 Some of the most celebrated results in decision theory address, to some extent, these challenges. They consist in showing what conditions on preferences over “real world options” suffice for the existence of a pair of utility and probability functions relative to which the agent can be represented as maximising expected utility. The standard interpretation is that, just as the utility function represents the agent’s desires, so the probability function represents her beliefs. The theories are referred to collectively as subjective expected utility (SEU) theory as they concern an agent’s preferences over prospects that are characterised entirely in terms of her own beliefs and desires (but we will continue to use the simpler label EU theory). In this section, two of these results will be briefly discussed: that of Leonard Savage (1954) and Richard Jeffrey (1965).