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Informally, a situation in which a decision must be made from several alternatives, none of which is obviously the optimal one. In formal Logic, a dilemma is a specific type of argument using two conditional statements which may take the form of a Constructive Dilemma or a Destructive Dilemma.
See also Constructive Dilemma, Destructive Dilemma, Monty Hall Problem, Paradox, Prisoner's Dilemma