## Γ-robust Optimization of Project Scheduling Problems

 In this paper, we investigate the problem of finding a robust baseline schedule for the project scheduling problem under uncertain process times. We assume that the probability distribution for the duration is unknown but an estimation together with an interval in which this time can vary is given. At most $\Gamma$ of … Read more

## Robust Combinatorial Optimization under Budgeted-Ellipsoidal Uncertainty

In the field of robust optimization uncertain data is modeled by uncertainty sets, i.e. sets which contain all relevant outcomes of the uncertain parameters. The complexity of the related robust problem depends strongly on the shape of the uncertainty set. Two popular classes of uncertainty are budgeted uncertainty and ellipsoidal uncertainty. In this paper we … Read more

## A dynamic programming approach for a class of robust optimization problems

Common approaches to solve a robust optimization problem decompose the problem into a master problem (MP) and adversarial separation problems (APs). MP contains the original robust constraints, however written only for finite numbers of scenarios. Additional scenarios are generated on the fly by solving the APs. We consider in this work the budgeted uncertainty polytope … Read more

## Robust constrained shortest path problems under budgeted uncertainty

We study the robust constrained shortest path problem under resource uncertainty. After proving that the problem is \NPhard in the strong sense for arbitrary uncertainty sets, we focus on budgeted uncertainty sets introduced by Bertsimas and Sim (2003) and their extension to variable uncertainty by Poss (2013). We apply classical techniques to show that the … Read more