Jesse beats Saul and forces him to confess at gunpoint about helping Walter to poison the son of his (Jesse’s) former girlfriend. In the moment, Saul needs to make a decision. He can lie to Jesse and play dumb, but he risks getting shot because of Jesse’s anger. On the other hand, he could tell Jesse the truth, confess to aiding Walter, and Jesse could still shoot him because he’s so angry. Either way, Saul must weigh the probability of being shot from telling the truth or from lying.
See more: cost benefit analysis, probabilities, rationality