Anchoring Decisions Under Uncertainty
Pierre Fouilhoux (LIPN, Université Sorbonne Paris Nord)
Anchoring Decisions Under Uncertainty
Pierre Fouilhoux (LIPN, Université Sorbonne Paris Nord)
In project scheduling with uncertain processing times, the decision maker often
needs to compute a baseline schedule in advance while guaranteeing that some jobs will
not be rescheduled later. Standard robust approaches either produce a schedule with a
very large makespan or offer no guarantee on starting times of the jobs. The concept of
anchor robustness is introduced as a middle ground between these approaches. A subset
of jobs is said to be anchored if the starting times of its jobs in the baseline schedule can be
guaranteed. The anchor-robust project scheduling problem (AnchRobPSP) is proposed as
a robust two-stage problem to find a baseline schedule of bounded makespan and a max-
weight subset of anchored jobs. We consider the AnchRobPSP for several uncertainty sets
with complexity aspects and mixed integer formulations.