This work presents a comparison of decision making criteria and optimization methods for active sensing in robotics. Active sensing incorporates the following aspects: (i ) where to position sensors, and (ii ) how to make decisions for next actions, in order to maximize information gain and minimize costs. We concentrate on the second aspect: “Where should the robot move at the next time step?”. Pros and cons of the most often used statistical decision making strategies are discussed. Simulation results from a new multisine approach for active sensing of a nonholonomic mobile robot are given.