 For hundreds of years, decision theorists have agreed that rational agents should maximize expected utility. The discussion has mostly been focused on how to interpret this principle, especially for choices in which the causal structure of the world is unusual. However, until recently no one has seriously questioned that the principle of maximizing expected utility is the right principle to apply. The rich and growing literature on the many puzzles inspired by the St. Petersburg paradox indicate that this might have been a mistake. Perhaps the principle of maximizing expected utility should be replaced by some entirely different principle?