It is well known, and it is easy to prove that any problem can be formulated and tackled as an optimization problem since solving it means basically making deci- sions. Every day each of us continually makes decisions during own daily activities, from simple and automatic ones (e.g., choose a food or dress to wear), to more challenging and complex ones (e.g., in which stock market to invest), and, further, such decisions must be taken quickly and effectively. Making decisions, mean choosing an action or an option from several alternatives according to an expected utility, that is, select among all available options the one that optimize a given goal, such as for example the classical goal of maximizing profits and minimizing costs.