[Doc] Update outdated link to Ray documentation (#32660)

Signed-off-by: graftim <38649219+graftim@users.noreply.github.com>

docs/serving/openai_compatible_server.md

@@ -1067,4 +1067,4 @@ Key capabilities:
 
 The following example shows how to deploy a large model like DeepSeek R1 with Ray Serve LLM: [examples/online_serving/ray_serve_deepseek.py](../../examples/online_serving/ray_serve_deepseek.py).
 
-Learn more about Ray Serve LLM with the official [Ray Serve LLM documentation](https://docs.ray.io/en/latest/serve/llm/serving-llms.html).
+Learn more about Ray Serve LLM with the official [Ray Serve LLM documentation](https://docs.ray.io/en/latest/serve/llm/index.html).