Approximate Dynamic Programming techniques for the control of time-varying queueing systems applied to call centers with abandonments and retrials

In this article we develop techniques for applying Approximate Dynamic Programming (ADP) to the control of time-varying queuing systems. First, we show that the classical state space representation in queuing systems leads to approximations that can be significantly improved by increasing the dimensionality of the state space by state disaggregation. Second, we deal with time-varying parameters by adding them to the state space with an ADP parameterization. We demonstrate these techniques for the optimal admission control in a retrial queue with abandonments and time-varying parameters. The numerical experiments show that our techniques have near to optimal performance. © 2009 Cambridge University Press.