, the server attends to them first; otherwise, it continues processing online tasks. This mechanism ensures uninterrupted operation, making the model particularly suitable for systems where service delays or idle time are undesirable or costly.
Analyzing such a queueing system requires advanced mathematical techniques to capture both transient and steady-state behaviors. Since the service times for both offline and online customers follow an exponential distribution, the system lends itself to solutions using generating functions and Modified Bessel functions. These tools enable the derivation of transient-state probabilities and allow us to explore how the system evolves over time before reaching equilibrium.
The Modified Bessel function, in particular, provides a robust framework for analyzing systems characterized by infinite queues and priority-based service disciplines. Its utility in solving differential-difference equations arising in queueing theory makes it an ideal tool for the analysis of the proposed model. By employing these mathematical techniques, we derive key performance metrics, including the expected number of tasks in the system, the average waiting time for offline and online customers, and the probability of system saturation under varying arrival rates.
There are some gaps in Existing Queueing Models, such as
Assumption of Server Idleness: Classical queueing models assume that servers remain idle when no customers are present. However, in practical applications such as cloud computing, automated manufacturing, and healthcare systems, servers (or service resources) must operate continuously to avoid costly downtime or delays.
Single Customer Source: Most queueing models consider only a single type of customer arrival stream, thereby overlooking scenarios where two distinct customer populations (e.g., real-time requests versus background tasks) simultaneously compete for service.
Lack of Priority-Based Continuous Service: While priority queues have been extensively studied, they often involve preemptive mechanisms, where higher-priority tasks interrupt ongoing service. In contrast, many real-world systems—such as organ transplant networks and automated production lines—require non-preemptive priority handling to ensure operational stability and fairness.
To address the above limitations, this study introduces a novel single-server Markovian queueing model characterized by the following features:
Continuous Service Operation: The server never idles, ensuring uninterrupted task processing. This feature is essential for applications such as real-time cloud computing, automated logistics, and emergency healthcare systems.
Dual Customer Sources:
- ○
Offline Customers: Arrive according to a Poisson process (rate λ) and receive non-preemptive priority upon each service completion.
- ○
Online Customers: Represent an infinite preexisting queue, guaranteeing that the server always has tasks to process, even during periods of low offline demand.
Priority-Based Non-Preemptive Scheduling: Offline customers do not interrupt ongoing service but are served before online tasks once the current service is completed. This mechanism maintains fairness while ensuring system efficiency and operational continuity.
Advanced Analytical Framework:
- ○
Transient and Steady-State Analysis: Employs generating functions, Laplace transforms, and Modified Bessel functions to derive exact closed-form solutions for system size probabilities.
- ○
Performance Metrics: Computes average waiting times, queue lengths, and saturation probabilities for both customer types under varying arrival conditions.
Real-World Motivations and Applications:
This model is rigorously grounded in the challenges of the following contemporary systems:
Theoretical and Practical Significance
Bridging a Critical Gap in Queueing Theory:
- ○
Extends classical models by incorporating both dual customer sources and continuous service mechanisms.
- ○
Provides exact analytical solutions for both transient and steady-state behaviors, offering a more rigorous alternative to simulation-based methods.
Actionable Insights for System Designers:
- ○
Informs the development of service policies (e.g., optimal prioritization strategies).
- ○
Enables cost–benefit analyses for resource allocation in high-demand environments.
Validation Through Numerical Experiments:
- ○
Demonstrates the model’s scalability and real-world applicability through graphical representations of system dynamics.
The remainder of this paper is structured as follows:
Section 2 presents a literature review, summarizing prior research on priority queues, continuous-service models, and their applications in modern industries.
Section 3 discusses practical implementations of the proposed model, with a focus on use cases such as the lost and found service desk in airports.
Section 4 provides the detailed mathematical formulation and modeling of the proposed queueing system.
Section 5 and
Section 6 develop the analytical solutions for transient and steady-state system size probabilities, respectively.
Section 7 evaluates key performance metrics, including the mean queue length and waiting times.
Section 8 presents a cost analysis aimed at identifying optimal service policies.
Section 9 offers numerical results that illustrate transient behaviors and validate the theoretical findings.
Section 10 concludes the paper with a summary of its key contributions and outlines directions for future research.
