Dynamic Scheduling of a Parallel-Server Queueing System: A Computational Method for High-Dimensional Problems
Under Review
Presented at INFORMS Annual Meeting 2025, Amazon OptimiST Learning Session 2025.
Motivated by the skill-based routing problem commonly encountered in call centers, we study the dynamic control of a parallel-server queueing system. Focusing on the Halfin-Whitt heavy-traffic regime and an infinite-horizon discounted cost criterion, we develop a computational method that scales to high-dimensional settings with many customer classes. Our approach begins by deriving an approximating diffusion control problem. Building on earlier work by Han et al. (2018), we develop a simulation-based method to solve this problem, relying heavily on deep neural network techniques. Using this framework, we construct a policy for the original (pre-limit) call center scheduling problem. To evaluate performance, we adopt a data-driven approach. Using call center data from a large U.S. bank, we calibrate the model and construct realistic test instances. We then compare the resulting policy with benchmark policies from the literature. Across the test problems considered so far, our policy performs at least as well as the best benchmark identified. Moreover, the method remains computationally feasible in dimensions up to 100, corresponding to call centers with 100 or more distinct customer classes.