M.

COM II SEMESTER

Term Paper

ON

“Value Analysis”

in

“Budget and Budgetary Control”

Submitted for the session

2017-18

Supervised by: Submitted by:

Mr. Satyen Vyas Mr. Swaroop Ram

 G D MEMORIAL COLLEGE
Sector – 4, Kuri Bhagtasni Housing Board, Jodhpur

ACKNOWLEDGEMENT

We take this opportunity to express our profound gratitude and deep regards to
Professor/Mentor Dr. L.C. Bhandari, for his exemplary guidance, monitoring and
constant encouragement throughout the course of this Term Paper. The blessing, help
and guidance given by him time to time shall carry us a long way in the journey of life
on which we are about to embark.

We also take this opportunity to express a deep sense of gratitude to our

guide, Mr. Satyen Vyas, for her cordial support, valuable information and guidance,
which helped out in completing this task through various stages.

Name- Swaroop Ram

 DECLARATION

This is to certify that this Term Paper Submitted by Mr. Swaroop Ram in partial
fulfillment of the requirement for the award of M.Com degree to G.D Memorial
college , Jodhpur, affiliated to J.N.V.U Jodhpur, and is a record of the candidates’
own work. The matter embodied in this term paper is original and has not been copied
from any other work. In case anything is found copied, i will be personally responsible
for it.

Name: Swaroop Ram

 INDEX

0 value analysis
1 Problem setup
2 Algorithm
3 Bard-Schweitzer method
3.1 Pseudo-code
4 Multiclass networks
5 Extensions
6 Software
7 See also
8 References
9 External links
value analysis
In queueing theory, a discipline within the mathematical theory of
probability, mean value analysis (MVA) is a recursive technique for
computing expected queue lengths, waiting time at queueing nodes
and throughput in equilibrium for a closed separable system of
queues. The first approximate techniques were published
independently by Schweitzer[1] and Bard,[2][3] followed later by an
exact version by Lavenberg and Reiser published in 1980.[4][5]

It is based on the arrival theorem, which states that when one

customer in an M-customer closed system arrives at a service
facility he/she observes the rest of the system to be in the
equilibrium state for a system with M − 1 customers.
Problem setup

Consider a closed queueing network of K M/M/1 queues, with M

customers circulating in the system. Suppose that the customers are
indistinguishable from each other, so that the network has a single
class of customers. To compute the mean queue length and waiting
time at each of the nodes and throughput of the system we use an
iterative algorithm starting with a network with 0 customers.

Write μi for the service rate at node i and P for the customer routing
matrix where element pij denotes the probability that a customer
finishing service at node i moves to node j for service. To use the
algorithm we first compute the visit ratio row vector v, a vector such
that v = v P.

Now write Li(n) for the mean number of customer at queue i when
there are a total of n customers in the system (this includes the job
currently being served at queue i) and Wj(n) for the mean time spent
by a customer in queue i when there are a total of n customers in the
system. Denote the throughput of a system with m customers by λm.

Algorithm

The algorithm[6] starts with an empty network (zero customers),

then increases the number of customers by 1 at each iteration until
there are the required number (M) of customers in the system.

To initialise, set Lk(0) = 0 for k = 1,...,K. (This sets the average

queue length in a system with no customers to zero at all nodes.)

Repeat for m = 1,...,M:

1. For k = 1, ..., K compute the waiting time at each node using the
arrival theorem
{\displaystyle W_{k}(m)={\frac {1+L_{k}\left(m-1\right)}{\mu
_{k}}}.} {\displaystyle W_{k}(m)={\frac {1+L_{k}\left(m-
1\right)}{\mu _{k}}}.}
2. Then compute the system throughput using Little's law
{\displaystyle \lambda _{m}={\frac {m}{\sum _{k=1}^{K}W_{k}
(m)v_{k}}}.} {\displaystyle \lambda _{m}={\frac {m}{\sum
_{k=1}^{K}W_{k}(m)v_{k}}}.}
3. Finally, use Little's law applied to each queue to compute the
mean queue lengths for k = 1, ..., K
{\displaystyle L_{k}(m)=v_{k}\lambda _{m}W_{k}(m).}
{\displaystyle L_{k}(m)=v_{k}\lambda _{m}W_{k}(m).}
End repeat.

Bard-Schweitzer method
The Bard-Schweitzer approximation estimates the average number
of jobs at node k to be[1][7]

{\displaystyle L_{k}(m-1)\approx {\frac {m-1}{m}}L_{k}(m)}

{\displaystyle L_{k}(m-1)\approx {\frac {m-1}{m}}L_{k}(m)}
which is a linear interpolation. From the above formulas, this
approximation yields fixed-point relationships which can be solved
numerically. This iterative approach often goes under the name of
approximate MVA (AMVA) and it is typically faster than the
recursive approach of MVA.[8]:38

Pseudo-code

set Lk(m) = M/K

repeat until convergence:

