Gaps in our knowledge should not be a reason for not making policy decisions. How can we define robust policy strategies, given the various uncertainties in the sources, exposure, and causes of health effects? Which uncertainties are most important? What are its policy implications? This contribution will describe policy strategies for particulate matter (PM) abatement that are consistent with certain sets of assumptions, as well as the risks that are associated with such strategies. What is an optimal strategy assuming that the fine particles (PM2.5) are the main cause of health effects? And what would be the "mistake" of such a strategy, if "in the end" PM10 or carbonaceous particles prove to be the "real" cause? How can we make the policy strategy more robust and minimise its financial risks and health risks? This contribution describes a systematic way of dealing with the knowledge gaps in the policy process.