In this article, we first examine the various criticisms of the probabilistic model. Then we introduce capacities in order to show that if a probability measure corresponds to anesthetizing the belief of the agent's knowledge, it is then possible to suggest another type of rationality--namely, being able to describe a wise and a rash behavior when facing risk--and therefore another model of belief under uncertainty. While trying to specify various alternative measures, possibility, necessity, and measures resulting from a triangular norm or from a triangular conorm, we finally try to define the field of application of the probabilistic model as well as a sign of the rationality choice: constraint of mass-unity for traditional rationality, and constraint of duality for the one we present.During the past 20 years, it seems that progress in computer science and artificial intelligence has generated a new requirement, namely, a theory of belief in uncertainty outside the probabilistic framework (see Buchanan and Shortliffe, 1975;Zadeh, 1975;H6hle, 1982;Simon, 1978). At the same time, many theoreticians (e.g., DempsterThisse and de Palma, 1989) seem to have been searching for a new way of modeling cognitive 1 rationality and thus for a theory of judgments under uncertainty out of the standard model of probability. (who introduce bounded rationality with a kind of decision cost inside the theory of noncooperative games with finite automata), the Simon's concept of bounded rationality on the one hand and the new criticisms of the expected utiltity model on the other hand (see Loomes and Sugden (1982) with their regret theory, and Kahneman and Tversky (1979) with their prospects theory) show us the existence of a latent controversy illustrating the theoreticians' difficulty in using standard models (see also Bell