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A free-energy principle has been proposed recently that accounts for action, perception and learning. This Review looks at some key brain theories in the biological (for example, neural Darwinism) and physical (for example, information theory and optimal control theory) sciences from the free-energy perspective. Crucially, one key theme runs through each of these theories—optimization. Furthermore, if we look closely at what is optimized, the same quantity keeps emerging, namely value (expected reward, expected utility) or its complement, surprise (prediction error, expected cost). This is the quantity that is optimized under the free-energy principle, which suggests that several global brain theories might be unified within a free-energy framework.