Allocating bandwidth for a certain period of time is an often encountered problem in networks offering some kind of quality of service (QoS) support. In particular, for aggregate demand the required bandwidth at each point in time may exhibit considerable fluctuations, random fluctuations as well as systematic fluctuations due to different activity at different times of day. In any case, there is a considerable amount of uncertainty to be dealt with by strategies for effectively allocating bandwidth. In this paper, we try to devise so-called robust strategies for bandwidth allocation under uncertainty. The notion of robustness here means that we look for strategies which perform well under most circumstances, but not necessarily best for a given situation. By simulations, we compare the different strategies we propose with respect to the robustness and performance they achieve in terms of (virtual) cost savings. We show that robustness and good performance need not be contradictory goals and furthermore that very good strategies need not be complex, either.