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The term despair, when used by existentialists, refers to the fact that all the choices we make are based on uncertain information and an incomplete understanding of the world.

When discussing existentialism, people often are referring to Sartre's philosophy, but generalizations about existentialism should be made with caution, as the term refers to the works of a series of fairly divergent philosophers and authors, rather than a coherent and solitary world view. The one proposition that unifies all existentialists is that existence precedes essence, which means that there is no such thing as human nature or an essential character that is natural or determining for human life.

The existentialist philosopher most concerned with despair is Kierkegaard. Most emphatically in The Sickness Unto Death but also in Fear and Trembling Kierkegaard argues that humans are made up of three parts: the finite, the infinite, and the "relationship of the two to itself." The finite (sense, body, knowledge) and the infinite (paradox and the capacity to believe) always exist in a state of tension. That tension, as it is aware of itself, is the "self." When the self is lost, either to insensibility or exuberance, the person is in a state of despair. Notably, despair does not have to be agony. It is, instead, the loss of self. In Either/Or, Kierkegaard has two epistolary novels in two volumes. The first letter writer is an aesthete whose wildness of belief and imagination lead him to a meaningless life and a life of egotistic despair. The second volume's author is a judge who lives his life by strict Christian laws. Because he works entirely upon received law and never uses belief or soulfulness, he lives a life of ethical despair. Only the aesthetic and ethical wed together are the "religious" life. In Fear and Trembling, Kierkegaard argues that Abraham's choice to obey the private, anti-ethical, religious commandment of God to sacrifice his son is the perfect act of self. If Abraham were to blithely obey, his actions would have no meaning. It is only when he acts with fear and trembling that he demonstrates a full awareness and the actions of the self, as opposed to the actions of either the finite or infinite portions of holy matrimony.

• Léon Chestov
• Simone de Beauvoir

• Essays in Existentialism, Jean-Paul Sartre
• The Sickness Unto Death, Søren Kierkegaard
• Fear and Trembling, Søren Kierkegaard
• Either/Or, Søren Kierkegaard
• Concluding Unscientific Postscript, Søren Kierkegaard