1. A system which supports a user's behavior by generating a behavioral decision function indicating behavior to be adopted to a certain target, comprising: a data acquiring section which acquires a cost caused as a result of adopting each of a plurality of behaviors to the 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 which generates, based on the training data, the behavioral decision function to minimize expected shortfall of the cost to be obtained as a result of adopting the behavior to the target.