Simulation of a queueing problem with balking

Queueing theory becomes considerably more complicated if impatient customers fail to join the queue, so-called balking. Analytical results have been obtained for the standard queueing problem (M/M/1) with balking, i.e., formulae have been derived for the expected queue-length and the expected waiting-time. This report describes an investigation into the general validity of these formulae. Since an analytical approach to the problem has so far proved to be unfeasible, simulation was used. We tried to construct an efficient simulation model. The model was analysed using regenerative properties - a technique which provides a solution to the problem of correlated simulation observations. The results we found were partly an extension of the standard queueing theory and partly an indication for further theoretical investigation.