Problem-solving strategies learned by physics undergraduates should prepare them for real-world contexts as they transition from students to professionals. Yet, graduate students in physics-intensive research face problems that go beyond undergraduate problem sets and are solved by different strategies typically learned in undergraduate coursework. This paper expands the notion of problem solving by characterizing the breadth of problems and problem-solving processes carried out by graduate students in physics-intensive research. We conducted semi-structured interviews with ten graduate students to determine the routine, difficult, and important problems they engage in and problem-solving strategies they found useful in their research. A qualitative typological analysis resulted in the creation of a three-dimensional framework: context, activity, and feature (that made the problem challenging). Problem contexts extended beyond theory and mathematics to include interactions with lab equipment, data, software, and people. Important and difficult contexts blended social and technical skills. Routine problem activities were typically well defined (e.g., troubleshooting), while difficult and important ones were open ended with multiple solution paths (e.g., evaluating options). In addition to broadening our understanding of problems faced by graduate students, our findings explore problem-solving strategies (e.g., breaking down problems, evaluating options, using test cases or approximations) and characteristics of successful problem solvers. Our research provides evidence of the influence that problems students are exposed to have on the strategies they use and learn. Using this evidence, we have developed a preliminary framework for exploring problems from the solver's perspective. Understanding the problems graduate students face and their strategies has implications for improving how we approach problem solving in undergraduate physics and physics education research.