2. Literature Review
Queueing theory has been widely applied to optimize healthcare systems and improve patient access. The researchers Green [
1] and Worthington [
2] employed queueing models to analyze hospital waiting lists and healthcare service delivery. A notable application in organ transplantation is explored by Boxma et al. [
3]. Zenios et al. [
4] developed an innovative kidney allocation approach using dynamic index policies. Their methodology employed dynamic programming techniques to simultaneously achieve two key objectives: improving quality-adjusted life expectancy for recipients and decreasing average waiting times for transplants.
Waiting line problems have also been extensively studied in the context of manufacturing systems, with specific methodologies detailed in [
5,
6]. Cheng [
7], along with the authors in [
8,
9], investigated the role of queueing theory in the sharing economy.
Several studies have analyzed single-server systems that serve two classes of customers. Gelenbe [
10] introduced innovative models, including queueing networks with both positive and negative customers, which effectively represent dynamic behaviors observed in real-world systems. Parthasarathy [
11] examined a single-server queue serving two customer types (Type I and Type II) under a gated service discipline. In another study, Choudhury and Deka [
12] explored a single-server queue with two service phases, incorporating server interruptions and probabilistic vacation periods.
Previous research on priority queueing systems, including the work by Jaiswal [
13], has extensively examined both single-server and multi-server configurations with multiple priority classes. These studies have investigated various service disciplines, encompassing both preemptive and non-preemptive priority schemes. A common characteristic of these models is their treatment of service time distributions, where all customer classes are typically assumed to follow the same probability distribution, although potentially with varying service rates. Klimenok et al. [
14] studied a single-server queue with limited capacity, receiving two customer types through a batch-based Markov arrival process. Kim and Kim [
15] analyzed a retrial queueing system involving two distinct customer categories: Type-2 customers entered a retrial orbit during busy periods, while Type-1 customers formed an unbounded queue.
In [
16], Opher Baron et al. studied queue redirection strategies in a single-server network serving two customer types with varying service time requirements. Tikhonenko [
17] analyzed an
queue with two customer classes—external and internal. Hanukov [
18] proposed a combined queueing-inventory model serving two categories: skeptical and trusting customers. For the latter group, the service process was divided into two phases: an initial opening service followed by a complementary one.
Linhong Li et al. [
19] explored optimization techniques for systems serving two customer categories, applying service decomposition under constrained inventory conditions. Yitong Zhang et al. [
20] investigated individual equilibrium decisions and socially optimal strategies in a fluid queueing system with two parallel customer types, factoring in alternating normal and partial failure states in the service buffer.
Queueing theory also finds applications in multimedia and telecommunication systems. Parthasarathy et al. [
21] examined a specialized queueing model for multimedia synchronization involving two media streams. The model processed packets in pairs (one from each stream) and used continued fraction techniques to derive performance metrics. In [
22], Sudhesh et al. studied Denial-of-Service (DoS) scenarios in IEEE 802.16 networks, incorporating system disasters into their transient probability analysis.
Latouche [
23] analyzed bilateral matching queues with paired inputs using matrix geometric methods. Transient analysis in queueing theory is mathematically more complex than steady-state analysis. In Markovian systems, studying transient behavior often involves addressing added complexities such as queue discipline variations, server repair processes, and other dynamic factors. For example, Sudhesh et al. [
24] performed a transient analysis of a Geo/Geo/1 queueing system under catastrophic event scenarios.
3. Motivating Example
This study investigates a continuous-service Markovian queueing system featuring a single server, where both inter-arrival times and service durations follow exponential probability distributions. Under these conditions, the server operates continuously without interruption. The system accommodates two distinct types of customers: offline and online. It is assumed that an infinite number of online customers already exist in the system, while offline customers arrive according to a Poisson process.
Offline customers must wait in the queue, as they cannot bypass those (either offline or online) already waiting for service. However, priority is given to offline customers over online customers. Consequently, the server always prioritizes offline customers when at least one is present in the queue. After completing the service for one offline customer, the server immediately begins servicing the next offline customer, if any are waiting. Online customers are served only when no offline customers are in the queue. Due to the infinite backlog of online customers and the server’s uninterrupted operation, online service occurs only in the absence of offline arrivals.
