The first FUR conference was held in Oslo in 1982 and was founded by Maurice Allais and Ole Hagen. Since the n they have been held in Venice (1984), Aix-en-Provence (1986), Mons (1997), Marrakech (1999), Torino (2001), Paris-Cachan (2004), and Rome (2006).

FUR is truly interdisciplinary, reflected by the fact that its Scientific Committee includes experts in the Decision Sciences from Economics, Management Science, Psychology, Finance, Mathematics, Philosophy, Computer Science and Statistics.