{\displaystyle \lambda _{m}={\frac {m}{\sum _{k=1}^{K}{\frac
{{\frac {m-1}{m}}L_{k}(m)+1}{\mu _{k}}}v_{k}}}}
{\displaystyle \lambda _{m}={\frac {m}{\sum _{k=1}^{K}{\frac
{{\frac {m-1}{m}}L_{k}(m)+1}{\mu _{k}}}v_{k}}}}
{\displaystyle L_{k}(m)=v_{k}\lambda _{m}{\frac {{\frac {m-1}
{m}}L_{k}(m)+1}{\mu _{k}}}} {\displaystyle L_{k}
(m)=v_{k}\lambda _{m}{\frac {{\frac {m-1}{m}}L_{k}(m)+1}
{\mu _{k}}}}

Multiclass networks

In the case of multiclass networks with R classes of customers, each

queue k can feature different service rates μk,r for each job class
r=1,...,R, although certain restrictions exist in the case of first-come
first-served stations due to the assumptions of the BCMP theorem in
the multiclass case.

The waiting time Wk,r experienced by class-r jobs at queue k can

still be related to the total mean queue-length at node k using a
generalization of the arrival theorem

{\displaystyle W_{k,r}(\mathbb {m} )={\frac

{1+L_{k}\left(\mathbb {m} -1_{r}\right)}{\mu _{k,r}}}.}
{\displaystyle W_{k,r}(\mathbb {m} )={\frac
{1+L_{k}\left(\mathbb {m} -1_{r}\right)}{\mu _{k,r}}}.}
where {\displaystyle \mathbb {m} =(m_{1},\ldots ,m_{R})}
{\displaystyle \mathbb {m} =(m_{1},\ldots ,m_{R})} is a vector of
customer population for the R classes and {\displaystyle 1_{r}}
{\displaystyle 1_{r}} subtracts one from the r-th element of
{\displaystyle \mathbb {m} } {\displaystyle \mathbb {m} },
assuming that {\displaystyle m_{r}\geq 1} {\displaystyle m_{r}\geq
1}.
For networks with a single customer class the MVA algorithm is
very fast and time taken grows linearly with the number of
customers and number of queues. However, in multiclass models the
number of multiplications and additions and the storage
requirements for MVA grow exponentially with the number of
customer classes. Practically, the algorithm works well for 3-4
customer classes[9], although this generally depends on the
implementation and the structure of the model. For example, the
Tree-MVA method can scale to larger models if the routing matrix is
sparse[10].

Exact values for mean performance metrics can be obtained in large

models using the method of moments, which requires log-quadratic
time. The method of moments can solve in practyice models with up
to 10 classes of customers or sometimes larger, which are typically
inaccessible by means of exact MVA.[9][11] This technique
however does not use the arrival theorem and relies on solving
systems of linear equations involving the normalizing constant of
state probabilities for the queueing network.

Approximate MVA (AMVA) algorithms, such as the Bard-

Schweitzer method, offer instead an alternative solution technique
that provides low complexity also on multiclass networks and
typically deliver highly accurate results.[12]

Extensions

The mean value analysis algorithm has been applied to a class of

PEPA models describing queueing networks and the performance of
a key distribution center.[13]
Software

JMVA, a tool written in Java which implements MVA.[14]

queueing, a library for GNU Octave which includes MVA.[15]

References

Schweitzer, P. J.; Serazzi, G.; Broglia, M. (1993). "A survey of

bottleneck analysis in closed networks of queues". Performance
Evaluation of Computer and Communication Systems. Lecture
Notes in Computer Science. 729. p. 491. doi:10.1007/BFb0013865.
ISBN 3-540-57297-X.
Bard, Yonathan (1979). "Some Extensions to Multiclass Queueing
Network Analysis". Proceedings of the Third International
Symposium on Modelling and Performance Evaluation of Computer
Systems: Performance of Computer Systems. North-Holland
Publishing Co.: 51–62. ISBN 0-444-85332-4.
Adan, I.; Wal, J. (2011). "Mean Values Techniques". Queueing
Networks. International Series in Operations Research &
Management Science. 154. p. 561. doi:10.1007/978-1-4419-6472-
4_13. ISBN 978-1-4419-6471-7.
Reiser, M.; Lavenberg, S. S. (1980). "Mean-Value Analysis of
Closed Multichain Queuing Networks". Journal of the ACM. 27 (2):
313. doi:10.1145/322186.322195.
Reiser, M. (2000). "Mean Value Analysis: A Personal Account".
Performance Evaluation: Origins and Directions. Lecture Notes in
Computer Science. 1769. pp. 491–504. doi:10.1007/3-540-46506-
5_22. ISBN 978-3-540-67193-0.
Bose, Sanjay K. (2001). An introduction to queueing systems.
Springer. p. 174. ISBN 0-306-46734-8.
Schweitzer, Paul (1979). "Approximate analysis of multiclass
closed networks of queues". Proceedings of International
Conference on Stochastic Control and Optimization.
External links

J. Virtamo: Queuing networks. Handout from Helsinki Tech

gives good overview of Jackson's Theorem and MVA.
Simon Lam: A simple derivation of the MVA algorithm.
Shows relationship between Buzen's algorithm and MVA.