Policy capturing is a judgment analysis method that typically uses linear statistical modeling to estimate expert judgments. A variant to this technique is to capture decision policies using data-mining algorithms designed to handle nonlinear decision rules, missing attributes, and noisy data. In the current study, we tested the effectiveness of a decision-tree induction algorithm and an instance-based classification method for policy capturing in comparison to the standard linear approach. Decision trees are relevant in naturalistic decision-making contexts since they can be used to represent "fast-and-frugal" judgment heuristics, which are well suited to describe human cognition under time pressure. We examined human classification behavior using a simulated naval air defense task in order to empirically compare the C4.5 decision-tree algorithm, the k-nearest neighbors algorithm, and linear regression on their ability to capture individual decision policies. Results show that C4.5 outperformed the other methods in terms of goodness of fit and cross-validation accuracy. Decision-tree models of individuals’ judgment policies actually classified contacts more accurately than their human counterparts, resulting in a threefold reduction in error rates. We conclude that a decision-tree induction algorithm can yield useful models for training and decision support applications, and we discuss the application of judgmental bootstrapping in real time in dynamic environments.