Abstract
An evolutionary basis for Bayesian rationality is suggested, by considering how natural selection would operate on an organism’s ‘policy’ for choosing an action depending on an environmental signal. It is shown that the evolutionarily optimal policy, as judged by the criterion of maximal expected reproductive output, is the policy that, for each signal, picks an action that maximizes conditional expected output given that signal. This suggests a possible route by which Bayes-rational creatures might have evolved.