"It is a serious thing to live in a society of possible gods and goddesses, to remember that the dullest and most uninteresting person you talk to may one day be a creature which, if you saw it now, you would be strongly tempted to worship, or else a horror and a corruption such as you now meet, if at all, only in a nightmare." C.S. Lewis in "The Weight of Glory"
My ethics stand on a very vulnerable foundation. As a number of critics have pointed out to other Utilitarian thinkers, any practical Utilitarianism must be prospective: that is to say, it must make projections about what the probable consequences of an action or event must be. Normally, consequences are fairly easy to predict for simple actions.
If I punch you in the face, it is pretty fair to expect that I will cause you physical pain and furthermore damage our relationship. If I cook dinner for you while you're sick, it's similarly fair to expect that both of us will benefit from that (assuming that I know how to cook.) But what about when the consequences of an action aren't so certain?
Let's take a theoretical situation into examination, and then I'll offer my take on Utilitarian answers to uncertain situations.
Let's say that Joe is your best friend, and he is in a serious relationship with Jane. You know that Joe is cheating on Jane, but Joe does not know that you are aware of his infidelity and Jane is furthermore unaware of his infidelity. Jane comes to you concerned about their relationship. If you tell her, she will indubitably experience pain, she will confront Joe, their relationship will end, and Joe is likely to terminate your friendship. If you don't tell her, none of that is guarunteed to happen, and the consequences remain completely ambiguous, dependant on Joe's ability to hide his infidelity, your ability to hide his infidelity, and Jane's deductive faculties. Anything from a vicious breakup to a long-lasting, ultimately satisfying relationship for Joe and Jane is possible. Techincally speaking, depending on how stupid Jane is and how good of a liar Joe is, the consequenes of your lie are actually quite likely to be good consequences. But all of this is uncertain, you have no real way of determining the consequences of hiding the information from Jane. Almost all of the consequences of that action remain ambiguous.
Nonetheless, there is one consequence of both decisions, to tell or to refrain from telling, which is certain: you will be formed into a certain kind of person by the decision.
If you do not tell Jane, you indubitably become a kind of deceitful person. You become the kind of person who does not speak the truth, a habit which grows from a personal bias towards a particular party. You become the kind of person who allows the sin of your friends to fester within their soul and rot their moral fiber. Furthermore, you become an individual who is less trustworthy in all of your relations.
If, however, you tell Jane, you can be sure that you will become the kind of person who tells the truth, regardless of personal bias. You become the kind of person who is willing to call out even their close friends on what is seriously wrong with them. Finally, you become an individual who is more trustworthy in all of your relations.
In any situation, the only consequence of which you can be sure is that the decision you make will form you into a kind of person. Whether you stay up late and sleep in, go to bed early and rise with the sun, tell Jane about Joe's infidelity or remain a co-conspirator in the destruction of a friend's moral fiber, tell someone how you really feel about them or hide your true sentiments behind a veil of pretendings, the only consequence of which you can be certain is that you will become that particular kind of individual.
Therefore, I would argue, in situations where all or most other consequences are uncertain, the primary deciding factor in the making of a decision must be the kind of individual that you are likely to make yourself into through that decision. You are responsible for yourself above all things, and above all things it is your responsibility to make sure that you do not become "a horror and a corruption such as you now meet, if at all, only in a nightmare."
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