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Real-world decisions take place over time, in dynamics contexts, and with frequently shifting choice sets. In contrast, most studies of decision making have focused on single, abstracted choices among small numbers of discrete options. Here, we advocate for a shift in emphasis to what we call continuous decisions, which better capture the complexity of decision-making in the wild. Continuous decisions involve a continuum of possible responses and take place over an extended period of time during which the response is continuously subject to modification. The range of options available at any time can fluctuate and is affected by recent responses, making consideration of feedback between choices and the environment essential. The study of continuous decisions emphasizes distinct questions not easily captured by discrete decisions, including questions about how the brain integrates choices with movement, bridges representations through time, and maintains hierarchically organized information. While microeconomic theory has proven invaluable for discrete decisions, we propose that engineering control theory may serve as a better foundation for continuous ones. And while the concept of value has proven foundational for discrete decisions, goal states and policies may prove more useful for continuous ones.