This single-server Markovian queueing model with dual customer sources can be effectively mapped to a real-world scenario—specifically, the lost and found (LF) service desk at an airport:
Server and Service Mechanism: The single server represents the LF desk agent. Service times (exponentially distributed with rate μ) correspond to the time taken to process a lost item claim or inquiry. The service discipline ensures that walk-in passengers (offline customers) are always prioritized over online inquiries (online customers).
Customer Arrivals:
- ○
Offline (Regular) Customers: Passengers who physically arrive at the LF desk, modeled as a Poisson arrival process with rate λ.
- ○
Online Customers: Emails or digital queries submitted via the airport’s lost property portal, assumed to have an infinite backlog.
Priority-Based, Non-Preemptive Service Policy: The desk always serves walk-in passengers first, one at a time. Online queries are addressed only when there are no walk-in customers. A new walk-in arrival does not interrupt an ongoing service for an online query, ensuring a non-preemptive service structure.
System States (X(t)) and their Meaning in the LF Context:
Positive States (k > 0):
k = 1: One walk-in passenger is being served, with none waiting.
k = 2: One walk-in passenger is being served, with one more waiting.
Negative States (k < 0):
k = −1: One walk-in passenger is waiting while an online query is being processed.
k = −2: Two walk-in passengers are in the queue during the service of an online query.
k = 0: No walk-in customers; the desk is currently handling an online query.
Key Implications for Airport Lost and Found Operations
Prioritization Efficiency: Ensures in-person passengers receive immediate attention, improving customer satisfaction.
Online Query Backlog: With an infinite number of online submissions, the desk alternates between walk-in and online modes without experiencing idle time.
Non-Preemption: Prevents interruptions in ongoing online query processing upon the arrival of walk-in customers, promoting fairness and operational consistency.
State-Dependent Dynamics: Queue lengths and service transitions reflect real-world behavior at LF desks, offering practical insights for optimizing service operations.
This Markovian model effectively captures the dual-channel service dynamics of an airport lost and found desk, where walk-in claimants are given priority over digital requests, while ensuring continuous utilization of the service agent. The state transitions provide a robust framework for analyzing queue lengths, waiting times, and optimal resource allocation in such hybrid service environments.
Assuming exponentially distributed service times for both offline and online customers, we utilize generating functions and Modified Bessel functions to compute transient queue-length probabilities in this single-server, dual-source system. Furthermore, the Laplace transform method is employed to derive steady-state queue-length probabilities. These analytical results are validated against established studies, notably the work of Song Chew [
25]. Computational illustrations further demonstrate the evolution of queue-length probabilities in both transient and steady-state regimes for both customer types. Additionally, key performance metrics are explored to offer deeper insights into the system’s operational dynamics.
4. Model Description
This study examines a single-server Markovian queueing system characterized by continuous service and an unbounded customer population originating from two independent sources: offline and online arrivals. Offline (regular) customers arrive according to a Poisson process with the rate λ, and the system assumes an infinite number of online customers are always present. All service times are exponentially distributed with the rate μ.
A key characteristic of the model is that the server always gives precedence to offline customers, serving them in the order of arrival. Online customer service is initiated only when no offline customers remain in the system. Once the server begins serving an online customer, the service continues uninterrupted, even if new offline customers arrive. This non-preemptive service discipline ensures that ongoing services are not disrupted.
Let represent the number of offline customers (clients) in the system at any time t.
Define , () as the probability of having n offline customers at time t. The system is in a positive state when offline customers are being served, and in a non-positive state when the server is attending to online customers. Specifically, let k represent the total number of offline clients currently in the system.
indicates that no offline customers are present, and an online customer is being served.
indicates that there is one offline customer in the system (being served, with no queue).
denotes two offline customers (one in service, one waiting).
In general, means there are j offline customers, with one being served and () in the queue.
For non-positive states:
indicates that one offline customer is waiting while an online customer is being served.
indicates that two offline customers are waiting in the queue during the service of an online customer.
More generally, indicates j offline customers are queuing while the server is engaged with an online customer.
This formulation allows the model to account for all possible system states while maintaining continuous operation and respecting the offline priority policy.
Figure 1 illustrates the state transition diagram of the proposed queueing model, highlighting the system’s evolution through various positive and non-positive states.
