That is the title of a very nice article I read recently:
I think it nicely summarizes a vast, very interesting and vibrant research area – touching a variety of traditional domains including learning, decision science and microeconomics. I was pleased to see that most of my current research interests are prominently featured: online decisions, learning – in multiagent systems and through repetition, decision making under uncertainty or in the presence of partial information, fusing many sources of information. This survey provides quite a nice compilation of important papers for each of these topics. Needless to say, there are more open questions than are answered in those papers – which is as it should be, as far as I am concerned!