Provided is a system 10 which supports a user's behavior by generating a behavioral decision function indicating behavior to be adopted to a certain target. The system 10 includes: a data acquiring section 110 which acquires a cost caused as a result of adopting each of a plurality of behaviors to a target as training data for generating the behavioral decision function, the plurality of behaviors having already been adopted to the target; and a function generator 120 which generates, based on the training data, the behavioral decision function to minimize the expected shortfall of a cost to be obtained as a result of adopting the behavior to the target.