The matrix
corresponds to the transition probabilities of the Markov chain. The (
)-component
is defined as
Then,
satisfies the forward Chapman Kolmogorov equations for OFFLINE customers,
and for ONLINE customers, we have
Probabilities for transient system size in the continuous-service queue appear in the following section.
5. Time-Dependent Probabilities
This section employs generating functions and Laplace transforms to obtain closed-form solutions for the time-dependent (transient state) system size probabilities of both online and offline customers.
Let us assume that initially the system is idle, i.e., .
From Equation (5), by applying Laplace Transforms, we have
where
On inversion, we obtain, for
The Laplace transform of (
1) yields
Let and be the generating functions under the initial condition
From Equations (5) and (7),
By integrating the equation above, we obtain
One can assume that if
and
then
where
stands for the Modified Bessel function of the first kind, a widely established mathematical function.
Evaluation of ,
Equating the coefficients of
on both sides of Equation (
11), we obtain, for
The above equation remains valid for
when the left side is set to zero, and using the property
, for
From (
13) and (
14), for
where
. Now, let us consider, from (
15),
For n = 1,
where
Similarly,
Hence, for
, Equation (
15), reduces as
Through Laplace Transforms on Equation (
15), we obtain
After some calculations and inversion, we obtain
in a compact form for
as follows:
For
, Equation (19) becomes
The Laplace transform of the above equation yields
After further calculation, we obtain
where
.
Hence, all transient probabilities , are computed in terms of , and according to the normalization principle, , in principle, one can obtain the probability , thereby enabling the explicit determination of all system size probabilities.
6. Steady-State Probabilities
This section derives explicit expressions for the steady-state system size probabilities of the proposed model through Laplace transform techniques.
Applications of the Tauberian theorem for Laplace transforms in Equation (
18) yield
This is valid for .
For
, the equation reduces to
Similarly, when
, we obtain
In general, for
Using the normalization principle, we obtain
Using Equations (
8) and (
23), and after some calculations and as a limiting case, we obtain
By substituting the value of
in (
8) and (
23), we obtain the steady-state system size probabilities for
as follows:
and
Thus, we find that all the system size probabilities in steady state for online and offline customers are as follows:
Another Method to Find Steady-State Probabilities
The left-hand sides of Equations (
1)–(7) can also be adjusted to zero in order to obtain the probability of a time-independent system size for the provided model.
In general, for
From the above equations, we obtain, for
Similarly, from Equations (
6) and (7), we obtain, for
After some simplifications, the above equations provide the following result for
:
Again, employing some mathematical calculations, we obtain, for
By adding all the above equations, we obtain
From Equation (
24), we obtain
Using the normalization principle, we obtain
By substituting the value of
into Equations (
25) and (
27), we obtain the time-independent system size probabilities for
as
These results coincide with those derived from transient system size probabilities using the Laplace transform, as well as with the established findings in the literature.
7. Performance Measures
This section focuses on deriving key performance measures of the proposed queueing system, including the mean of time-dependent and time-independent system size probabilities, the energy-saving factor, and system throughput under steady-state conditions.
7.1. Mean System Size in Transient State
In this subsection, we establish a formula to compute the expected number of customers in the system at any given time
t. Initially, the system is assumed to be empty. Let
denote the expected system size at time
t. This measure captures the dynamic behavior of the queue before it reaches equilibrium and provides insights into the system’s responsiveness during transient phases.
and from the Equations (2)–(5) and (7)
Here, indicates the instantaneous rate of change of over time t.
After resolving the previous equation and performing more basic algebraic computations, we obtain
where
and
are given in (
9) and (
19).
By implementing the Laplace Transform, the average number of clients in the system is
7.2. Expected Steady-State System Size
Under steady-state conditions, let
denote the average number of customers in the system considering both offline and online modes. Then,
Applying Little’s Law enables the derivation of additional performance measures as
7.3. Energy-Saving Factor
We can now calculate the energy-saving factor
, which is the proportion of idle time spent by the system
7.4. System Throughput in a Transient State
Let
describe the system’s throughput or processing rate at time
t, with its definition given as
where
and
are determined using Equations (
9) and (
19), respectively.
