  The expected utility of an act is a weighted average of the utilities of each of its possible outcomes, where the utility of an outcome measures the extent to which that outcome is preferred, or preferable, to the alternatives. The utility of each outcome is weighted according to the probability that the act will lead to that outcome. Section 1 fleshes out this basic definition of expected utility in more rigorous terms, and discusses its relationship to choice. Section 2 discusses two types of arguments for expected utility theory: representation theorems, and long-run statistical arguments. Section 3 considers objections to expected utility theory; section 4 discusses its applications in philosophy of religion, economics, ethics, and epistemology.