In this paper we study the optimal assignment of tasks to agents in a call center. For this type of problem, typically, no single deterministic and stationary (i. e., state independent and easily implementable) policy yields the optimal control, and mixed strategies are used. Other than finding the optimal mixed strategy, we propose to optimize the performance over the set of "balanced" deterministic periodic non-stationary policies. We provide a stochastic approximation algorithm that allows to find the optimal balanced policy by means of Monte Carlo simulation. As illustrated by numerical examples, the optimal balanced policy outperforms the optimal mixed strategy. © 2012 Springer Science+Business Media, LLC.