7.5. Throughput of the System in a Steady State
This section evaluates the system throughput U, which represents the rate at which customers are served during periods when the system is not empty. Throughput is calculated based on the service rate μ and reflects the average number of customer requests processed per unit time. Alternatively, it can be interpreted as the mean number of requests successfully handled by the server within a given time interval under steady-state conditions.
The proportion of customers served is expressed as
7.6. Remark
The probability that the server is busy .
The probability that the server is busy, given that the server is active .
8. Cost Analysis
This section presents an economic evaluation of the proposed system, defining both Total Expected Revenue (TER) and Total Expected Cost (TEC) as follows:
where
Cost per unit time for the server serving offline clients.
Cost per unit time for the server serving online clients.
Cost per customer served with rate μ.
Carrying Cost.
Let R denote the revenue earned by assisting a client (both online and offline modes); then, the Total Expected Revenue (TER) is given by
Case 1:
Case 2:
Case 3:
Case 4:
Case 5:
Table 1 presents the optimal service rate μ and corresponding Total Expected Cost (TEC). The data shows that both μ and TEC grow with increasing arrival rate λ, independent of cost parameters. This demonstrates a clear relationship between λ and system performance metrics.
Table 2 and
Table 3 reveal how μ and λ influence TEC and Total Expected Revenue (TER). Higher service rates reduce both TEC and TER by decreasing the average system occupancy
, while increased arrival rates elevate them due to higher
values.
9. Numerical Illustrations
This section presents a numerical analysis of the proposed queueing model. The parameters are assigned the following values: λ = 0.5, μ = 0.9.
Figure 2 and
Figure 3 display the graphs of
and
, respectively. It is assumed that
= 1; hence, the probability curve for
starts at 1, gradually decreases over time, and eventually stabilizes at a steady-state value. The remaining curves for
and
begin at 0 and asymptotically approach their respective steady-state levels.
Figure 4 and
Figure 5 present the transient-state mean system size and its variance. The curves illustrate a proportional increase in system size and variability with rising values of λ, assuming μ remains constant.
Figure 6,
Figure 7 and
Figure 8 illustrate the system size probabilities in steady-state conditions. Specifically,
Figure 6 and
Figure 7 highlight the relationship between system size (
n) and different arrival rates. A distinct trend is observed: as
n increases, the corresponding probability values decrease and ultimately converge toward zero. This pattern suggests that larger system sizes are increasingly less probable, reinforcing the model’s ability to manage queue lengths effectively.
Figure 8 offers additional insights by demonstrating the impact of increasing the service rate while keeping the arrival rate constant. The graph reveals an inverse relationship between the service rate and system size. This emphasizes the critical role of service efficiency in maintaining a manageable system size and showcases the delicate balance between arrival and service rates in shaping system dynamics. Understanding this interplay is essential for optimizing system performance.
Figure 9 and
Figure 10 depict how the system throughput and Total Energy Cost (TEC) increase as the service rate μ rises across various arrival rates λ.
Figure 11 and
Figure 12 illustrate the effects of increasing both arrival and service rates on Total Energy Cost (TEC) and Total Expected Revenue (TER). An increase in the arrival rate λ leads to a rise in both the TEC and TER. In contrast, increasing the service rate μ results in a decrease in both the TEC and TER. These results highlight the complex relationship between input and service dynamics and their implications for cost and performance optimization.
10. Conclusions
This study analyzes a single-server, continuous-service Markovian queueing system with infinite capacity, designed to accommodate two distinct customer classes: offline and online. By employing generating functions, Modified Bessel functions, and Laplace transform techniques, we derive compact analytical expressions for both transient and steady-state system size probabilities. The model effectively captures the system’s dynamics under a non-preemptive priority service discipline, where offline customers are always prioritized over online customers. Comprehensive performance measures, including the mean and variance of system size, throughput, and cost-related metrics, are evaluated in both transient and steady states. Numerical illustrations validate the analytical findings and demonstrate the influence of arrival and service rates on key system parameters such as system size, waiting times, throughput, and energy costs. The proposed model offers a robust framework for analyzing dual-source service systems with continuous operation requirements, making it especially relevant to modern applications in cloud computing, healthcare, and automated service environments. Future work may extend this model to multi-server systems, incorporate customer abandonment or retrial behavior, and explore the effects of non-exponential service time distributions. Such extensions would further enhance the applicability of the model to more complex and realistic service systems.