In this paper, we present a new idea for robust project scheduling combined with a cost-oriented uncertainty investigation. The result of the new approach is a makespan minimal robust proactive schedule, which is immune against the uncertainties in the activity durations and which can be evaluated from a cost-oriented point of view on the set of the uncertain-but-bounded duration and cost parameters using a sampling-based approximation. In this paper, we assume that the sources of uncertainty are the variability of the activity durations and the cash flow values, and present an appropriate hybrid method, which is a combination of mathematical programming, metaheuristic and sampling-based elements, to cope with this "uncertainty in uncertainty" like real problem.

Keywords: project scheduling; scheduling under uncertainty; robustness

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