"Irreversible Decisions under Uncertainty" is a specialized book that addresses decision-making in uncertain environments. It explores how individuals make decisions in both everyday life and economic models when faced with uncertainty. The authors, Svetlana Boyarchenko and Sergei Levendorskii, present an innovative approach to solving optimal stopping problems that is easier to understand than traditional methods found in the literature. This book not only provides theoretical foundations but also practical applications in the fields of economics and finance. Readers will be empowered to apply the techniques presented to a variety of problems, including novel questions. The methodological foundation of the book is based on option pricing through Wiener-Hopf factorization, making it a valuable resource for students and professionals dealing with decision-making processes under uncertainty.