Clinicians confront the classical problem of decision making under uncertainty, but a universal procedure by which they deal with this situation, both in diagnosis and therapy, can be defined. This consists in the choice of a specific course of action from available alternatives so as to reduce uncertainty. Formal analysis evidences that the expected value of this process depends on the a priori probabilities confronted, the discriminatory power of the action chosen, and the values and costs associated with possible outcomes. Clinical problem-solving represents the construction of a systematic strategy from multiple decisional building blocks. Depending on the level of uncertainty the physicians attach to their working hypothesis, they can choose among at least four prototype strategies: pattern recognition, the hypothetico-deductive process, arborization, and exhaustion. However, the resolution of real-life problems can involve a combination of these game plans. Formal analysis of each strategy permits definition of its appropriate a priori probabilities, action characteristics, and cost implications.