Аннотация:In this article single-criterion choice problems under uncertainty (SCPUs) areconsidered. The principle of minimax regret and the Savage–Niehans risk function are introduced.A possible approach to solving an SCPU for a decision-maker who simultaneously seeks toincrease his outcome and reduce his risk ("to kill two birds with one stone") is proposed. Theexplicit form of such a solution for the linear-quadratic setup of the SCPU is obtained.