Optimizing Call Center Staffing using Simulation and Analytic Center Cutting Plane Methods

We present a simulation-based analytic center cutting plane method to solve a sample average approximation of a call center problem of minimizing staffing costs, while maintaining an acceptable level of service in multiple time periods. We establish convergence of the method when the service level functions are discrete pseudoconcave. An extensive numerical study of a … Read more

A fictitious play approach to large-scale optimization

In this paper we investigate the properties of the sampled version of the fictitious play algorithm, familiar from game theory, for games with identical payoffs, and propose a heuristic based on fictitious play as a solution procedure for discrete optimization problems of the form $\max\{u(y):y=(y^1,\ldots,y^n)\in\setY^1\times\cdots\times\setY^n\}$, i.e., in which the feasible region is a Cartesian product … Read more